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Searched refs:numberCashFlowsThisStep (Results 1 – 25 of 59) sorted by relevance

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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/pathwise/
H A Dpathwiseproductcaplet.cpp71 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()
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H A Dpathwiseproductswaption.cpp56 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 Dpathwiseproductcallspecified.cpp144 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 Dpathwiseproductcaplet.hpp73 std::vector<Size>& numberCashFlowsThisStep,
129 std::vector<Size>& numberCashFlowsThisStep,
188 std::vector<Size>& numberCashFlowsThisStep,
H A Dpathwiseproductcashrebate.cpp92 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 Dexerciseadapter.cpp34 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 Dmultistepforwards.cpp39 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 Dmultistepoptionlets.cpp41 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 Dmultistepcoterminalswaptions.cpp41 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 Dmultistepcoinitialswaps.cpp43 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 Dmultistepcoterminalswaps.cpp43 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 Dmultistepperiodcapletswaptions.cpp79 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 Dmultistepnothing.cpp33 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument
35 std::fill(numberCashFlowsThisStep.begin(), in nextTimeStep()
36 numberCashFlowsThisStep.end(), in nextTimeStep()
H A Dcallspecifiedmultiproduct.cpp129 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 Dmultistepswaption.cpp45 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 Dmultisteppathwisewrapper.cpp61 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 Dmultistepswap.cpp42 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument
56 numberCashFlowsThisStep[0] = 2; in nextTimeStep()
H A Dmultistepratchet.cpp49 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument
63 numberCashFlowsThisStep[0] = 1; in nextTimeStep()
H A Dcashrebate.cpp84 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 Donestepoptionlets.cpp41 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 Donestepcoterminalswaps.cpp43 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 Donestepcoinitialswaps.cpp44 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 Donestepforwards.cpp38 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 Dmultiproductcomposite.cpp45 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument
61 numberCashFlowsThisStep[j+offset] = in nextTimeStep()
75 numberCashFlowsThisStep[j+offset] =0; in nextTimeStep()
H A Dsingleproductcomposite.cpp40 std::vector<Size>& numberCashFlowsThisStep, in nextTimeStep() argument
64 numberCashFlowsThisStep[0] = totalCashflows; in nextTimeStep()

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