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Searched refs:floorLeg_n (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dcapflooredcoupon.cpp466 Swap floorLeg_n(fixedLeg,flooredLeg_n); in testDecomposition() local
467 floorLeg_n.setPricingEngine(engine); in testDecomposition()
471 npvFlooredLeg = floorLeg_n.NPV(); in testDecomposition()
H A Dinflationcapflooredcoupon.cpp611 Swap floorLeg_n(fixedLeg,flooredLeg_n); in testDecomposition() local
612 floorLeg_n.setPricingEngine(engine); in testDecomposition()
616 npvFlooredLeg = floorLeg_n.NPV(); in testDecomposition()