/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/pathwise/ |
H A D | pathwiseproductcaplet.cpp | 71 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 79 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 80 numberCashFlowsThisStep.end(),0); in nextTimeStep() 84 numberCashFlowsThisStep[currentIndex_] = 1; in nextTimeStep() 212 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 220 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 221 numberCashFlowsThisStep.end(),0); in nextTimeStep() 225 numberCashFlowsThisStep[currentIndex_] = 1; in nextTimeStep() 355 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 362 numberCashFlowsThisStep[k]=0; in nextTimeStep() [all …]
|
H A D | pathwiseproductswaption.cpp | 56 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 66 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 67 numberCashFlowsThisStep.end(),0); in nextTimeStep() 71 numberCashFlowsThisStep[currentIndex_] = 1; in nextTimeStep() 165 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 175 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 176 numberCashFlowsThisStep.end(),0); in nextTimeStep() 180 numberCashFlowsThisStep[currentIndex_] = 1; in nextTimeStep()
|
H A D | pathwiseproductcallspecified.cpp | 144 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 167 numberCashFlowsThisStep, in nextTimeStep() 169 for (Size i=0; i<numberCashFlowsThisStep.size(); ++i) in nextTimeStep() 170 for (Size j=0; j<numberCashFlowsThisStep[i]; ++j) in nextTimeStep() 182 numberCashFlowsThisStep, in nextTimeStep()
|
H A D | pathwiseproductcaplet.hpp | 73 std::vector<Size>& numberCashFlowsThisStep, 129 std::vector<Size>& numberCashFlowsThisStep, 188 std::vector<Size>& numberCashFlowsThisStep,
|
H A D | pathwiseproductcashrebate.cpp | 92 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 97 numberCashFlowsThisStep[i] = 1; in nextTimeStep()
|
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/multistep/ |
H A D | exerciseadapter.cpp | 34 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 37 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 38 numberCashFlowsThisStep.end(), 0); in nextTimeStep() 45 numberCashFlowsThisStep[0] = 1; in nextTimeStep()
|
H A D | multistepforwards.cpp | 39 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 46 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 47 numberCashFlowsThisStep.end(),0); in nextTimeStep() 48 numberCashFlowsThisStep[currentIndex_] = 1; in nextTimeStep()
|
H A D | multistepoptionlets.cpp | 41 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 49 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 50 numberCashFlowsThisStep.end(), 0); in nextTimeStep() 51 numberCashFlowsThisStep[currentIndex_] = 1; in nextTimeStep()
|
H A D | multistepcoterminalswaptions.cpp | 41 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 51 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 52 numberCashFlowsThisStep.end(),0); in nextTimeStep() 53 numberCashFlowsThisStep[currentIndex_] = 1; in nextTimeStep()
|
H A D | multistepcoinitialswaps.cpp | 43 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 47 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 48 numberCashFlowsThisStep.end(),0); in nextTimeStep() 59 numberCashFlowsThisStep[i] = 2; in nextTimeStep()
|
H A D | multistepcoterminalswaps.cpp | 43 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 47 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 48 numberCashFlowsThisStep.end(),0); in nextTimeStep() 58 numberCashFlowsThisStep[i] = 2; in nextTimeStep()
|
H A D | multistepperiodcapletswaptions.cpp | 79 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 84 for (Size i=0; i < numberCashFlowsThisStep.size(); ++i) in nextTimeStep() 85 numberCashFlowsThisStep[i]=0UL; in nextTimeStep() 98 numberCashFlowsThisStep[productIndex_]=1UL; in nextTimeStep() 123 numberCashFlowsThisStep[productIndex_+numberBigFRAs_]=1UL; in nextTimeStep()
|
H A D | multistepnothing.cpp | 33 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 35 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 36 numberCashFlowsThisStep.end(), in nextTimeStep()
|
H A D | callspecifiedmultiproduct.cpp | 129 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 152 numberCashFlowsThisStep, in nextTimeStep() 154 for (Size i=0; i<numberCashFlowsThisStep.size(); ++i) in nextTimeStep() 155 for (Size j=0; j<numberCashFlowsThisStep[i]; ++j) in nextTimeStep() 167 numberCashFlowsThisStep, in nextTimeStep()
|
H A D | multistepswaption.cpp | 45 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 60 numberCashFlowsThisStep[0] =genCashFlows[0][0].amount != 0.0 ? 1 : 0 ; in nextTimeStep() 66 numberCashFlowsThisStep[0] =0; in nextTimeStep()
|
H A D | multisteppathwisewrapper.cpp | 61 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 64 …bool done = innerProduct_->nextTimeStep(currentState, numberCashFlowsThisStep,cashFlowsGenerated_); in nextTimeStep() 68 for (Size j=0; j< numberCashFlowsThisStep[i]; ++j) in nextTimeStep()
|
H A D | multistepswap.cpp | 42 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 56 numberCashFlowsThisStep[0] = 2; in nextTimeStep()
|
H A D | multistepratchet.cpp | 49 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 63 numberCashFlowsThisStep[0] = 1; in nextTimeStep()
|
H A D | cashrebate.cpp | 84 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 90 numberCashFlowsThisStep[i] = 1; in nextTimeStep()
|
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/onestep/ |
H A D | onestepoptionlets.cpp | 41 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 44 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 45 numberCashFlowsThisStep.end(), 0); in nextTimeStep() 50 numberCashFlowsThisStep[i] = 1; in nextTimeStep()
|
H A D | onestepcoterminalswaps.cpp | 43 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 46 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 47 numberCashFlowsThisStep.end(),0); in nextTimeStep() 61 numberCashFlowsThisStep[i] += 2; in nextTimeStep()
|
H A D | onestepcoinitialswaps.cpp | 44 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 47 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 48 numberCashFlowsThisStep.end(),0); in nextTimeStep() 61 numberCashFlowsThisStep[i] += 2; in nextTimeStep()
|
H A D | onestepforwards.cpp | 38 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 48 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep() 49 numberCashFlowsThisStep.end(), 1); in nextTimeStep()
|
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/ |
H A D | multiproductcomposite.cpp | 45 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 61 numberCashFlowsThisStep[j+offset] = in nextTimeStep() 75 numberCashFlowsThisStep[j+offset] =0; in nextTimeStep()
|
H A D | singleproductcomposite.cpp | 40 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument 64 numberCashFlowsThisStep[0] = totalCashflows; in nextTimeStep()
|