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/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dmarketmodel.cpp1252 … const Matrix& forwardsCovariance = marketModel->totalCovariance(i); in addCoterminalSwapsAndSwaptions() local
1254 jacobian * forwardsCovariance * transpose(jacobian); in addCoterminalSwapsAndSwaptions()