| /dports/math/gambit/gambit-16.0.1/library/include/gambit/gtracer/ |
| H A D | nfgame.h | 37 nfgame(int numPlayers, int *actions, const cvector &payoffs);
43 return payoffs[findIndex(player, s)]; in getPurePayoff()
47 payoffs[findIndex(player, s)]= value; in setPurePayoff()
62 cvector payoffs; variable
74 s << g.payoffs;
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| H A D | gnmgame.h | 118 cvector payoffs(actions[player]); in getRegret()
119 getPayoffVector(payoffs, player, s); in getRegret()
121 p+=payoffs[i] * s[firstAction(player)+i]; in getRegret()
123 return payoffs.max()-p; in getRegret()
136 cvector payoffs(getNumKSymActions(playerClass)); in getKSymRegret()
137 getKSymPayoffVector(payoffs, playerClass, s); in getKSymRegret()
139 p+=payoffs[i] * s[firstKSymAction(playerClass)+i]; in getKSymRegret()
141 return payoffs.max()-p; in getKSymRegret()
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| /dports/math/gambit/gambit-16.0.1/library/src/gtracer/ |
| H A D | nfgame.cc | 32 …me(int numPlayers, int *actions, const cvector &payoffs) : gnmgame(numPlayers, actions), payoffs(p… in nfgame() argument
54 …memcpy(m, payoffs.values() + player * blockSize[numPlayers], blockSize[numPlayers]*sizeof(double)); in getMixedPayoff()
66 …std::vector<double> t(payoffs.values()+player*blockSize[numPlayers], payoffs.values()+(player+1)*b… in getPayoffVector()
89 …memcpy(m, payoffs.values() + rown * blockSize[numPlayers], blockSize[numPlayers] * sizeof(double)); in payoffMatrix()
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| /dports/finance/quantlib/QuantLib-1.20/ql/cashflows/ |
| H A D | digitaliborcoupon.cpp | 150 const std::vector<Rate>& payoffs) { in withCallPayoffs() argument
151 callPayoffs_ = payoffs; in withCallPayoffs()
182 const std::vector<Rate>& payoffs) { in withPutPayoffs() argument
183 putPayoffs_ = payoffs; in withPutPayoffs()
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| H A D | digitalcmscoupon.cpp | 150 const std::vector<Rate>& payoffs) { in withCallPayoffs() argument
151 callPayoffs_ = payoffs; in withCallPayoffs()
182 const std::vector<Rate>& payoffs) { in withPutPayoffs() argument
183 putPayoffs_ = payoffs; in withPutPayoffs()
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| H A D | digitalcmscoupon.hpp | 80 DigitalCmsLeg& withCallPayoffs(const std::vector<Rate>& payoffs);
86 DigitalCmsLeg& withPutPayoffs(const std::vector<Rate>& payoffs);
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| H A D | digitaliborcoupon.hpp | 80 DigitalIborLeg& withCallPayoffs(const std::vector<Rate>& payoffs);
86 DigitalIborLeg& withPutPayoffs(const std::vector<Rate>& payoffs);
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/coupons/ |
| H A D | digitalcmsspreadcoupon.cpp | 148 const std::vector<Rate>& payoffs) { in withCallPayoffs() argument
149 callPayoffs_ = payoffs; in withCallPayoffs()
180 const std::vector<Rate>& payoffs) { in withPutPayoffs() argument
181 putPayoffs_ = payoffs; in withPutPayoffs()
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| H A D | digitalcmsspreadcoupon.hpp | 78 DigitalCmsSpreadLeg& withCallPayoffs(const std::vector<Rate>& payoffs);
84 DigitalCmsSpreadLeg& withPutPayoffs(const std::vector<Rate>& payoffs);
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| /dports/finance/py-quantecon/quantecon-0.5.2/quantecon/game_theory/game_generators/ |
| H A D | bimatrix_generators.py | 191 payoffs = np.empty(2)
194 payoffs[:] = 0
198 payoffs[p] += values[k, p] / 2
201 payoffs[winner] += values[k, winner]
202 payoff_arrays[0][i, j], payoff_arrays[1][j, i] = payoffs
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/multistep/ |
| H A D | multistepoptionlets.cpp | 33 const std::vector<ext::shared_ptr<Payoff> >& payoffs) in MultiStepOptionlets()
35 paymentTimes_(paymentTimes), payoffs_(payoffs) { in MultiStepOptionlets()
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| H A D | multistepcoterminalswaptions.cpp | 31 const std::vector<ext::shared_ptr<StrikedTypePayoff> >& payoffs) in MultiStepCoterminalSwaptions()
33 paymentTimes_(paymentTimes), payoffs_(payoffs) { in MultiStepCoterminalSwaptions()
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/onestep/ |
| H A D | onestepoptionlets.cpp | 33 const std::vector<ext::shared_ptr<Payoff> >& payoffs) in OneStepOptionlets()
35 paymentTimes_(paymentTimes), payoffs_(payoffs) { in OneStepOptionlets()
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| /dports/math/gambit/gambit-16.0.1/library/src/agg/ |
| H A D | agg.cc | 56 payoffs(_payoffs), in AGG()
641 aggpayoff::iterator p= payoffs[Node].find(pureprofile); in getPurePayoff()
642 if ( p == payoffs[Node].end() ){ in getPurePayoff()
674 return Pr[numPlayers-1].inner_prod(payoffs[actionSets[player][act]]); in getV()
774 V+= prob * payoffs[node].find(c)->second ; in getSymMixedPayoff()
936 return d.inner_prod(payoffs[uniqueActionSets[playerClass][act]]); in getKSymMixedPayoff()
961 return d.inner_prod(payoffs[uniqueActionSets[pClass1][act1]]); in getKSymMixedPayoff()
1072 result=payoffs[0].begin()->second; in getMaxPayoff()
1074 for (aggpayoff::iterator it=payoffs[i].begin();it!=payoffs[i].end();++it) in getMaxPayoff()
1085 result=payoffs[0].begin()->second; in getMinPayoff()
[all …]
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/callability/ |
| H A D | bermudanswaptionexercisevalue.cpp | 30 const std::vector<ext::shared_ptr<Payoff> >&payoffs) in BermudanSwaptionExerciseValue()
33 payoffs_(payoffs), currentIndex_(0) { in BermudanSwaptionExerciseValue()
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| /dports/math/gambit/gambit-16.0.1/library/include/gambit/agg/ |
| H A D | agg.h | 102 std::vector<aggpayoff>& payoffs);
165 s << payoffs.at(node).size()<<std::endl; in printPayoffs()
166 s << payoffs[node]; in printPayoffs()
203 const aggpayoff& getPayoffMap(int node){return payoffs.at(node);} in getPayoffMap()
233 std::vector<aggpayoff> payoffs; variable
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| /dports/math/gambit/gambit-16.0.1/library/src/ipa/ |
| H A D | ipa.cc | 63 cvector payoffs(veclength); in Solve() local
65 A = new nfgame(p_game->NumPlayers(), actions, payoffs); in Solve()
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| /dports/math/gambit/gambit-16.0.1/library/src/gnm/ |
| H A D | gnm.cc | 92 cvector payoffs(veclength); in BuildRepresentation() local
94 shared_ptr<gnmgame> A = new nfgame(p_game->NumPlayers(), actions, payoffs); in BuildRepresentation()
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| /dports/math/gambit/gambit-16.0.1/contrib/games/ |
| H A D | zero.nfg | 1 NFG 1 D "Two person 2 x 2 game with all zero payoffs" { "1" "2" } { 2 2 }
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| /dports/finance/py-quantecon/quantecon-0.5.2/quantecon/game_theory/tests/ |
| H A D | test_normal_form_game.py | 350 self.payoffs = [0, 1, -1]
351 self.player = Player(self.payoffs)
369 assert_array_equal(self.player.payoff_vector(None), self.payoffs)
453 self.payoffs = [[0, 1]]
454 self.player = Player(self.payoffs)
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| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | Makefile.am | 51 payoffs.hpp \
108 payoffs.cpp \
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| /dports/math/gambit/gambit-16.0.1/contrib/scripts/enumpoly/ |
| H A D | enumpoly.py | 33 payoffs = [ [] for strategy in support.Strategies(player) ]
48 payoffs[st].append("(%s*%s)" %
52 equations = [ "(%s)-(%s);\n" % ("+".join(payoffs[0]), "+".join(s2))
53 for s2 in payoffs[1:] ]
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| H A D | README | 67 parameter adjusts the tolerance for strategies with superior payoffs
70 payoffs outside the support, so long as the regret is no more than
73 games whose payoffs are on [0, 10] or so).
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | swapforwardmappings.cpp | 175 std::vector<ext::shared_ptr<StrikedTypePayoff> > payoffs(paymentTimes.size()); in makeMultiStepCoterminalSwaptions() local
176 for (Size i = 0; i < payoffs.size(); ++i){ in makeMultiStepCoterminalSwaptions()
177 payoffs[i] = ext::shared_ptr<StrikedTypePayoff>(new in makeMultiStepCoterminalSwaptions()
181 paymentTimes, payoffs); in makeMultiStepCoterminalSwaptions()
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| H A D | variancegamma.cpp | 159 std::vector<ext::shared_ptr<StrikedTypePayoff> > payoffs; in testVarianceGamma() local
167 payoffs.push_back(payoff); in testVarianceGamma()
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