| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | assetswap.cpp | 79 Real notional = bond_->notional(upfrontDate_); in AssetSwap() local
84 notional *= dirtyPrice/100.0; in AssetSwap()
88 .withNotionals(notional) in AssetSwap()
94 .withNotionals(notional) in AssetSwap()
140 Real backPayment = notional; in AssetSwap()
206 Real notional = bond_->notional(upfrontDate_); in AssetSwap() local
215 .withNotionals(notional) in AssetSwap()
220 .withNotionals(notional) in AssetSwap()
249 Real backPayment = notional; in AssetSwap()
354 Real notional = bond_->notional(upfrontDate_); in fairCleanPrice() local
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| H A D | claim.cpp | 25 Real notional, in amount() argument
27 return notional * (1.0-recoveryRate); in amount()
39 Real notional, in amount() argument
42 / referenceSecurity_->notional(d); in amount()
43 return notional * (1.0-recoveryRate-accrual); in amount()
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| H A D | bond.cpp | 116 Real Bond::notional(Date d) const { in notional() function in QuantLib::Bond
185 Real currentNotional = notional(settlementDate()); in dirtyPrice()
211 Real currentNotional = notional(settlementDate()); in yield()
236 Real currentNotional = notional(settlement); in dirtyPrice()
253 Real currentNotional = notional(settlement); in yield()
263 Real currentNotional = notional(settlement); in accruedAmount()
338 void Bond::setSingleRedemption(Real notional, in setSingleRedemption() argument
347 void Bond::setSingleRedemption(Real notional, in setSingleRedemption() argument
354 notionals_[0] = notional; in setSingleRedemption()
385 Real notional = coupon->nominal(); in calculateNotionalsFromCashflows() local
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| H A D | varianceswap.hpp | 47 Real notional,
61 Real notional() const;
83 arguments() : strike(Null<Real>()), notional(Null<Real>()) {} in arguments()
87 Real notional; member in QuantLib::VarianceSwap::arguments
123 inline Real VarianceSwap::notional() const { in notional() function in QuantLib::VarianceSwap
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| H A D | varianceswap.cpp | 29 Real notional, in VarianceSwap() argument
32 : position_(position), strike_(strike), notional_(notional), in VarianceSwap()
53 arguments->notional = notional_; in setupArguments()
68 QL_REQUIRE(notional != Null<Real>(), "no notional given"); in validate()
69 QL_REQUIRE(notional > 0.0, "negative or null notional given"); in validate()
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| H A D | creditdefaultswap.cpp | 37 Real notional, in CreditDefaultSwap() argument
48 : side_(side), notional_(notional), upfront_(boost::none), in CreditDefaultSwap()
59 .withNotionals(notional) in CreditDefaultSwap()
92 Real notional, in CreditDefaultSwap() argument
105 : side_(side), notional_(notional), upfront_(upfront), in CreditDefaultSwap()
116 .withNotionals(notional) in CreditDefaultSwap()
157 Real CreditDefaultSwap::notional() const { in notional() function in QuantLib::CreditDefaultSwap
205 arguments->notional = notional_; in setupArguments()
419 : side(Protection::Side(-1)), notional(Null<Real>()), in arguments()
424 QL_REQUIRE(notional != Null<Real>(), "notional not set"); in validate()
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| H A D | claim.hpp | 36 Real notional,
46 Real notional,
56 Real notional,
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| H A D | creditdefaultswap.hpp | 95 Real notional,
140 Real notional,
163 Real notional() const;
291 Real notional; member in QuantLib::CreditDefaultSwap::arguments
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| H A D | bond.hpp | 117 virtual Real notional(Date d = Date()) const;
263 void setSingleRedemption(Real notional,
272 void setSingleRedemption(Real notional,
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| /dports/science/cdk/cdk-cdk-2.3/storage/io/src/test/java/org/openscience/cdk/io/ |
| H A D | ShelXReaderTest.java | 65 …double notional[] = CrystalGeometryTools.cartesianToNotional(crystal.getA(), crystal.getB(), cryst… in testReading() local
66 Assert.assertEquals(7.97103, notional[0], 0.001); in testReading()
67 Assert.assertEquals(18.77220, notional[1], 0.001); in testReading()
68 Assert.assertEquals(10.26222, notional[2], 0.001); in testReading()
69 Assert.assertEquals(90.0000, notional[3], 0.001); in testReading()
70 Assert.assertEquals(90.0000, notional[4], 0.001); in testReading()
71 Assert.assertEquals(90.0000, notional[5], 0.001); in testReading()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | everestoption.cpp | 25 EverestOption::EverestOption(Real notional, in EverestOption() argument
29 notional_(notional), guarantee_(guarantee) {} in EverestOption()
44 arguments->notional = notional_; in setupArguments()
59 : notional(Null<Real>()), guarantee(Null<Rate>()) {} in arguments()
63 QL_REQUIRE(notional != Null<Rate>(), "no notional given"); in validate()
64 QL_REQUIRE(notional != 0.0, "null notional given"); in validate()
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| H A D | everestoption.hpp | 36 EverestOption(Real notional,
54 Real notional; member in QuantLib::EverestOption::arguments
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| H A D | mceverestengine.cpp | 24 EverestMultiPathPricer::EverestMultiPathPricer(Real notional, in EverestMultiPathPricer() argument
27 : notional_(notional), guarantee_(guarantee), discount_(discount) {} in EverestMultiPathPricer()
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| H A D | mceverestengine.hpp | 66 Real notional = arguments_.notional; in calculate() local
68 results_.yield = results_.value/(notional * discount) - 1.0; in calculate()
127 explicit EverestMultiPathPricer(Real notional,
203 new EverestMultiPathPricer(arguments_.notional, in pathPricer()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/varianceoption/ |
| H A D | varianceoption.cpp | 27 Real notional, in VarianceOption() argument
30 : payoff_(payoff), notional_(notional), in VarianceOption()
39 arguments->notional = notional_; in setupArguments()
46 QL_REQUIRE(notional != Null<Real>(), "no notional given"); in validate()
47 QL_REQUIRE(notional > 0.0, "negative or null notional given"); in validate()
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| H A D | varianceoption.hpp | 45 Real notional,
56 Real notional() const;
71 arguments() : notional(Null<Real>()) {} in arguments()
74 Real notional; member in QuantLib::VarianceOption::arguments
99 inline Real VarianceOption::notional() const { in notional() function in QuantLib::VarianceOption
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | creditdefaultswap.cpp | 84 Real notional = 10000.0; in testCachedValue() local
87 CreditDefaultSwap cds(Protection::Seller, notional, fixedRate, in testCachedValue()
121 if (std::fabs(calculatedNpv - npv) > notional*tolerance*10) in testCachedValue()
145 if (std::fabs(calculatedNpv - npv) > notional*tolerance*10) in testCachedValue()
349 Real notional = 10000.0; in testImpliedHazardRate() local
453 Real notional = 10000.0; in testFairSpread() local
459 CreditDefaultSwap cds(Protection::Seller, notional, fixedRate, in testFairSpread()
465 CreditDefaultSwap fairCds(Protection::Seller, notional, fairRate, in testFairSpread()
519 Real notional = 10000.0; in testFairUpfront() local
532 CreditDefaultSwap fairCds(Protection::Seller, notional, in testFairUpfront()
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| H A D | cdsoption.cpp | 58 Real notional = 1000000.0; in testCached() local
74 CreditDefaultSwap swap(Protection::Seller, notional, 0.001, schedule, in testCached()
82 new CreditDefaultSwap(Protection::Seller, notional, strike, schedule, in testCached()
100 Protection::Buyer, notional, strike, schedule, in testCached()
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| /dports/finance/quantlib/QuantLib-1.20/ql/cashflows/ |
| H A D | indexedcashflow.hpp | 47 IndexedCashFlow(Real notional, in IndexedCashFlow() argument
53 : notional_(notional), index_(index), in IndexedCashFlow()
62 virtual Real notional() const { return notional_; } in notional() function in QuantLib::IndexedCashFlow
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| H A D | cpicoupon.hpp | 128 CPICashFlow(Real notional, in CPICashFlow() argument
137 : IndexedCashFlow(notional, index, baseDate, fixingDate, in CPICashFlow()
184 CPILeg& withNotionals(Real notional);
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/inflation/ |
| H A D | yoyoptionlethelpers.cpp | 29 Real notional, in YoYOptionletHelper() argument
39 notional_(notional), capFloorType_(capFloorType), lag_(lag), in YoYOptionletHelper()
48 .withNominal(notional) in YoYOptionletHelper()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/bond/ |
| H A D | bondfunctions.cpp | 44 return bond.notional(settlement)!=0.0; in isTradable()
234 100.0 / bond.notional(settlement); in accruedAmount()
252 100.0 / bond.notional(settlement); in cleanPrice()
268 100.0 / bond.notional(settlement); in bps()
284 Real currentNotional = bond.notional(settlement); in atmRate()
321 100.0 / bond.notional(settlement); in dirtyPrice()
347 100.0 / bond.notional(settlement); in bps()
495 100.0 / bond.notional(settlement); in cleanPrice()
517 dirtyPrice /= 100.0 / bond.notional(settlement); in zSpread()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
| H A D | riskybond.hpp | 62 virtual Real notional(Date date = Date::minDate()) const = 0;
131 Real notional(Date date = Date::minDate()) const;
165 Real notional(Date date = Date::minDate()) const;
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| H A D | syntheticcdo.cpp | 42 boost::optional<Real> notional) in SyntheticCDO() argument
44 …leverageFactor_(notional ? notional.get() / basket->trancheNotional() : 1.), // NOLINT(readability… in SyntheticCDO()
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| /dports/finance/quantlib/QuantLib-1.20/Examples/Replication/ |
| H A D | Replication.cpp | 187 Real notional = portfolioValue/putValue; in main() local
190 portfolio1.subtract(putn, notional); in main()
222 Real notional = portfolioValue/putValue; in main() local
223 portfolio2.subtract(putn, notional); in main()
253 Real notional = portfolioValue/putValue; in main() local
254 portfolio3.subtract(putn, notional); in main()
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