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Searched refs:setupArguments (Results 1 – 25 of 128) sorted by relevance

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/dports/finance/quantlib/QuantLib-1.20/ql/instruments/
H A Dlookbackoption.cpp32 void ContinuousFloatingLookbackOption::setupArguments( in setupArguments() function in QuantLib::ContinuousFloatingLookbackOption
35 OneAssetOption::setupArguments(args); in setupArguments()
60 void ContinuousFixedLookbackOption::setupArguments( in setupArguments() function in QuantLib::ContinuousFixedLookbackOption
63 OneAssetOption::setupArguments(args); in setupArguments()
90 void ContinuousPartialFloatingLookbackOption::setupArguments( in setupArguments() function in QuantLib::ContinuousPartialFloatingLookbackOption
93 ContinuousFloatingLookbackOption::setupArguments(args); in setupArguments()
131 void ContinuousPartialFixedLookbackOption::setupArguments( in setupArguments() function in QuantLib::ContinuousPartialFixedLookbackOption
134 ContinuousFixedLookbackOption::setupArguments(args); in setupArguments()
H A Dasianoption.cpp39 void DiscreteAveragingAsianOption::setupArguments( in setupArguments() function in QuantLib::DiscreteAveragingAsianOption
42 OneAssetOption::setupArguments(args); in setupArguments()
88 void ContinuousAveragingAsianOption::setupArguments( in setupArguments() function in QuantLib::ContinuousAveragingAsianOption
91 OneAssetOption::setupArguments(args); in setupArguments()
H A Dlookbackoption.hpp45 void setupArguments(PricingEngine::arguments*) const;
61 void setupArguments(PricingEngine::arguments*) const;
92 void setupArguments(PricingEngine::arguments*) const;
127 void setupArguments(PricingEngine::arguments*) const;
H A Dfloatfloatswaption.cpp40 FloatFloatSwaption::setupArguments(PricingEngine::arguments *args) const { in setupArguments() function in QuantLib::FloatFloatSwaption
42 swap_->setupArguments(args); in setupArguments()
73 setupArguments(engine_->getArguments()); in calibrationBasket()
H A Dnonstandardswaption.cpp52 NonstandardSwaption::setupArguments(PricingEngine::arguments *args) const { in setupArguments() function in QuantLib::NonstandardSwaption
54 swap_->setupArguments(args); in setupArguments()
86 setupArguments(engine_->getArguments()); in calibrationBasket()
H A Dforwardvanillaoption.cpp33 void ForwardVanillaOption::setupArguments( in setupArguments() function in QuantLib::ForwardVanillaOption
35 OneAssetOption::setupArguments(args); in setupArguments()
H A Ddividendbarrieroption.cpp40 void DividendBarrierOption::setupArguments( in setupArguments() function in QuantLib::DividendBarrierOption
42 BarrierOption::setupArguments(args); in setupArguments()
H A Dcliquetoption.cpp32 void CliquetOption::setupArguments(PricingEngine::arguments* args) const { in setupArguments() function in QuantLib::CliquetOption
33 OneAssetOption::setupArguments(args); in setupArguments()
H A Dasianoption.hpp49 void setupArguments(PricingEngine::arguments*) const;
67 void setupArguments(PricingEngine::arguments*) const;
H A Dvanillastorageoption.hpp46 void setupArguments(PricingEngine::arguments*) const;
75 inline void VanillaStorageOption::setupArguments( in setupArguments() function in QuantLib::VanillaStorageOption
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/
H A Dcdsoption.cpp48 cdsoption.setupArguments(engine_->getArguments()); in ImpliedVolHelper()
89 void CdsOption::setupArguments(PricingEngine::arguments* args) const { in setupArguments() function in QuantLib::CdsOption
90 swap_->setupArguments(args); in setupArguments()
91 Option::setupArguments(args); in setupArguments()
/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/
H A Dfdmultiperiodengine.hpp50 virtual void setupArguments( in setupArguments() function in QuantLib::FDMultiPeriodEngine
53 FDVanillaEngine::setupArguments(args); in setupArguments()
62 virtual void setupArguments(const PricingEngine::arguments* a) const { in setupArguments() function in QuantLib::FDMultiPeriodEngine
63 FDVanillaEngine::setupArguments(a); in setupArguments()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/
H A Dtwoassetcorrelationoption.cpp33 void TwoAssetCorrelationOption::setupArguments( in setupArguments() function in QuantLib::TwoAssetCorrelationOption
35 MultiAssetOption::setupArguments(args); in setupArguments()
H A Dsimplechooseroption.cpp35 void SimpleChooserOption::setupArguments( in setupArguments() function in QuantLib::SimpleChooserOption
37 OneAssetOption::setupArguments(args); in setupArguments()
H A Dhimalayaoption.cpp34 void HimalayaOption::setupArguments(PricingEngine::arguments* args) const { in setupArguments() function in QuantLib::HimalayaOption
35 MultiAssetOption::setupArguments(args); in setupArguments()
H A Dcompoundoption.cpp32 void CompoundOption::setupArguments(PricingEngine::arguments* args) const { in setupArguments() function in QuantLib::CompoundOption
33 OneAssetOption::setupArguments(args); in setupArguments()
H A Dwriterextensibleoption.cpp33 void WriterExtensibleOption::setupArguments( in setupArguments() function in QuantLib::WriterExtensibleOption
35 OneAssetOption::setupArguments(args); in setupArguments()
H A Dholderextensibleoption.cpp37 void HolderExtensibleOption::setupArguments( in setupArguments() function in QuantLib::HolderExtensibleOption
39 OneAssetOption::setupArguments(args); in setupArguments()
H A Dpagodaoption.cpp35 void PagodaOption::setupArguments(PricingEngine::arguments* args) const { in setupArguments() function in QuantLib::PagodaOption
36 MultiAssetOption::setupArguments(args); in setupArguments()
H A Dcomplexchooseroption.cpp41 void ComplexChooserOption::setupArguments( in setupArguments() function in QuantLib::ComplexChooserOption
43 OneAssetOption::setupArguments(args); in setupArguments()
H A Dtwoassetbarrieroption.cpp33 void TwoAssetBarrierOption::setupArguments( in setupArguments() function in QuantLib::TwoAssetBarrierOption
35 Option::setupArguments(args); in setupArguments()
H A Deverestoption.cpp37 void EverestOption::setupArguments(PricingEngine::arguments* args) const { in setupArguments() function in QuantLib::EverestOption
38 MultiAssetOption::setupArguments(args); in setupArguments()
/dports/finance/quantlib/QuantLib-1.20/ql/
H A Dinstrument.hpp79 virtual void setupArguments(PricingEngine::arguments*) const;
144 inline void Instrument::setupArguments(PricingEngine::arguments*) const { in setupArguments() function in QuantLib::Instrument
168 setupArguments(engine_->getArguments()); in performCalculations()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/swaptions/
H A Dirregularswaption.cpp58 swaption.setupArguments(engine_->getArguments()); in IrregularImpliedVolHelper()
109 void IrregularSwaption::setupArguments(PricingEngine::arguments* args) const { in setupArguments() function in QuantLib::IrregularSwaption
111 swap_->setupArguments(args); in setupArguments()
/dports/science/PETSc/petsc-3.14.1/config/BuildSystem/
H A Dargs.py56 def setupArguments(self, argDB): member in ArgumentProcessor
76 self.setupArguments(self.argDB)

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