Searched refs:truePrice (Results 1 – 1 of 1) sorted by relevance
1006 Real truePrice =0.0; in testInverseFloater() local1016 truePrice += floatingCouponPV - inverseCouponPV; in testInverseFloater()1023 Real priceError = stats->mean()[0] - truePrice; in testInverseFloater()1028 …er product has price error equal to " <<errorInSds << " sds . Price " <<truePrice << " MC price " … in testInverseFloater()