| /dports/finance/quantlib/QuantLib-1.20/ql/cashflows/ |
| H A D | cmscoupon.hpp | 86 CmsLeg& withFloors(Rate floor);
87 CmsLeg& withFloors(const std::vector<Rate>& floors);
|
| H A D | yoyinflationcoupon.hpp | 108 yoyInflationLeg& withFloors(Rate floor);
109 yoyInflationLeg& withFloors(const std::vector<Rate>& floors);
|
| H A D | iborcoupon.hpp | 115 IborLeg& withFloors(Rate floor);
116 IborLeg& withFloors(const std::vector<Rate>& floors);
|
| H A D | cmscoupon.cpp | 123 CmsLeg& CmsLeg::withFloors(Rate floor) { in withFloors() function in QuantLib::CmsLeg
128 CmsLeg& CmsLeg::withFloors(const std::vector<Rate>& floors) { in withFloors() function in QuantLib::CmsLeg
|
| H A D | cpicoupon.hpp | 199 CPILeg& withFloors(Rate floor);
200 CPILeg& withFloors(const std::vector<Rate>& floors);
|
| H A D | iborcoupon.cpp | 234 IborLeg& IborLeg::withFloors(Rate floor) { in withFloors() function in QuantLib::IborLeg
239 IborLeg& IborLeg::withFloors(const std::vector<Rate>& floors) { in withFloors() function in QuantLib::IborLeg
|
| H A D | yoyinflationcoupon.cpp | 135 yoyInflationLeg& yoyInflationLeg::withFloors(Rate floor) { in withFloors() function in QuantLib::yoyInflationLeg
140 yoyInflationLeg& yoyInflationLeg::withFloors(const std::vector<Rate>& floors) { in withFloors() function in QuantLib::yoyInflationLeg
|
| H A D | cpicoupon.cpp | 242 CPILeg& CPILeg::withFloors(Rate floor) { in withFloors() function in QuantLib::CPILeg
247 CPILeg& CPILeg::withFloors(const std::vector<Rate>& floors) { in withFloors() function in QuantLib::CPILeg
|
| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/bonds/ |
| H A D | floatingratebond.cpp | 61 .withFloors(floors) in FloatingRateBond()
136 .withFloors(floors) in FloatingRateBond()
|
| H A D | cmsratebond.cpp | 57 .withFloors(floors) in CmsRateBond()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/coupons/ |
| H A D | cmsspreadcoupon.cpp | 118 CmsSpreadLeg &CmsSpreadLeg::withFloors(Rate floor) { in withFloors() function in QuantLib::CmsSpreadLeg
123 CmsSpreadLeg &CmsSpreadLeg::withFloors(const std::vector<Rate> &floors) { in withFloors() function in QuantLib::CmsSpreadLeg
|
| H A D | cmsspreadcoupon.hpp | 119 CmsSpreadLeg& withFloors(Rate floor);
120 CmsSpreadLeg& withFloors(const std::vector<Rate>& floors);
|
| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/catbonds/ |
| H A D | catbond.cpp | 90 .withFloors(floors) in FloatingCatBond()
160 .withFloors(floors) in FloatingCatBond()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | floatfloatswap.cpp | 251 leg = leg.withFloors(flooredRate1_); in init()
265 leg = leg.withFloors(flooredRate2_); in init()
279 leg = leg.withFloors(flooredRate1_); in init()
293 leg = leg.withFloors(flooredRate2_); in init()
307 leg = leg.withFloors(flooredRate1_); in init()
321 leg = leg.withFloors(flooredRate2_); in init()
|
| H A D | makecms.cpp | 139 .withFloors(cmsFloor_); in operator ext::shared_ptr<Swap>()
|
| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/amortizingbonds/ |
| H A D | amortizingcmsratebond.cpp | 54 .withFloors(floors) in AmortizingCmsRateBond()
|
| H A D | amortizingfloatingratebond.cpp | 58 .withFloors(floors) in AmortizingFloatingRateBond()
|
| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | capflooredcoupon.cpp | 148 .withFloors(floors); in makeCapFlooredLeg()
|
| H A D | assetswap.cpp | 1884 .withFloors(0.025) in testGenericBondImplied()
2313 .withFloors(0.025) in testMASWWithGenericBond()
2725 .withFloors(0.025) in testZSpreadWithGenericBond()
3194 .withFloors(0.025) in testSpecializedBondVsGenericBond()
3896 .withFloors(0.025) in testSpecializedBondVsGenericBondUsingAsw()
|
| H A D | inflationcapflooredcoupon.cpp | 304 .withFloors(floors); in makeYoYCapFlooredLeg()
|