Searched refs:payerNPV (Results 1 – 1 of 1) sorted by relevance
666 Real payerNPV = stats.mean()[0]; in checkCallableSwap() local671 Real swapError = std::fabs(receiverNPV+payerNPV); in checkCallableSwap()679 "\n payer swap: " << payerNPV << in checkCallableSwap()700 …" payer swap: " << io::rate(payerNPV) << " +/- " << io::rate(stats.errorEstimate()[0]) << in checkCallableSwap()