Searched refs:numericalBumpSizeForSwaptionPseudo (Results 1 – 1 of 1) sorted by relevance
2503 Real numericalBumpSizeForSwaptionPseudo =1E-7; in testPathwiseVegas() local2569 pseudoRoots[step][l][f] += numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()2586 pseudoRoots[step][l][f] -= numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()2591 pseudoRoots[step][l][f] -= numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()2606 pseudoRoots[step][l][f] += numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()2677 pseudoRoots[step][l][f] += numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()2685 pseudoRoots[step][l][f] -= numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()2687 pseudoRoots[step][l][f] -= numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()2695 pseudoRoots[step][l][f] += numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()2825 pseudoRoots[step][l][f] += numericalBumpSizeForSwaptionPseudo; in testPathwiseVegas()[all …]