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Searched defs:expectedSwaption (Results 1 – 4 of 4) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dswapforwardmappings.cpp358 Real expectedSwaption = BlackCalculator(payoff, in testForwardCoterminalMappings() local
437 Real expectedSwaption = BlackCalculator(payoffDis, in testSwaptionImpliedVolatility() local
H A Dmarketmodel_cms.cpp402 Real expectedSwaption = in checkCMSAndSwaptions() local
H A Dmarketmodel_smm.cpp395 Real expectedSwaption = in checkCoterminalSwapsAndSwaptions() local
H A Dmarketmodel.cpp1258 Real expectedSwaption = in addCoterminalSwapsAndSwaptions() local