| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/ |
| H A D | latticeshortratemodelengine.hpp | 43 Size timeSteps);
46 Size timeSteps);
60 Size timeSteps) in LatticeShortRateModelEngine() argument
62 timeSteps_(timeSteps) { in LatticeShortRateModelEngine()
63 QL_REQUIRE(timeSteps>0, in LatticeShortRateModelEngine()
64 "timeSteps must be positive, " << timeSteps << in LatticeShortRateModelEngine()
71 Size timeSteps) in LatticeShortRateModelEngine() argument
73 timeSteps_(timeSteps) { in LatticeShortRateModelEngine()
74 QL_REQUIRE(timeSteps>0, in LatticeShortRateModelEngine()
75 "timeSteps must be positive, " << timeSteps << in LatticeShortRateModelEngine()
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| H A D | mclongstaffschwartzengine.hpp | 74 Size timeSteps,
124 Size timeSteps, in MCLongstaffSchwartzEngine() argument
138 timeSteps_(timeSteps), timeStepsPerYear_(timeStepsPerYear), brownianBridge_(brownianBridge), in MCLongstaffSchwartzEngine()
150 QL_REQUIRE(timeSteps != Null<Size>() || in MCLongstaffSchwartzEngine()
153 QL_REQUIRE(timeSteps == Null<Size>() || in MCLongstaffSchwartzEngine()
156 QL_REQUIRE(timeSteps != 0, in MCLongstaffSchwartzEngine()
157 "timeSteps must be positive, " << timeSteps << in MCLongstaffSchwartzEngine()
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| /dports/finance/quantlib/QuantLib-1.20/Examples/EquityOption/ |
| H A D | EquityOption.cpp | 236 Size timeSteps = 801; in main() local
240 timeSteps, in main()
241 timeSteps-1); in main()
255 new BinomialVanillaEngine<JarrowRudd>(bsmProcess,timeSteps))); in main()
257 new BinomialVanillaEngine<JarrowRudd>(bsmProcess,timeSteps))); in main()
259 new BinomialVanillaEngine<JarrowRudd>(bsmProcess,timeSteps))); in main()
304 new BinomialVanillaEngine<Trigeorgis>(bsmProcess,timeSteps))); in main()
306 new BinomialVanillaEngine<Trigeorgis>(bsmProcess,timeSteps))); in main()
362 timeSteps = 1; in main()
367 .withSteps(timeSteps) in main()
[all …]
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | fddividendeuropeanengine.hpp | 45 Size timeSteps=100, Size gridPoints=100, in FDDividendEuropeanEngine() argument
47 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendEuropeanEngine()
64 Size timeSteps=100, Size gridPoints=100, in FDDividendEuropeanEngineMerton73() argument
66 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendEuropeanEngineMerton73()
82 Size timeSteps=100, Size gridPoints=100, in FDDividendEuropeanEngineShiftScale() argument
84 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendEuropeanEngineShiftScale()
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| H A D | fddividendshoutengine.hpp | 46 Size timeSteps=100, Size gridPoints=100, in FDDividendShoutEngine() argument
48 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendShoutEngine()
63 Size timeSteps=100, Size gridPoints=100, in FDDividendShoutEngineMerton73() argument
65 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendShoutEngineMerton73()
79 Size timeSteps=100, Size gridPoints=100, in FDDividendShoutEngineShiftScale() argument
81 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendShoutEngineShiftScale()
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| H A D | fddividendamericanengine.hpp | 47 Size timeSteps=100, Size gridPoints=100, in FDDividendAmericanEngine() argument
49 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendAmericanEngine()
68 Size timeSteps=100, Size gridPoints=100, in FDDividendAmericanEngineMerton73() argument
70 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendAmericanEngineMerton73()
88 Size timeSteps=100, Size gridPoints=100, in FDDividendAmericanEngineShiftScale() argument
90 : super(process, timeSteps, gridPoints,timeDependent) {} in FDDividendAmericanEngineShiftScale()
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| H A D | fddividendengine.hpp | 43 Size timeSteps = 100, in FDDividendEngineBase() argument
46 : FDMultiPeriodEngine<Scheme>(process, timeSteps, in FDDividendEngineBase()
89 Size timeSteps = 100, in FDDividendEngineMerton73() argument
92 : FDDividendEngineBase<Scheme>(process, timeSteps, in FDDividendEngineMerton73()
113 Size timeSteps = 100, in FDDividendEngineShiftScale() argument
116 : FDDividendEngineBase<Scheme>(process, timeSteps, in FDDividendEngineShiftScale()
130 Size timeSteps = 100, in FDDividendEngine() argument
133 : FDDividendEngineMerton73<Scheme>(process, timeSteps, in FDDividendEngine()
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| H A D | mcvanillaengine.hpp | 60 Size timeSteps,
97 Size timeSteps, in MCVanillaEngine() argument
107 process_(process), timeSteps_(timeSteps), in MCVanillaEngine()
112 QL_REQUIRE(timeSteps != Null<Size>() || in MCVanillaEngine()
115 QL_REQUIRE(timeSteps == Null<Size>() || in MCVanillaEngine()
118 QL_REQUIRE(timeSteps != 0, in MCVanillaEngine()
119 "timeSteps must be positive, " << timeSteps << in MCVanillaEngine()
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| H A D | fdconditions.hpp | 40 Size timeSteps = 100, Size gridPoints = 100, in FDAmericanCondition() argument
42 : baseEngine(process, timeSteps, gridPoints, timeDependent) {} in FDAmericanCondition()
56 Size timeSteps = 100, Size gridPoints = 100, in FDShoutCondition() argument
58 : baseEngine(process, timeSteps, gridPoints, timeDependent) {} in FDShoutCondition()
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| H A D | fdvanillaengine.hpp | 50 Size timeSteps, Size gridPoints, in FDVanillaEngine() argument
52 : process_(process), timeSteps_(timeSteps), gridPoints_(gridPoints), in FDVanillaEngine()
92 Size timeSteps=100, Size gridPoints=100, in FDEngineAdapter() argument
94 : base(process, timeSteps, gridPoints,timeDependent) { in FDEngineAdapter()
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| /dports/finance/quantlib/QuantLib-1.20/Examples/ConvertibleBonds/ |
| H A D | ConvertibleBonds.cpp | 183 Size timeSteps = 801; in main() local
196 timeSteps)); in main()
213 timeSteps))); in main()
216 timeSteps))); in main()
226 timeSteps))); in main()
229 timeSteps))); in main()
240 timeSteps))); in main()
244 timeSteps))); in main()
254 timeSteps))); in main()
257 timeSteps))); in main()
[all …]
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| /dports/misc/mnn/MNN-1.2.0/backupcode/cpubackend/ |
| H A D | CPULSTM.cpp | 82 const int timeSteps = input->buffer().dim[1].extent; in onResize() local
89 mInput.buffer().dim[0].extent = batch * UP_DIV(timeSteps, hP); in onResize()
99 auto source = src + n * ALIGN_UP4(timeSteps) * numFeatures; in onResize()
101 auto dest = dst + n * UP_DIV(timeSteps, hP) * numFeatures * hP; in onResize()
102 MNNUnpackC4(temp, source, numFeatures, timeSteps); in onResize()
103 MNNPackForMatMul_B(dest, temp, timeSteps, numFeatures, true); in onResize()
114 mOutput.buffer().dim[0].extent = timeSteps * numUnits; in onResize()
124 mGates.buffer().dim[0].extent = batch * ALIGN_UP4(timeSteps) * numUnits * 4; in onResize()
228 const int itemSize = batch * ALIGN_UP4(timeSteps) * numUnits; in onResize()
260 const int timeSteps = input->buffer().dim[1].extent; in onExecute() local
[all …]
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/mcbasket/ |
| H A D | mclongstaffschwartzpathengine.hpp | 53 Size timeSteps,
92 Size timeSteps, in MCLongstaffSchwartzPathEngine() argument
104 timeSteps_ (timeSteps), in MCLongstaffSchwartzPathEngine()
113 QL_REQUIRE(timeSteps != Null<Size>() || in MCLongstaffSchwartzPathEngine()
116 QL_REQUIRE(timeSteps == Null<Size>() || in MCLongstaffSchwartzPathEngine()
119 QL_REQUIRE(timeSteps != 0, in MCLongstaffSchwartzPathEngine()
120 "timeSteps must be positive, " << timeSteps << in MCLongstaffSchwartzPathEngine()
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| /dports/finance/quantlib/QuantLib-1.20/ql/methods/montecarlo/ |
| H A D | pathgenerator.hpp | 50 Size timeSteps,
83 Size timeSteps, in PathGenerator() argument
87 dimension_(generator_.dimension()), timeGrid_(length, timeSteps), in PathGenerator()
90 QL_REQUIRE(dimension_==timeSteps, in PathGenerator()
92 << ") != timeSteps (" << timeSteps << ")"); in PathGenerator()
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| /dports/math/vtk9/VTK-9.1.0/Filters/General/Testing/Cxx/ |
| H A D | TestTemporalPathLineFilter.cxx | 35 double* timeSteps = sourceInformation->Get(vtkStreamingDemandDrivenPipeline::TIME_STEPS()); in TestForwardTime() local
45 temporalPathLineFilter->UpdateTimeStep(timeSteps[timeStep]); in TestForwardTime()
99 double* timeSteps = sourceInformation->Get(vtkStreamingDemandDrivenPipeline::TIME_STEPS()); in TestBackwardTime() local
110 temporalPathLineFilter->UpdateTimeStep(timeSteps[timeStep]); in TestBackwardTime()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swaption/ |
| H A D | treeswaptionengine.cpp | 29 Size timeSteps, in TreeSwaptionEngine() argument
32 Swaption::results>(model, timeSteps), in TreeSwaptionEngine()
49 Size timeSteps, in TreeSwaptionEngine() argument
52 Swaption::results>(model, timeSteps), in TreeSwaptionEngine()
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| /dports/graphics/f3d/f3d-1.2.1/src/ |
| H A D | F3DAnimationManager.cxx | 122 vtkNew<vtkDoubleArray> timeSteps; in Initialize() local
126 animIndex, this->FrameRate, nbTimeSteps, this->TimeRange, timeSteps); in Initialize()
129 animIndex, nbTimeSteps, this->TimeRange, timeSteps); in Initialize()
132 for (vtkIdType i = 0; i < timeSteps->GetNumberOfTuples(); i++) in Initialize()
134 this->TimeSteps.insert(timeSteps->GetValue(i)); in Initialize()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/callablebonds/ |
| H A D | treecallablebondengine.hpp | 45 Size timeSteps,
67 const Size timeSteps, in TreeCallableZeroCouponBondEngine() argument
70 : TreeCallableFixedRateBondEngine(model, timeSteps, termStructure) {} in TreeCallableZeroCouponBondEngine()
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| /dports/math/vtk9/VTK-9.1.0/IO/XML/Testing/Cxx/ |
| H A D | TestSettingTimeArrayInReader.cxx | 65 double* timeSteps = info->Get(vtkStreamingDemandDrivenPipeline::TIME_STEPS()); in TestSettingTimeArrayInReader() local
67 if (!timeSteps || !timeRange || std::fabs(*timeSteps - 0.000107247) > 0.000000001 || in TestSettingTimeArrayInReader()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | mceverestengine.hpp | 46 Size timeSteps,
143 Size timeSteps, in MCEverestEngine() argument
152 processes_(processes), timeSteps_(timeSteps), in MCEverestEngine()
157 QL_REQUIRE(timeSteps != Null<Size>() || in MCEverestEngine()
160 QL_REQUIRE(timeSteps == Null<Size>() || in MCEverestEngine()
163 QL_REQUIRE(timeSteps != 0, in MCEverestEngine()
164 "timeSteps must be positive, " << timeSteps << in MCEverestEngine()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/lookback/ |
| H A D | mclookbackengine.hpp | 46 Size timeSteps,
119 Size timeSteps, in MCLookbackEngine() argument
128 process_(process), timeSteps_(timeSteps), in MCLookbackEngine()
133 QL_REQUIRE(timeSteps != Null<Size>() || in MCLookbackEngine()
136 QL_REQUIRE(timeSteps == Null<Size>() || in MCLookbackEngine()
139 QL_REQUIRE(timeSteps != 0, in MCLookbackEngine()
140 "timeSteps must be positive, " << timeSteps << in MCLookbackEngine()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/basket/ |
| H A D | mceuropeanbasketengine.hpp | 54 Size timeSteps,
145 Size timeSteps, in MCEuropeanBasketEngine() argument
154 processes_(processes), timeSteps_(timeSteps), in MCEuropeanBasketEngine()
159 QL_REQUIRE(timeSteps != Null<Size>() || in MCEuropeanBasketEngine()
162 QL_REQUIRE(timeSteps == Null<Size>() || in MCEuropeanBasketEngine()
165 QL_REQUIRE(timeSteps != 0, in MCEuropeanBasketEngine()
166 "timeSteps must be positive, " << timeSteps << in MCEuropeanBasketEngine()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/ |
| H A D | mcdoublebarrierengine.hpp | 45 Size timeSteps,
137 Size timeSteps, in MCDoubleBarrierEngine() argument
146 process_(process), timeSteps_(timeSteps), in MCDoubleBarrierEngine()
151 QL_REQUIRE(timeSteps != Null<Size>() || in MCDoubleBarrierEngine()
154 QL_REQUIRE(timeSteps == Null<Size>() || in MCDoubleBarrierEngine()
157 QL_REQUIRE(timeSteps != 0, in MCDoubleBarrierEngine()
158 "timeSteps must be positive, " << timeSteps << in MCDoubleBarrierEngine()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/barrier/ |
| H A D | binomialbarrierengine.hpp | 61 Size timeSteps, in BinomialBarrierEngine() argument
63 : process_(process), timeSteps_(timeSteps), maxTimeSteps_(maxTimeSteps) { in BinomialBarrierEngine()
64 QL_REQUIRE(timeSteps>0, in BinomialBarrierEngine()
65 "timeSteps must be positive, " << timeSteps << in BinomialBarrierEngine()
67 QL_REQUIRE(maxTimeSteps==0 || maxTimeSteps>=timeSteps, in BinomialBarrierEngine()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/convertiblebonds/ |
| H A D | binomialconvertibleengine.hpp | 49 Size timeSteps) in BinomialConvertibleEngine() argument
50 : process_(process), timeSteps_(timeSteps) { in BinomialConvertibleEngine()
51 QL_REQUIRE(timeSteps>0, in BinomialConvertibleEngine()
52 "timeSteps must be positive, " << timeSteps << in BinomialConvertibleEngine()
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