| /dports/finance/quantlib/QuantLib-1.20/ql/cashflows/ |
| H A D | indexedcashflow.hpp | 53 : notional_(notional), index_(index), in IndexedCashFlow()
62 virtual Real notional() const { return notional_; } in notional()
80 Real notional_; member in QuantLib::IndexedCashFlow
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| H A D | indexedcashflow.cpp | 30 return notional_ * (I1 / I0 - 1.0); in amount()
32 return notional_ * (I1 / I0); in amount()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | mceverestengine.cpp | 27 : notional_(notional), guarantee_(guarantee), discount_(discount) {} in EverestMultiPathPricer()
43 return (1.0 + minYield + guarantee_) * notional_ * discount_; in operator ()()
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| H A D | everestoption.cpp | 29 notional_(notional), guarantee_(guarantee) {} in EverestOption()
44 arguments->notional = notional_; in setupArguments()
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| H A D | everestoption.hpp | 44 Real notional_; member in QuantLib::EverestOption
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| H A D | mceverestengine.hpp | 132 Real notional_; member in QuantLib::EverestMultiPathPricer
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/varianceoption/ |
| H A D | varianceoption.cpp | 30 : payoff_(payoff), notional_(notional), in VarianceOption()
39 arguments->notional = notional_; in setupArguments()
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| H A D | varianceoption.hpp | 63 Real notional_; member in QuantLib::VarianceOption
100 return notional_; in notional()
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | varianceswap.hpp | 73 Real notional_; member in QuantLib::VarianceSwap
124 return notional_; in notional()
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| H A D | varianceswap.cpp | 32 : position_(position), strike_(strike), notional_(notional), in VarianceSwap()
53 arguments->notional = notional_; in setupArguments()
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| H A D | creditdefaultswap.cpp | 48 : side_(side), notional_(notional), upfront_(boost::none), in CreditDefaultSwap()
105 : side_(side), notional_(notional), upfront_(upfront), in CreditDefaultSwap()
158 return notional_; in notional()
205 arguments->notional = notional_; in setupArguments()
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| H A D | creditdefaultswap.hpp | 266 Real notional_; member in QuantLib::CreditDefaultSwap
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
| H A D | inhomogeneouspooldef.hpp | 96 mutable Real attach_, detach_, notional_, attachAmount_, detachAmount_; member in QuantLib::InhomogeneousPoolLossModel
123 notional_ = basket_->remainingNotional(); in resetModel()
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| H A D | homogeneouspooldef.hpp | 88 mutable Real attach_, detach_, notional_, attachAmount_, detachAmount_; member in QuantLib::HomogeneousPoolLossModel
115 notional_ = basket_->remainingNotional(); in resetModel()
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| H A D | recursivelossmodel.hpp | 122 notional_; member in QuantLib::RecursiveLossModel
217 notional_ = basket_->remainingNotional(); in resetModel()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/inflation/ |
| H A D | yoyoptionlethelpers.hpp | 53 Real notional_; // get the price level right (e.g. bps = 10,000) member in QuantLib::YoYOptionletHelper
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| H A D | yoyoptionlethelpers.cpp | 39 notional_(notional), capFloorType_(capFloorType), lag_(lag), in YoYOptionletHelper()
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