/dports/games/libretro-desmume2015/desmume2015-d6128e6/desmume/src/utils/ |
H A D | emufat.cpp | 944 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 …]
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/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/capfloor/ |
H A D | blackcapfloorengine.cpp | 38 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 …]
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H A D | bacheliercapfloorengine.cpp | 35 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 …]
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H A D | bacheliercapfloorengine.hpp | 48 Handle<OptionletVolatilityStructure> volatility() { return vol_; } in volatility() 51 Handle<OptionletVolatilityStructure> vol_; member in QuantLib::BachelierCapFloorEngine
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H A D | blackcapfloorengine.hpp | 53 Handle<OptionletVolatilityStructure> volatility() { return vol_; } in volatility() 58 Handle<OptionletVolatilityStructure> vol_; member in QuantLib::BlackCapFloorEngine
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/fx/ |
H A D | deltavolquote.cpp | 28 : 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()
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/dports/audio/bambootracker/BambooTracker-0.4.5/BambooTracker/command/pattern/ |
H A D | set_volume_to_step_command.cpp | 35 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()
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H A D | set_key_on_to_step_command.cpp | 37 vol_(vol), in SetKeyOnToStepCommand() 53 if (!volMask_) st.setVolume((isFMReserved_ && vol_ < 0x80) ? (0x7f - vol_) : vol_); in redo()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/swaptions/ |
H A D | irregularswaption.cpp | 45 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swaption/ |
H A D | blackswaptionengine.hpp | 71 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 …]
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/dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
H A D | swaption.cpp | 49 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()
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H A D | impliedvolatility.cpp | 36 SimpleQuote& vol_; member in QuantLib::__anon44cb2d860111::PriceError 44 : engine_(engine), vol_(vol), targetValue_(targetValue) { in PriceError() 52 vol_.setValue(x); in operator ()()
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H A D | capfloor.cpp | 50 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()
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/dports/audio/bambootracker/BambooTracker-0.4.5/BambooTracker/module/ |
H A D | step.cpp | 31 vol_(-1) in Step() 61 return vol_; in getVolume() 66 vol_ = volume; in setVolume() 101 if (vol_ != -1) return true; in existCommand()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/averageois/ |
H A D | averageoiscouponpricer.cpp | 118 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()
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H A D | makearithmeticaverageois.cpp | 43 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()
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H A D | averageoiscouponpricer.hpp | 43 : byApprox_(byApprox), mrs_(meanReversion), vol_(volatility) {} in ArithmeticAveragedOvernightIndexedCouponPricer() 58 Real vol_; member in QuantLib::ArithmeticAveragedOvernightIndexedCouponPricer
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H A D | arithmeticaverageois.cpp | 46 vol_(volatility) { in ArithmeticAverageOIS() 68 byApprox_(byApprox), mrs_(meanReversionSpeed), vol_(volatility) { in ArithmeticAverageOIS() 87 new ArithmeticAveragedOvernightIndexedCouponPricer(mrs_, vol_, byApprox_)); in initialize()
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/PDE-OPT/0ld/elasticitySIMP_topologyOptimization/ |
H A D | coupled_constraint.hpp | 61 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
H A D | cdsoption.cpp | 42 : 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
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/dports/science/dakota/dakota-6.13.0-release-public.src-UI/packages/external/trilinos/packages/rol/example/PDE-OPT/binary/elasticity/src/ |
H A D | con_volume.hpp | 57 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()
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/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 D | qoi_adv_diff.hpp | 528 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 …]
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/dports/finance/quantlib/QuantLib-1.20/ql/termstructures/volatility/ |
H A D | flatsmilesection.cpp | 35 vol_(vol), atmLevel_(atmLevel) {} in FlatSmileSection() 44 vol_(vol), atmLevel_(atmLevel) {} in FlatSmileSection()
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H A D | flatsmilesection.hpp | 57 Volatility vol_; member in QuantLib::FlatSmileSection 74 return vol_; in volatilityImpl()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/processes/ |
H A D | extendedornsteinuhlenbeckprocess.cpp | 47 vol_ (vol), in ExtendedOrnsteinUhlenbeckProcess() 53 QL_REQUIRE(vol_ >= 0.0, "negative volatility given"); in ExtendedOrnsteinUhlenbeckProcess() 83 return vol_; in volatility()
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