Searched defs:expectedSwaption (Results 1 – 4 of 4) sorted by relevance
358 Real expectedSwaption = BlackCalculator(payoff, in testForwardCoterminalMappings() local437 Real expectedSwaption = BlackCalculator(payoffDis, in testSwaptionImpliedVolatility() local
402 Real expectedSwaption = in checkCMSAndSwaptions() local
395 Real expectedSwaption = in checkCoterminalSwapsAndSwaptions() local
1258 Real expectedSwaption = in addCoterminalSwapsAndSwaptions() local