| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/vanilla/ |
| H A D | jumpdiffusionengine.cpp | 60 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
63 Time t = voldc.yearFraction(volRefDate, in calculate()
117 FlatForward(rateRefDate, r, voldc))); in calculate()
119 BlackConstantVol(rateRefDate, volcal, v, voldc))); in calculate()
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| H A D | analyticdividendeuropeanengine.cpp | 81 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
82 Time t = voldc.yearFraction( in calculate()
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| H A D | analyticeuropeanengine.cpp | 82 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
91 t = voldc.yearFraction(process_->blackVolatility()->referenceDate(), in calculate()
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| H A D | binomialengine.hpp | 79 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
102 new BlackConstantVol(referenceDate, volcal, v, voldc))); in calculate()
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| H A D | bjerksundstenslandengine.cpp | 134 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
144 t = voldc.yearFraction(process_->blackVolatility()->referenceDate(), in calculate()
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| H A D | juquadraticengine.cpp | 80 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
90 t = voldc.yearFraction(process_->blackVolatility()->referenceDate(), in calculate()
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| H A D | baroneadesiwhaleyengine.cpp | 171 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
181 t = voldc.yearFraction(process_->blackVolatility()->referenceDate(), in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/exoticoptions/ |
| H A D | analyticsimplechooserengine.cpp | 37 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
41 QL_REQUIRE(rfdc==voldc, in calculate()
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| H A D | continuousarithmeticasianlevyengine.cpp | 49 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
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| H A D | continuousarithmeticasianvecerengine.cpp | 59 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/asian/ |
| H A D | analytic_cont_geom_av_price.cpp | 58 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
88 Time t_v = voldc.yearFraction( in calculate()
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| H A D | mcdiscreteasianengine.hpp | 146 DayCounter voldc = process_->blackVolatility()->dayCounter(); in timeGrid() local
151 Time t = voldc.yearFraction(referenceDate, in timeGrid()
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| H A D | analytic_discr_geom_av_strike.cpp | 54 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
59 Time t = voldc.yearFraction(arguments_.fixingDates[0], in calculate()
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| H A D | analytic_discr_geom_av_price.cpp | 70 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
75 Time t = voldc.yearFraction(referenceDate, in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/convertiblebonds/ |
| H A D | binomialconvertibleengine.hpp | 68 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
103 new BlackConstantVol(referenceDate, volcal, v, voldc))); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/cliquet/ |
| H A D | analyticcliquetengine.cpp | 85 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
106 dt = voldc.yearFraction(resetDates[i-1], resetDates[i]); in calculate()
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| H A D | analyticperformanceengine.cpp | 86 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
106 dt = voldc.yearFraction(resetDates[i-1], resetDates[i]); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/barrieroption/ |
| H A D | binomialdoublebarrierengine.hpp | 74 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
97 new BlackConstantVol(referenceDate, volcal, v, voldc))); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/barrier/ |
| H A D | binomialbarrierengine.hpp | 90 DayCounter voldc = process_->blackVolatility()->dayCounter(); in calculate() local
113 new BlackConstantVol(referenceDate, volcal, v, voldc))); in calculate()
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