| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | mceuropeangjrgarchengine.hpp | 74 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCEuropeanGJRGARCHEngine
135 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCEuropeanGJRGARCHEngine()
142 QL_REQUIRE(stepsPerYear_ == Null<Size>(), in withSteps()
153 stepsPerYear_ = steps; in withStepsPerYear()
203 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
208 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| H A D | mceuropeanhestonengine.hpp | 77 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCEuropeanHestonEngine
138 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCEuropeanHestonEngine()
145 QL_REQUIRE(stepsPerYear_ == Null<Size>(), in withSteps()
156 stepsPerYear_ = steps; in withStepsPerYear()
206 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
211 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| H A D | mcdigitalengine.hpp | 106 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCDigitalEngine
193 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCDigitalEngine()
207 stepsPerYear_ = steps; in withStepsPerYear()
264 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
266 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
271 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| H A D | mceuropeanengine.hpp | 88 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCEuropeanEngine
160 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCEuropeanEngine()
174 stepsPerYear_ = steps; in withStepsPerYear()
231 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
233 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
238 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| H A D | mchestonhullwhiteengine.hpp | 88 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCHestonHullWhiteEngine
228 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCHestonHullWhiteEngine()
243 stepsPerYear_ = steps; in withStepsPerYear()
300 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
302 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
307 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| H A D | mcamericanengine.hpp | 131 Size steps_, stepsPerYear_; member in QuantLib::MakeMCAmericanEngine
273 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCAmericanEngine()
306 stepsPerYear_ = steps; in withStepsPerYear()
388 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
390 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
395 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/mcbasket/ |
| H A D | mcamericanpathengine.hpp | 82 Size steps_, stepsPerYear_, samples_, maxSamples_, calibrationSamples_; member in QuantLib::MakeMCAmericanPathEngine
169 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCAmericanPathEngine()
184 stepsPerYear_ = steps; in withStepsPerYear()
255 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
257 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
262 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| H A D | mcpathbasketengine.hpp | 241 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCPathBasketEngine
252 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCPathBasketEngine()
266 stepsPerYear_ = steps; in withStepsPerYear()
333 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/basket/ |
| H A D | mcamericanbasketengine.hpp | 99 Size steps_, stepsPerYear_, samples_, member in QuantLib::MakeMCAmericanBasketEngine
199 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCAmericanBasketEngine()
216 stepsPerYear_ = steps; in withStepsPerYear()
295 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
297 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
302 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| H A D | mceuropeanbasketengine.hpp | 123 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCEuropeanBasketEngine
215 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCEuropeanBasketEngine()
229 stepsPerYear_ = steps; in withStepsPerYear()
286 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
288 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
293 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | mceverestengine.hpp | 119 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCEverestEngine
213 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCEverestEngine()
227 stepsPerYear_ = steps; in withStepsPerYear()
284 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
286 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
291 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/lookback/ |
| H A D | mclookbackengine.hpp | 108 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCLookbackEngine
212 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCLookbackEngine()
226 stepsPerYear_ = steps; in withStepsPerYear()
281 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
283 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
289 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/ |
| H A D | mcdoublebarrierengine.hpp | 107 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCDoubleBarrierEngine
209 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCDoubleBarrierEngine()
223 stepsPerYear_ = steps; in withStepsPerYear()
280 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
282 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
287 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/forward/ |
| H A D | mcvarianceswapengine.hpp | 148 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCVarianceSwapEngine
231 steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCVarianceSwapEngine()
245 stepsPerYear_ = steps; in withStepsPerYear()
301 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
303 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
308 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/barrier/ |
| H A D | mcbarrierengine.hpp | 134 Size steps_, stepsPerYear_, samples_, maxSamples_; member in QuantLib::MakeMCBarrierEngine
279 biased_(false), steps_(Null<Size>()), stepsPerYear_(Null<Size>()), in MakeMCBarrierEngine()
293 stepsPerYear_ = steps; in withStepsPerYear()
357 QL_REQUIRE(steps_ != Null<Size>() || stepsPerYear_ != Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
359 QL_REQUIRE(steps_ == Null<Size>() || stepsPerYear_ == Null<Size>(), in operator ext::shared_ptr<PricingEngine>()
364 stepsPerYear_, in operator ext::shared_ptr<PricingEngine>()
|