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/dports/finance/quantlib/QuantLib-1.20/ql/
H A Dtimegrid.hpp68 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()
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H A Dtimegrid.cpp33 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/processes/
H A Dmfstateprocess.cpp26 : 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()
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/dports/games/frogatto/frogatto-1.3.1/MacOSJet/boost/include/boost/chrono/detail/inlined/mac/
H A Dprocess_clock.hpp48 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()
/dports/games/frogatto/frogatto-1.3.1/MacOSJet/boost/include/boost/chrono/detail/inlined/posix/
H A Dprocess_clock.hpp43 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()
/dports/math/eclib/eclib-20210318/libsrc/
H A Dtimer.cc129 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/equityfx/
H A Dfixedlocalvolsurface.cpp62 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()
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H A Dblackvariancecurve.cpp45 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()
H A Dblackvariancesurface.cpp48 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()
/dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/correlations/
H A Dexpcorrelations.cpp83 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()
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/dports/games/frogatto/frogatto-1.3.1/MacOSJet/boost/include/boost/chrono/detail/inlined/win/
H A Dprocess_clock.hpp29 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()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/volatility/
H A Dextendedblackvariancesurface.cpp47 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()
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H A Dextendedblackvariancecurve.cpp42 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()
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/
H A Dinterpolatedcurve.hpp46 : 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
/dports/games/wesnoth/wesnoth-1.14.17/src/gui/dialogs/editor/
H A Dcustom_tod.cpp107 : 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/models/
H A Dparameter.hpp129 : 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/commodities/
H A Dcommoditycurve.cpp41 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()
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/inflation/
H A Dinterpolatedyoyinflationcurve.hpp165 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()
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H A Dinterpolatedzeroinflationcurve.hpp170 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/
H A Dabcdcalibration.cpp69 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()
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/dports/math/bonmin/Bonmin-releases-1.8.8/Bonmin/src/Algorithms/Branching/
H A DBonQpBranchingSolver.cpp41 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()
/dports/math/onednn/oneDNN-2.5.1/tests/benchdnn/utils/
H A Dtimer.cpp47 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 =()
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/credit/
H A Dinterpolatedsurvivalprobabilitycurve.hpp110 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()
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/dports/games/wesnoth/wesnoth-1.14.17/src/
H A Dtod_manager.cpp38 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/
H A Dinterpolatedaffinehazardratecurve.hpp245 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()
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