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Searched refs:vol_ (Results 1 – 25 of 76) sorted by relevance

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/dports/games/libretro-desmume2015/desmume2015-d6128e6/desmume/src/utils/
H A Demufat.cpp944 if (!vol_->isEOC(next)) return false; in contiguousRange()
1122 return vol_->dev_->cacheFlush(); in makeDir()
1179 vol_ = dirFile->vol_; in open()
1270 vol_ = dirFile->vol_; in open()
1355 vol_ = vol; in openRoot()
1515 return vol_->dev_->cacheFlush(); in remove()
1702 return vol_->dev_->cacheFlush(); in sync()
1771 vol_->dev_->cacheSetDirty(); in timestamp()
1812 if (!vol_->isEOC(toFree)) { in truncate()
1877 if (vol_->isEOC(next)) { in write()
[all …]
/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/capfloor/
H A Dblackcapfloorengine.cpp38 vol_(ext::shared_ptr<OptionletVolatilityStructure>(new in BlackCapFloorEngine()
50 vol_(ext::shared_ptr<OptionletVolatilityStructure>(new in BlackCapFloorEngine()
54 registerWith(vol_); in BlackCapFloorEngine()
61 : discountCurve_(discountCurve), vol_(volatility) { in BlackCapFloorEngine()
63 vol_->volatilityType() == ShiftedLognormal, in BlackCapFloorEngine()
66 << vol_->volatilityType()); in BlackCapFloorEngine()
69 QL_REQUIRE(vol_->displacement() == displacement_, in BlackCapFloorEngine()
72 << vol_->displacement()); in BlackCapFloorEngine()
74 displacement_ = vol_->displacement(); in BlackCapFloorEngine()
76 registerWith(vol_); in BlackCapFloorEngine()
[all …]
H A Dbacheliercapfloorengine.cpp35 vol_(ext::shared_ptr<OptionletVolatilityStructure>(new in BachelierCapFloorEngine()
45 vol_(ext::shared_ptr<OptionletVolatilityStructure>(new in BachelierCapFloorEngine()
48 registerWith(vol_); in BachelierCapFloorEngine()
54 : discountCurve_(discountCurve), vol_(volatility) { in BachelierCapFloorEngine()
55 QL_REQUIRE(vol_->volatilityType() == Normal, in BachelierCapFloorEngine()
59 << vol_->volatilityType()); in BachelierCapFloorEngine()
61 registerWith(vol_); in BachelierCapFloorEngine()
74 Date today = vol_->referenceDate(); in calculate()
95 sqrtTime = std::sqrt(vol_->timeFromReference(fixingDate)); in calculate()
100 stdDevs[i] = std::sqrt(vol_->blackVariance(fixingDate, in calculate()
[all …]
H A Dbacheliercapfloorengine.hpp48 Handle<OptionletVolatilityStructure> volatility() { return vol_; } in volatility()
51 Handle<OptionletVolatilityStructure> vol_; member in QuantLib::BachelierCapFloorEngine
H A Dblackcapfloorengine.hpp53 Handle<OptionletVolatilityStructure> volatility() { return vol_; } in volatility()
58 Handle<OptionletVolatilityStructure> vol_; member in QuantLib::BlackCapFloorEngine
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/fx/
H A Ddeltavolquote.cpp28 : delta_(delta), vol_(vol), deltaType_(deltaType), maturity_(maturity), in DeltaVolQuote()
31 registerWith(vol_); // observe vol in DeltaVolQuote()
39 : vol_(vol), deltaType_(deltaType), maturity_(maturity), atmType_(atmType) { in DeltaVolQuote()
41 registerWith(vol_); in DeltaVolQuote()
46 return vol_->value(); in value()
58 return !vol_.empty() && vol_->isValid(); in isValid()
/dports/audio/bambootracker/BambooTracker-0.4.5/BambooTracker/command/pattern/
H A Dset_volume_to_step_command.cpp35 vol_(volume), in SetVolumeToStepCommand()
45 int volume = (isFMReserved_ && vol_ < 0x80) ? (0x7f - vol_) : vol_; in redo()
69 vol_ = (vol_ << 4) + com->getVol(); in mergeWith()
107 return vol_; in getVol()
H A Dset_key_on_to_step_command.cpp37 vol_(vol), in SetKeyOnToStepCommand()
53 if (!volMask_) st.setVolume((isFMReserved_ && vol_ < 0x80) ? (0x7f - vol_) : vol_); in redo()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/swaptions/
H A Dirregularswaption.cpp45 ext::shared_ptr<SimpleQuote> vol_; member in QuantLib::__anon25455c8c0111::IrregularImpliedVolHelper
53 vol_(ext::make_shared<SimpleQuote>(-1.0)) { in IrregularImpliedVolHelper()
55 Handle<Quote> h(vol_); in IrregularImpliedVolHelper()
65 if (x!=vol_->value()) { in operator ()()
66 vol_->setValue(x); in operator ()()
73 if (x!=vol_->value()) { in derivative()
74 vol_->setValue(x); in derivative()
/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swaption/
H A Dblackswaptionengine.hpp71 Handle<SwaptionVolatilityStructure> volatility() { return vol_; } in volatility()
75 Handle<SwaptionVolatilityStructure> vol_; member in QuantLib::detail::BlackStyleSwaptionEngine
185 vol_(ext::shared_ptr<SwaptionVolatilityStructure>( in BlackStyleSwaptionEngine()
198 vol_(ext::shared_ptr<SwaptionVolatilityStructure>( in BlackStyleSwaptionEngine()
203 registerWith(vol_); in BlackStyleSwaptionEngine()
211 : discountCurve_(discountCurve), vol_(volatility), in BlackStyleSwaptionEngine()
214 registerWith(vol_); in BlackStyleSwaptionEngine()
293 Real variance = vol_->blackVariance(exerciseDate, swapLength, strike); in calculate()
296 vol_->volatilityType() == ShiftedLognormal ? in calculate()
297 vol_->shift(exerciseDate, swapLength) : 0.0; in calculate()
[all …]
/dports/finance/quantlib/QuantLib-1.20/ql/instruments/
H A Dswaption.cpp49 ext::shared_ptr<SimpleQuote> vol_; member in QuantLib::__anon3e507f660111::ImpliedSwaptionVolHelper
60 vol_(ext::make_shared<SimpleQuote>(-1.0)) { in ImpliedSwaptionVolHelper()
65 Handle<Quote> h(vol_); in ImpliedSwaptionVolHelper()
86 if (x!=vol_->value()) { in operator ()()
87 vol_->setValue(x); in operator ()()
94 if (x!=vol_->value()) { in derivative()
95 vol_->setValue(x); in derivative()
H A Dimpliedvolatility.cpp36 SimpleQuote& vol_; member in QuantLib::__anon44cb2d860111::PriceError
44 : engine_(engine), vol_(vol), targetValue_(targetValue) { in PriceError()
52 vol_.setValue(x); in operator ()()
H A Dcapfloor.cpp50 ext::shared_ptr<SimpleQuote> vol_; member in QuantLib::__anond4fc54270111::ImpliedCapVolHelper
61 vol_(ext::make_shared<SimpleQuote>(-1.0)) { in ImpliedCapVolHelper()
65 Handle<Quote> h(vol_); in ImpliedCapVolHelper()
90 if (x!=vol_->value()) { in operator ()()
91 vol_->setValue(x); in operator ()()
98 if (x!=vol_->value()) { in derivative()
99 vol_->setValue(x); in derivative()
/dports/audio/bambootracker/BambooTracker-0.4.5/BambooTracker/module/
H A Dstep.cpp31 vol_(-1) in Step()
61 return vol_; in getVolume()
66 vol_ = volume; in setVolume()
101 if (vol_ != -1) return true; in existCommand()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/averageois/
H A Daverageoiscouponpricer.cpp118 Real convAdj = exp( 0.5*pow(vol_, 2.0) / pow(mrs_, 3.0)* in swapletRate()
133 return vol_ * vol_ / (4.0 * pow(mrs_, 3.0)) * in convAdj1()
140 return vol_ * vol_ / (2.0 * pow(mrs_, 2.0)) * ((te - ts) - in convAdj2()
H A Dmakearithmeticaverageois.cpp43 vol_(0.00), in MakeArithmeticAverageOIS()
112 mrs_, vol_, byApprox_); in operator ext::shared_ptr<ArithmeticAverageOIS>()
136 mrs_, vol_, byApprox_)); in operator ext::shared_ptr<ArithmeticAverageOIS>()
241 vol_ = volatility; in withArithmeticAverage()
H A Daverageoiscouponpricer.hpp43 : byApprox_(byApprox), mrs_(meanReversion), vol_(volatility) {} in ArithmeticAveragedOvernightIndexedCouponPricer()
58 Real vol_; member in QuantLib::ArithmeticAveragedOvernightIndexedCouponPricer
H A Darithmeticaverageois.cpp46 vol_(volatility) { in ArithmeticAverageOIS()
68 byApprox_(byApprox), mrs_(meanReversionSpeed), vol_(volatility) { in ArithmeticAverageOIS()
87 new ArithmeticAveragedOvernightIndexedCouponPricer(mrs_, vol_, byApprox_)); in initialize()
/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/PDE-OPT/0ld/elasticitySIMP_topologyOptimization/
H A Dcoupled_constraint.hpp61 const ROL::Ptr<EqualityConstraint_PDEOPT_ElasticitySIMP_Volume_SimOpt<Real> > vol_; member in EqualityConstraint_PDEOPT_ElasticitySIMP_Coupled
65 …:Ptr<EqualityConstraint_PDEOPT_ElasticitySIMP_Volume_SimOpt<Real> > &vol) : pde_(pde), vol_(vol) {} in EqualityConstraint_PDEOPT_ElasticitySIMP_Coupled()
75 vol_->value(*cp2,*up,*zp,tol); in value()
88 vol_->applyJacobian_1(*jvp2,*vp,*up,*zp,tol); in applyJacobian_1()
101 vol_->applyJacobian_2(*jvp2,*vp,*up,*zp,tol); in applyJacobian_2()
114 vol_->applyAdjointJacobian_1(*ajvp2,*vp,*up,*zp,tol); in applyAdjointJacobian_1()
127 vol_->applyAdjointJacobian_2(*ajvp2,*vp,*up,*zp,tol); in applyAdjointJacobian_2()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/
H A Dcdsoption.cpp42 : targetValue_(targetValue), vol_(ext::make_shared<SimpleQuote>(0.0)) { in ImpliedVolHelper()
44 Handle<Quote> h(vol_); in ImpliedVolHelper()
55 vol_->setValue(x); in operator ()()
62 ext::shared_ptr<SimpleQuote> vol_; member in QuantLib::__anone16e90900111::ImpliedVolHelper
/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/PDE-OPT/binary/elasticity/src/
H A Dcon_volume.hpp57 Real w0_, vol_; member in Volume_TopoOpt
70 vol_ = width*height/static_cast<Real>(M_*N_); in Volume_TopoOpt()
84 c[0] += vol_ * w_[k] * x[i + M_*(j + N_*k)]; in value()
96 jv[0] += vol_ * w_[k] * v[i + M_*(j + N_*k)]; in applyJacobian()
107 ajv[i + M_*(j + N_*k)] = vol_ * w_[k] * v[0]; in applyAdjointJacobian()
/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/PDE-OPT/binary/adv-diff-TEST/
H A Dqoi_adv_diff.hpp528 Real vol_; member in QoI_Control_Cost_adv_diff
568 return vol_*sum; in value()
698 Real vol_; member in QoI_Control_Cost_L2_adv_diff
786 g[i] = vol_ * (*z_param)[i]; in gradient_3()
883 h[i] = vol_ * (*v_param)[i]; in HessVec_33()
895 Real volx_,voly_, vol_, eps_; member in QoI_TVControl_Cost_adv_diff
909 vol_ = volx_*voly_; in QoI_TVControl_Cost_adv_diff()
1004 return vol_*sum; in value()
1377 Real volx_,voly_, vol_; member in QoI_IntegralityControl_Cost_adv_diff
1391 vol_ = volx_*voly_; in QoI_IntegralityControl_Cost_adv_diff()
[all …]
/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/
H A Dflatsmilesection.cpp35 vol_(vol), atmLevel_(atmLevel) {} in FlatSmileSection()
44 vol_(vol), atmLevel_(atmLevel) {} in FlatSmileSection()
H A Dflatsmilesection.hpp57 Volatility vol_; member in QuantLib::FlatSmileSection
74 return vol_; in volatilityImpl()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/processes/
H A Dextendedornsteinuhlenbeckprocess.cpp47 vol_ (vol), in ExtendedOrnsteinUhlenbeckProcess()
53 QL_REQUIRE(vol_ >= 0.0, "negative volatility given"); in ExtendedOrnsteinUhlenbeckProcess()
83 return vol_; in volatility()

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