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/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dmarketmodel.cpp3590 std::vector<Real> vegasCaplets(trueCapletPrices.size()); in testPathwiseVegas() local
3612 vegasCaplets[r] = bumpedCapletPrices[r] - trueCapletPrices[r]; in testPathwiseVegas()
3620 vegaCaps[s] += vegasCaplets[t]; in testPathwiseVegas()