Searched refs:naifStrategy (Results 1 – 2 of 2) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/Examples/MarketModels/ |
| H A D | MarketModels.cpp | 175 SwapRateTrigger naifStrategy(rateTimes, swapTriggers, exerciseTimes); in Bermudan() local
194 CallSpecifiedMultiProduct(receiverSwap, naifStrategy, in Bermudan()
508 SwapRateTrigger naifStrategy(rateTimes, swapTriggers, exerciseTimes); in InverseFloater() local
527 CallSpecifiedMultiProduct(inverseFloater, naifStrategy, in InverseFloater()
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | marketmodel.cpp | 1468 SwapRateTrigger naifStrategy(rateTimes, swapTriggers, exerciseTimes); in testCallableSwapNaif() local
1478 CallSpecifiedMultiProduct(receiverSwap, naifStrategy, in testCallableSwapNaif()
1539 naifStrategy, payerSwap); in testCallableSwapNaif()
1544 receiverSwap, naifStrategy, in testCallableSwapNaif()
1575 naifStrategy.exerciseTimes()); in testCallableSwapNaif()
1596 naifStrategy, in testCallableSwapNaif()
1639 SwapRateTrigger naifStrategy(rateTimes, swapTriggers, exerciseTimes); in testCallableSwapLS() local
1649 CallSpecifiedMultiProduct(receiverSwap, naifStrategy, in testCallableSwapLS()
1824 SwapRateTrigger naifStrategy(rateTimes, swapTriggers, exerciseTimes); in testCallableSwapAnderson() local
1835 CallSpecifiedMultiProduct(receiverSwap, naifStrategy, in testCallableSwapAnderson()
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