/dports/finance/quantlib/QuantLib-1.20/ql/ |
H A D | timegrid.hpp | 68 times_.push_back(0.0); in TimeGrid() 70 times_.insert(times_.end(), in TimeGrid() 73 dt_.reserve(times_.size()-1); in TimeGrid() 74 std::adjacent_difference(times_.begin()+1,times_.end(), in TimeGrid() 117 times_.push_back(periodBegin); in TimeGrid() 132 dt_.reserve(times_.size()-1); in TimeGrid() 133 std::adjacent_difference(times_.begin()+1,times_.end(), in TimeGrid() 145 return times_[closestIndex(t)]; in closestTime() 160 Size size() const { return times_.size(); } in size() 167 Time back() const { return times_.back(); } in back() [all …]
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H A D | timegrid.cpp | 33 times_.reserve(steps+1); in TimeGrid() 35 times_.push_back(dt*i); in TimeGrid() 45 if (close_enough(t,times_[i])) { in index() 48 if (t < times_.front()) { in index() 53 << std::setprecision(12) << times_.front() << ")"); in index() 54 } else if (t > times_.back()) { in index() 59 << std::setprecision(12) << times_.back() << ")"); in index() 62 if (t > times_[i]) { in index() 73 << std::setprecision(12) << times_[j] in index() 75 << std::setprecision(12) << times_[k]); in index() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/processes/ |
H A D | mfstateprocess.cpp | 26 : reversion_(reversion), reversionZero_(false), times_(times), in MfStateProcess() 33 << times_.size() << " must be bigger by one"); in MfStateProcess() 50 std::upper_bound(times_.begin(), times_.end(), t) - times_.begin(); in diffusion() 66 if (times_.empty()) in variance() 73 std::upper_bound(times_.begin(), times_.end(), t) - times_.begin(); in variance() 74 Size j = std::upper_bound(times_.begin(), times_.end(), t + dt) - in variance() 75 times_.begin(); in variance() 82 (times_[k] - std::max(k > 0 ? times_[k - 1] : 0.0, t)); in variance() 85 (std::exp(2.0 * reversion_ * times_[k]) - in variance() 92 (t + dt - std::max(j > 0 ? times_[j - 1] : 0.0, t)); in variance() [all …]
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/dports/games/frogatto/frogatto-1.3.1/MacOSJet/boost/include/boost/chrono/detail/inlined/mac/ |
H A D | process_clock.hpp | 48 void process_clock::now( process_times & times_, system::error_code & ec ) in now() argument 66 times_.real = times_.system = times_.user = nanoseconds(-1); in now() 71 times_.real = microseconds(c); in now() 72 times_.system = microseconds(tm.tms_stime + tm.tms_cstime); in now() 73 times_.user = microseconds(tm.tms_utime + tm.tms_cutime); in now() 76 times_.real *= chrono_detail::tick_factor(); in now() 77 times_.user *= chrono_detail::tick_factor(); in now() 78 times_.system *= chrono_detail::tick_factor(); in now() 97 times_.real = times_.user = times_.system = nanoseconds(-1); in now()
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/dports/games/frogatto/frogatto-1.3.1/MacOSJet/boost/include/boost/chrono/detail/inlined/posix/ |
H A D | process_clock.hpp | 43 void process_clock::now( process_times & times_, system::error_code & ec ) { in now() argument 60 times_.real = times_.system = times_.user = nanoseconds(-1); in now() 65 times_.real = microseconds(c); in now() 66 times_.system = microseconds(tm.tms_stime + tm.tms_cstime); in now() 67 times_.user = microseconds(tm.tms_utime + tm.tms_cutime); in now() 74 times_.real *= chrono_detail::tick_factor(); in now() 75 times_.user *= chrono_detail::tick_factor(); in now() 76 times_.system *= chrono_detail::tick_factor(); in now() 91 times_.real = times_.user = times_.system = nanoseconds(-1); in now()
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/dports/math/eclib/eclib-20210318/libsrc/ |
H A D | timer.cc | 129 if( times_[name].size() != 0 ) { in add() 134 times_[name].empty(); in add() 179 for( it = times_.begin(); it != times_.end(); it++ ) { in stopAll() 207 idx2 = times_[name].size() - 1; in show() 211 double diff = times_[name][idx2] - times_[name][idx1]; in show() 231 for( it = times_.begin(); it != times_.end(); it++ ) { in showAll() 242 times_[name].clear(); in clear() 253 for( it = times_.begin(); it != times_.end(); it++ ) { in clearAll() 268 for( it = times_.begin(); it != times_.end(); it++ ) { in list() 284 return times_[name].size(); in count() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/equityfx/ |
H A D | fixedlocalvolsurface.cpp | 62 for (Size j=0; j<times_.size(); j++) in FixedLocalVolSurface() 80 times_(times), in FixedLocalVolSurface() 104 times_(times), in FixedLocalVolSurface() 128 for (Size j=1; j<times_.size(); j++) { in checkSurface() 129 QL_REQUIRE(times_[j]>times_[j-1], in checkSurface() 144 return times_.back(); in maxTime() 154 t = std::min(times_.back(), std::max(t, times_.front())); in localVolImpl() 157 std::lower_bound(times_.begin(), times_.end(), t)); in localVolImpl() 159 if (close_enough(t, times_[idx])) { in localVolImpl() 188 + (laterVol-earlyVol)/(times_[idx]-times_[idx-1]) in localVolImpl() [all …]
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H A D | blackvariancecurve.cpp | 45 times_ = std::vector<Time>(dates.size()+1); in BlackVarianceCurve() 47 times_[0] = 0.0; in BlackVarianceCurve() 50 times_[j] = timeFromReference(dates[j-1]); in BlackVarianceCurve() 51 QL_REQUIRE(times_[j]>times_[j-1], in BlackVarianceCurve() 53 variances_[j] = times_[j] * in BlackVarianceCurve() 65 if (t<=times_.back()) { in blackVarianceImpl() 69 return varianceCurve_(times_.back(), true)*t/times_.back(); in blackVarianceImpl()
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H A D | blackvariancesurface.cpp | 48 times_ = std::vector<Time>(dates.size()+1); in BlackVarianceSurface() 49 times_[0] = 0.0; in BlackVarianceSurface() 55 times_[j] = timeFromReference(dates[j-1]); in BlackVarianceSurface() 56 QL_REQUIRE(times_[j]>times_[j-1], in BlackVarianceSurface() 59 variances_[i][j] = times_[j] * in BlackVarianceSurface() 79 if (t<=times_.back()) in blackVarianceImpl() 82 return varianceSurface_(times_.back(), strike, true) * in blackVarianceImpl() 83 t/times_.back(); in blackVarianceImpl()
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/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/correlations/ |
H A D | expcorrelations.cpp | 83 times_(times) { in ExponentialForwardCorrelation() 91 if (times_.empty()) in ExponentialForwardCorrelation() 92 times_ = std::vector<Time>(rateTimes_.begin(), in ExponentialForwardCorrelation() 95 checkIncreasingTimes(times_); in ExponentialForwardCorrelation() 99 QL_REQUIRE(times_==temp, in ExponentialForwardCorrelation() 100 "corr times " << io::sequence(times_) in ExponentialForwardCorrelation() 114 correlations_.resize(times_.size()); in ExponentialForwardCorrelation() 115 Time time = times_[0]/2.0; in ExponentialForwardCorrelation() 118 for (Size k=1; k<times_.size(); ++k) { in ExponentialForwardCorrelation() 119 time = (times_[k]+times_[k-1])/2.0; in ExponentialForwardCorrelation() [all …]
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/dports/games/frogatto/frogatto-1.3.1/MacOSJet/boost/include/boost/chrono/detail/inlined/win/ |
H A D | process_clock.hpp | 29 void process_clock::now( process_times & times_, system::error_code & ec ) in now() argument 35 times_.real = duration( steady_clock::now().time_since_epoch().count() ); in now() 40 times_.real = times_.system = times_.user = nanoseconds(-1); in now() 50 times_.user = duration( in now() 54 times_.system = duration( in now() 72 times_.real = times_.system = times_.user = nanoseconds(-1); in now()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/volatility/ |
H A D | extendedblackvariancesurface.cpp | 47 times_ = std::vector<Time>(dates.size()+1); in ExtendedBlackVarianceSurface() 48 times_[0] = 0.0; in ExtendedBlackVarianceSurface() 51 times_[j] = timeFromReference(dates[j-1]); in ExtendedBlackVarianceSurface() 52 QL_REQUIRE(times_[j]>times_[j-1], in ExtendedBlackVarianceSurface() 68 for (Size i=0; i<times_.size()+1; i++) { in setVariances() 71 for (Size j=1; j<=times_.size(); j++) { in setVariances() 73 Volatility sigma = volatilities_[i*times_.size()+j-1]->value(); in setVariances() 74 variances_[i][j] = times_[j] * sigma * sigma; in setVariances() 100 if (t<=times_.back()) in blackVarianceImpl() 103 return varianceSurface_(times_.back(), strike, true) * in blackVarianceImpl() [all …]
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H A D | extendedblackvariancecurve.cpp | 42 times_ = std::vector<Time>(dates.size()+1); in ExtendedBlackVarianceCurve() 44 times_[0] = 0.0; in ExtendedBlackVarianceCurve() 46 times_[j] = timeFromReference(dates[j-1]); in ExtendedBlackVarianceCurve() 47 QL_REQUIRE(times_[j]>times_[j-1], in ExtendedBlackVarianceCurve() 62 variances_[j] = times_[j] * sigma * sigma; in setVariances() 76 if (t<=times_.back()) { in blackVarianceImpl() 79 return varianceCurve_(times_.back(), true)*t/times_.back(); in blackVarianceImpl()
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/ |
H A D | interpolatedcurve.hpp | 46 : times_(times), data_(data), interpolator_(i) {} in InterpolatedCurve() 50 : times_(times), data_(times.size()), interpolator_(i) {} in InterpolatedCurve() 54 : times_(n), data_(n), interpolator_(i) {} in InterpolatedCurve() 63 : times_(c.times_), data_(c.data_), interpolator_(c.interpolator_) { in InterpolatedCurve() 68 times_ = c.times_; in operator =() 77 interpolation_ = interpolator_.interpolate(times_.begin(), in setupInterpolation() 78 times_.end(), in setupInterpolation() 82 mutable std::vector<Time> times_; member in QuantLib::InterpolatedCurve
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/dports/games/wesnoth/wesnoth-1.14.17/src/gui/dialogs/editor/ |
H A D | custom_tod.cpp | 107 : times_(times) in REGISTER_DIALOG() 113 assert(!times_.empty()); in REGISTER_DIALOG() 210 times_[current_tod_].image = dn; in select_file() 214 times_[current_tod_].sounds = dn; in select_file() 235 times_.insert(times_.begin() + current_tod_, time_of_day()); in do_new_tod() 241 assert(times_.begin() + current_tod_ < times_.end()); in do_delete_tod() 243 if(times_.size() == 1) { in do_delete_tod() 244 times_.emplace_back(); in do_delete_tod() 246 times_.erase(times_.begin() + current_tod_); in do_delete_tod() 248 if(times_.begin() + current_tod_ >= times_.end()) { in do_delete_tod() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/models/ |
H A D | parameter.hpp | 129 : times_(times) {} in Impl() 132 Size size = times_.size(); in value() 134 if (t<times_[i]) in value() 140 std::vector<Time> times_; member in QuantLib::PiecewiseConstantParameter::Impl 159 : times_(0), values_(0), termStructure_(termStructure) {} in NumericalImpl() 162 times_.push_back(t); in set() 169 times_.clear(); in reset() 174 std::find(times_.begin(), times_.end(), t); in value() 175 QL_REQUIRE(result!=times_.end(), in value() 177 return values_[result - times_.begin()]; in value() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/commodities/ |
H A D | commoditycurve.cpp | 41 times_.resize(dates_.size()); in CommodityCurve() 42 times_[0]=0.0; in CommodityCurve() 47 times_[i] = dayCounter.yearFraction(dates_[0], dates_[i]); in CommodityCurve() 51 interpolator_.interpolate(times_.begin(), times_.end(), in CommodityCurve() 77 times_.resize(dates_.size()); in setPrices() 78 times_[0]=0.0; in setPrices() 80 times_[i] = dayCounter().yearFraction(dates_[0], dates_[i]); in setPrices() 83 interpolator_.interpolate(times_.begin(), times_.end(), in setPrices()
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/inflation/ |
H A D | interpolatedyoyinflationcurve.hpp | 165 this->times_.resize(dates_.size()); in InterpolatedYoYInflationCurve() 166 this->times_[0] = timeFromReference(dates_[0]); in InterpolatedYoYInflationCurve() 177 this->times_[i] = timeFromReference(dates_[i]); in InterpolatedYoYInflationCurve() 179 QL_REQUIRE(!close(this->times_[i],this->times_[i-1]), in InterpolatedYoYInflationCurve() 186 this->times_.end(), in InterpolatedYoYInflationCurve() 223 this->times_.resize(dates_.size()); in InterpolatedYoYInflationCurve() 224 this->times_[0] = timeFromReference(dates_[0]); in InterpolatedYoYInflationCurve() 235 this->times_[i] = timeFromReference(dates_[i]); in InterpolatedYoYInflationCurve() 237 QL_REQUIRE(!close(this->times_[i],this->times_[i-1]), in InterpolatedYoYInflationCurve() 244 this->times_.end(), in InterpolatedYoYInflationCurve() [all …]
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H A D | interpolatedzeroinflationcurve.hpp | 170 this->times_.resize(dates_.size()); in InterpolatedZeroInflationCurve() 171 this->times_[0] = timeFromReference(dates_[0]); in InterpolatedZeroInflationCurve() 180 this->times_[i] = timeFromReference(dates_[i]); in InterpolatedZeroInflationCurve() 181 QL_REQUIRE(!close(this->times_[i],this->times_[i-1]), in InterpolatedZeroInflationCurve() 188 this->times_.end(), in InterpolatedZeroInflationCurve() 234 this->times_.resize(dates_.size()); in InterpolatedZeroInflationCurve() 235 this->times_[0] = timeFromReference(dates_[0]); in InterpolatedZeroInflationCurve() 244 this->times_[i] = timeFromReference(dates_[i]); in InterpolatedZeroInflationCurve() 245 QL_REQUIRE(!close(this->times_[i],this->times_[i-1]), in InterpolatedZeroInflationCurve() 252 this->times_.end(), in InterpolatedZeroInflationCurve() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/ |
H A D | abcdcalibration.cpp | 69 times_(t), blackVols_(blackVols) { in AbcdCalibration() 100 for (Size i=0; i<times_.size() ; i++) { in compute() 101 Real stdDev = std::sqrt(blackVols_[i]* blackVols_[i]* times_[i]); in compute() 107 for (Size i=0; i<times_.size() ; i++) { in compute() 177 Size n = times_.size(); in error() 179 for (Size i=0; i<times_.size() ; i++) { in error() 180 error = (value(times_[i]) - blackVols_[i]); in error() 188 for (Size i=0; i<times_.size() ; i++) { in maxError() 189 error = std::fabs(value(times_[i]) - blackVols_[i]); in maxError() 197 Array results(times_.size()); in errors() [all …]
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/dports/math/bonmin/Bonmin-releases-1.8.8/Bonmin/src/Algorithms/Branching/ |
H A D | BonQpBranchingSolver.cpp | 41 printf("QPBRANCH Timings for %i sbs\n", times_.numsolve); in ~QpBranchingSolver() 42 printf("QPBRANCH %i pivots\n", times_.pivots); in ~QpBranchingSolver() 43 printf("QPBRANCH Creating : %g\n", times_.create); in ~QpBranchingSolver() 44 printf("QPBRANCH Solving : %g\n", times_.solve); in ~QpBranchingSolver() 45 printf("QPBRANCH Warming : %g\n", times_.warm_start); in ~QpBranchingSolver() 46 printf("QPBRANCH Resolving : %g\n", times_.resolve); in ~QpBranchingSolver() 90 if(qp_solver) times_ += qp_solver->times(); in unmarkHotStart()
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/dports/math/onednn/oneDNN-2.5.1/tests/benchdnn/utils/ |
H A D | timer.cpp | 47 times_ = 0; in reset() 80 ms_[mode_t::min] = times_ ? std::min(ms_[mode_t::min], d_ms) : d_ms; in stop() 81 ms_[mode_t::max] = times_ ? std::max(ms_[mode_t::max], d_ms) : d_ms; in stop() 84 = times_ ? std::min(ticks_[mode_t::min], d_ticks) : d_ticks; in stop() 86 = times_ ? std::max(ticks_[mode_t::max], d_ticks) : d_ticks; in stop() 88 times_ += add_times; in stop() 93 times_ = rhs.times_; in operator =()
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/credit/ |
H A D | interpolatedsurvivalprobabilitycurve.hpp | 110 return this->times_; in times() 148 if (t <= this->times_.back()) in survivalProbabilityImpl() 152 Time tMax = this->times_.back(); in survivalProbabilityImpl() 161 if (t <= this->times_.back()) in defaultDensityImpl() 165 Time tMax = this->times_.back(); in defaultDensityImpl() 259 this->times_.resize(dates_.size()); in initialize() 260 this->times_[0] = 0.0; in initialize() 266 QL_REQUIRE(!close(this->times_[i],this->times_[i-1]), in initialize() 277 " (t=" << this->times_[i-1] << ")"); in initialize() 281 this->interpolator_.interpolate(this->times_.begin(), in initialize() [all …]
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/dports/games/wesnoth/wesnoth-1.14.17/src/ |
H A D | tod_manager.cpp | 38 times_(), in tod_manager() 51 time_of_day::parse_times(scenario_cfg,times_); in tod_manager() 64 times_ = manager.times_; in operator =() 128 for(const time_of_day& tod : times_) { in to_config() 198 return times_; in times() 290 int bonus = times_[currentTime_].lawful_bonus; in replace_schedule() 291 times_.clear(); in replace_schedule() 292 time_of_day::parse_times(time_cfg,times_); in replace_schedule() 302 times_ = schedule; in replace_schedule() 306 times_.emplace_back(); in replace_schedule() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
H A D | interpolatedaffinehazardratecurve.hpp | 245 return this->times_; in times() 281 if (t <= this->times_.back()) in hazardRateImpl() 301 if (t <= this->times_.back()) { in survivalProbabilityImpl() 307 + this->data_.back()*(t - this->times_.back()); in survivalProbabilityImpl() 331 if (tFwd <= this->times_.back()) { in conditionalSurvivalProbabilityImpl() 339 if (tTarget <= this->times_.back()) { in conditionalSurvivalProbabilityImpl() 435 this->times_.resize(dates_.size()); in initialize() 436 this->times_[0] = 0.0; in initialize() 442 QL_REQUIRE(!close(this->times_[i], this->times_[i-1]), in initialize() 448 this->interpolator_.interpolate(this->times_.begin(), in initialize() [all …]
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