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Searched refs:vanillaLeg_n (Results 1 – 2 of 2) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dcapflooredcoupon.cpp276 Swap vanillaLeg_n(fixedLeg,floatLeg_n); in testDecomposition() local
282 vanillaLeg_n.setPricingEngine(engine); in testDecomposition()
409 npvVanilla = vanillaLeg_n.NPV(); in testDecomposition()
470 npvVanilla = vanillaLeg_n.NPV(); in testDecomposition()
530 npvVanilla = vanillaLeg_n.NPV(); in testDecomposition()
H A Dinflationcapflooredcoupon.cpp418 Swap vanillaLeg_n(fixedLeg,floatLeg_n); in testDecomposition() local
425 vanillaLeg_n.setPricingEngine(engine); in testDecomposition()
554 npvVanilla = vanillaLeg_n.NPV(); in testDecomposition()
615 npvVanilla = vanillaLeg_n.NPV(); in testDecomposition()
675 npvVanilla = vanillaLeg_n.NPV(); in testDecomposition()