Searched refs:fixedMultipliers (Results 1 – 6 of 6) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/multistep/ |
| H A D | multistepinversefloater.cpp | 31 const std::vector<Real>& fixedMultipliers, in MultiStepInverseFloater() argument
39 fixedMultipliers_(fixedMultipliers), in MultiStepInverseFloater()
49 …QUIRE(fixedMultipliers.size() == lastIndex_," Incorrect number of fixedMultipliers given, should b… in MultiStepInverseFloater()
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| H A D | multistepinversefloater.hpp | 38 const std::vector<Real>& fixedMultipliers,
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/pathwise/ |
| H A D | pathwiseproductinversefloater.cpp | 38 const std::vector<Real>& fixedMultipliers, in MarketModelPathwiseInverseFloater() argument
46 fixedMultipliers_(fixedMultipliers), in MarketModelPathwiseInverseFloater()
56 …QUIRE(fixedMultipliers.size() == lastIndex_," Incorrect number of fixedMultipliers given, should b… in MarketModelPathwiseInverseFloater()
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| H A D | pathwiseproductinversefloater.hpp | 52 const std::vector<Real>& fixedMultipliers,
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| /dports/finance/quantlib/QuantLib-1.20/Examples/MarketModels/ |
| H A D | MarketModels.cpp | 483 std::vector<Real> fixedMultipliers(numberRates,fixedMultiplier); in InverseFloater() local
493 fixedMultipliers, in InverseFloater()
688 fixedMultipliers, in InverseFloater()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | marketmodel.cpp | 911 std::vector<Real> fixedMultipliers(accruals.size(), 2.0); in testInverseFloater() local
924 fixedMultipliers, in testInverseFloater()
934 fixedMultipliers, in testInverseFloater()
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