Searched refs:thisErrorInSds (Results 1 – 1 of 1) sorted by relevance
4135 …Real thisErrorInSds = thisError / (standardErrors[i][i]+1E-6); // silly to penalize for tiny stan… in testPathwiseMarketVegas() local4137 if (fabs(thisErrorInSds) > 4) in testPathwiseMarketVegas()4149 Real thisErrorInSds = thisError / (standardErrors[i][j]+1E-6); in testPathwiseMarketVegas() local4151 if (fabs(thisErrorInSds) > 3.5) in testPathwiseMarketVegas()4304 …Real thisErrorInSds = thisError / (standardErrors[i][i+swaptions.size()]+1E-6); // silly to penal… in testPathwiseMarketVegas() local4306 if (fabs(thisErrorInSds) > 4) in testPathwiseMarketVegas()4308 …ize()] << " Analytic cap vega:" << analyticVegas[i] << " Error in sds:" << thisErrorInSds << "\n"); in testPathwiseMarketVegas()4321 Real thisErrorInSds = thisError / (standardErrors[i][j]+1E-6); in testPathwiseMarketVegas() local4323 if (fabs(thisErrorInSds) > 3.5) in testPathwiseMarketVegas()