Searched refs:subProductExpectedValues (Results 1 – 1 of 1) sorted by relevance
479 for (Size i=0; i<subProductExpectedValues.size(); ++i) { in checkMultiProductCompositeResults()491 for (subProductExpectedValue = subProductExpectedValues.begin(); in checkMultiProductCompositeResults()492 subProductExpectedValue != subProductExpectedValues.end(); in checkMultiProductCompositeResults()1138 subProductExpectedValues.back().errorThreshold = 2.50; in addForwards()1140 subProductExpectedValues.back().values.push_back( in addForwards()1277 std::vector<SubProductExpectedValues> subProductExpectedValues; in testAllMultiStepProducts() local1278 addForwards(product, subProductExpectedValues); in testAllMultiStepProducts()1279 addOptionLets(product, subProductExpectedValues); in testAllMultiStepProducts()1280 addCoinitialSwaps(product, subProductExpectedValues); in testAllMultiStepProducts()1281 addCoterminalSwapsAndSwaptions(product, subProductExpectedValues); in testAllMultiStepProducts()[all …]