| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | inflationcapfloor.cpp | 312 if (std::fabs((cap->NPV()-floor->NPV())-collar.NPV()) > 1e-6) { in testConsistency()
317 << " cap value: " << cap->NPV() in testConsistency()
319 << " floor value: " << floor->NPV() in testConsistency()
321 << " collar value: " << collar.NPV()); in testConsistency()
330 capletsNPV += caplets[m]->NPV(); in testConsistency()
333 if (std::fabs(cap->NPV() - capletsNPV) > 1e-6) { in testConsistency()
350 floorletsNPV += floorlets[m]->NPV(); in testConsistency()
370 collarletsNPV += collarlets[m]->NPV(); in testConsistency()
466 if (std::fabs((cap->NPV()-floor->NPV()) - swap.NPV()) > 1.0e-6) { in testParity()
472 << " cap value: " << cap->NPV() << "\n" in testParity()
[all …]
|
| H A D | capflooredcoupon.cpp | 225 if (std::abs(vanillaLeg.NPV()-collarLeg.NPV())>tolerance) { in testLargeRates()
234 "Diff: " << std::abs(vanillaLeg.NPV()-collarLeg.NPV())); in testLargeRates()
301 npvCap = cap.NPV(); in testDecomposition()
327 npvFloor = floor.NPV(); in testDecomposition()
353 npvCollar = collar.NPV(); in testDecomposition()
386 npvCap = cap_p.NPV(); in testDecomposition()
411 npvFloor = floor_n.NPV(); in testDecomposition()
449 npvFloor = floor_p1.NPV(); in testDecomposition()
472 npvCap = cap_n.NPV(); in testDecomposition()
504 npvCollar = collar_p.NPV(); in testDecomposition()
[all …]
|
| H A D | bermudanswaption.cpp | 166 if (std::fabs(swaption.NPV()-itmValue) > tolerance) in testCachedValues()
171 if (std::fabs(swaption.NPV()-itmValueFdm) > tolerance) in testCachedValues()
178 if (std::fabs(swaption.NPV()-atmValue) > tolerance) in testCachedValues()
184 if (std::fabs(swaption.NPV()-atmValueFdm) > tolerance) in testCachedValues()
191 if (std::fabs(swaption.NPV()-otmValue) > tolerance) in testCachedValues()
198 if (std::fabs(swaption.NPV()-otmValueFdm) > tolerance) in testCachedValues()
218 if (std::fabs(swaption.NPV()-itmValue) > tolerance) in testCachedValues()
224 if (std::fabs(swaption.NPV()-atmValue) > tolerance) in testCachedValues()
230 if (std::fabs(swaption.NPV()-otmValue) > tolerance) in testCachedValues()
293 const Real calculatedFdm = swaptions[i]->NPV(); in testCachedG2Values()
[all …]
|
| H A D | inflationcapflooredcoupon.cpp | 446 npvCap = cap.NPV(); in testDecomposition()
472 npvFloor = floor.NPV(); in testDecomposition()
498 npvCollar = collar.NPV(); in testDecomposition()
531 npvCap = cap_p.NPV(); in testDecomposition()
556 npvFloor = floor_n.NPV(); in testDecomposition()
594 npvFloor = floor_p1.NPV(); in testDecomposition()
617 npvCap = cap_n.NPV(); in testDecomposition()
649 npvCollar = collar_p.NPV(); in testDecomposition()
677 npvCollar = collar_n.NPV(); in testDecomposition()
775 if ( fabs(capped - (swap.NPV() - cap->NPV())) > 1.0e-6) { in testInstrumentEquality()
[all …]
|
| H A D | capfloor.cpp | 234 cap_values.push_back(cap->NPV()); in testStrikeDependency()
238 floor_values.push_back(floor->NPV()); in testStrikeDependency()
306 if (std::fabs((cap->NPV()-floor->NPV())-collar.NPV()) > 1e-10) { in testConsistency()
324 capletsNPV += caplets[m]->NPV(); in testConsistency()
344 floorletsNPV += floorlets[m]->NPV(); in testConsistency()
364 collarletsNPV += collarlets[m]->NPV(); in testConsistency()
429 if (std::fabs((cap->NPV()-floor->NPV()) - swap.NPV()) > 1.0e-10) { in testParity()
493 Real swapNPV = swap.NPV(); in testATMRate()
545 Real value = capfloor->NPV(); in testImpliedVolatility()
629 if (std::fabs(cap->NPV()-cachedCapNPV) > 1.0e-11) in testCachedValue()
[all …]
|
| H A D | asianoptions.cpp | 156 calculated = option2.NPV(); in testAnalyticContinuousGeometricAveragePrice()
1064 price1 = option1.NPV(); in testPastFixings()
1065 price2 = option2.NPV(); in testPastFixings()
1115 price3 = option3.NPV(); in testPastFixings()
1116 price4 = option4.NPV(); in testPastFixings()
1198 option1.NPV(); in testAllFixingsInThePast()
1208 option1.NPV(); in testAllFixingsInThePast()
1218 option2.NPV(); in testAllFixingsInThePast()
1234 option1.NPV(); in testAllFixingsInThePast()
1244 option1.NPV(); in testAllFixingsInThePast()
[all …]
|
| H A D | instruments.cpp | 43 s->NPV(); in testObservable()
48 s->NPV(); in testObservable()
57 s->NPV(); in testObservable()
61 s->NPV(); in testObservable()
105 if (composite.NPV() != 0.0) in testCompositeWhenShiftingDates()
112 if (composite.NPV() == 0.0) in testCompositeWhenShiftingDates()
|
| H A D | convertiblebonds.cpp | 174 Real error = std::fabs(euZero.NPV()-zero.settlementValue()); in testBond()
177 << "\n calculated: " << euZero.NPV() in testBond()
182 error = std::fabs(amZero.NPV()-zero.settlementValue()); in testBond()
185 << "\n calculated: " << amZero.NPV() in testBond()
224 error = std::fabs(euFixed.NPV()-fixed.settlementValue()); in testBond()
227 << "\n calculated: " << euFixed.NPV() in testBond()
232 error = std::fabs(amFixed.NPV()-fixed.settlementValue()); in testBond()
235 << "\n calculated: " << amFixed.NPV() in testBond()
356 + vars.conversionRatio* euOption.NPV()); in testOption()
357 Real error = std::fabs(euZero.NPV()-expected); in testOption()
[all …]
|
| H A D | overnightindexedswap.cpp | 208 if (std::fabs(swap->NPV()) > 1.0e-10) { in testFairRate()
217 if (std::fabs(swap->NPV()) > 1.0e-10) { in testFairRate()
261 if (std::fabs(swap->NPV()) > 1.0e-10) { in testFairSpread()
267 "\n swap value: " << swap->NPV()); in testFairSpread()
270 if (std::fabs(swap->NPV()) > 1.0e-10) { in testFairSpread()
276 "\n swap value: " << swap->NPV()); in testFairSpread()
301 if (std::fabs(swap->NPV()-cachedNPV) > tolerance) in testCachedValue()
304 "\ncalculated: " << swap->NPV() << in testCachedValue()
307 if (std::fabs(swap2->NPV()-cachedNPV) > tolerance) in testCachedValue()
310 "\ncalculated: " << swap->NPV() << in testCachedValue()
[all …]
|
| H A D | cliquetoption.cpp | 91 Real calculated = option.NPV(); in testValues()
180 Real value = option.NPV(); in testOptionGreeks()
204 value_p = option.NPV(); in testOptionGreeks()
206 value_m = option.NPV(); in testOptionGreeks()
212 value_p = option.NPV(); in testOptionGreeks()
214 value_m = option.NPV(); in testOptionGreeks()
221 value_p = option.NPV(); in testOptionGreeks()
223 value_m = option.NPV(); in testOptionGreeks()
230 value_m = option.NPV(); in testOptionGreeks()
232 value_p = option.NPV(); in testOptionGreeks()
[all …]
|
| H A D | quantooption.cpp | 286 Real calculated = option.NPV(); in testValues()
415 value_p = option.NPV(); in testGreeks()
417 value_m = option.NPV(); in testGreeks()
571 Real calculated = option.NPV(); in testForwardValues()
866 Real calculated = option.NPV(); in testForwardPerformanceValues()
951 Real calculated = option.NPV(); in testBarrierValues()
1037 Real calculated = option.NPV(); in testDoubleBarrierValues()
1224 calculated["npv"] = option.NPV(); in testPDEOptionValues()
1238 expected["npv"] = option.NPV(); in testPDEOptionValues()
1326 const Real bsCalculated = option.NPV(); in testAmericanQuantoOption()
[all …]
|
| H A D | swaption.cpp | 156 values.push_back(swaption->NPV()); in testStrikeDependency()
259 values.push_back(swaption->NPV()); in testSpreadDependency()
369 if (std::fabs(swaption1->NPV()-swaption2->NPV()) > 1.0e-6) in testSpreadTreatment()
378 if (std::fabs(swaption1_cash->NPV()-swaption2_cash->NPV()) > 1.0e-6) in testSpreadTreatment()
424 if (std::fabs(swaption->NPV()-cachedNPV) > 1.0e-12) in testCachedValue()
472 (swaption2->NPV()-swaption1->NPV())/(200.0*shift); in testVega()
656 Real value_p_u360 = swaption_p_u360->NPV(); in testCashSettledSwaptions()
661 Real value_c_u360 = swaption_c_u360->NPV(); in testCashSettledSwaptions()
672 Real value_p_a365 = swaption_p_a365->NPV(); in testCashSettledSwaptions()
677 Real value_c_a365 = swaption_c_a365->NPV(); in testCashSettledSwaptions()
[all …]
|
| /dports/finance/quantlib/QuantLib-1.20/Examples/EquityOption/ |
| H A D | EquityOption.cpp | 145 << std::setw(widths[1]) << std::left << europeanOption.NPV() in main()
163 << std::setw(widths[1]) << std::left << europeanOption.NPV() in main()
180 << std::setw(widths[1]) << std::left << europeanOption.NPV() in main()
197 << std::setw(widths[1]) << std::left << europeanOption.NPV() in main()
210 << std::setw(widths[3]) << std::left << americanOption.NPV() in main()
221 << std::setw(widths[3]) << std::left << americanOption.NPV() in main()
230 << std::setw(widths[1]) << std::left << europeanOption.NPV() in main()
247 << std::setw(widths[1]) << std::left << europeanOption.NPV() in main()
248 << std::setw(widths[2]) << std::left << bermudanOption.NPV() in main()
249 << std::setw(widths[3]) << std::left << americanOption.NPV() in main()
[all …]
|
| /dports/finance/quantlib/QuantLib-1.20/Examples/BermudanSwaption/ |
| H A D | BermudanSwaption.cpp | 321 std::cout << "G2 (tree): " << otmBermudanSwaption.NPV() in main()
325 std::cout << "G2 (fdm) : " << otmBermudanSwaption.NPV() in main()
330 std::cout << "HW (tree): " << otmBermudanSwaption.NPV() in main()
334 std::cout << "HW (fdm) : " << otmBermudanSwaption.NPV() in main()
339 std::cout << "HW (num, tree): " << otmBermudanSwaption.NPV() in main()
343 std::cout << "HW (num, fdm): " << otmBermudanSwaption.NPV() in main()
348 std::cout << "BK: " << otmBermudanSwaption.NPV() in main()
363 std::cout << "G2 (tree): " << itmBermudanSwaption.NPV() in main()
367 std::cout << "G2 (fdm) : " << itmBermudanSwaption.NPV() in main()
372 std::cout << "HW (tree): " << itmBermudanSwaption.NPV() in main()
[all …]
|
| /dports/finance/quantlib/QuantLib-1.20/Examples/Replication/ |
| H A D | Replication.cpp | 184 Real putValue = putn->NPV(); in main()
221 Real putValue = putn->NPV(); in main()
227 portfolioValue = portfolio2.NPV(); in main()
252 Real putValue = putn->NPV(); in main()
258 portfolioValue = portfolio3.NPV(); in main()
289 portfolioValue = portfolio1.NPV(); in main()
297 portfolioValue = portfolio2.NPV(); in main()
305 portfolioValue = portfolio3.NPV(); in main()
334 portfolioValue = portfolio1.NPV(); in main()
342 portfolioValue = portfolio2.NPV(); in main()
[all …]
|
| /dports/net-mgmt/netdisco-mibs/netdisco-mibs-4.010/cisco/ |
| H A D | CISCO-NPORT-VIRTUALIZATION-MIB.my | 2 -- CISCO-NPORT-VIRTUALIZATION-MIB.my: N_port Virtualization (NPV) MIB
45 Virtualization or NPV within the framework of Cisco's
46 N_port virtualization (NPV) Architecture.
51 between NPV core switch links and end-devices, which
73 NPV Device - A fibre channel switch working in NPV
77 one or more NPV devices.
89 connects to the NPV Core Switch.
125 -- NPV Global Configurations
148 -- NPV Traffic Map configuration
284 implement the NPV feature."
[all …]
|
| /dports/net-mgmt/observium/observium/mibs/cisco/ |
| H A D | CISCO-NPORT-VIRTUALIZATION-MIB | 2 -- CISCO-NPORT-VIRTUALIZATION-MIB.my: N_port Virtualization (NPV) MIB
45 Virtualization or NPV within the framework of Cisco's
46 N_port virtualization (NPV) Architecture.
51 between NPV core switch links and end-devices, which
73 NPV Device - A fibre channel switch working in NPV
77 one or more NPV devices.
89 connects to the NPV Core Switch.
125 -- NPV Global Configurations
148 -- NPV Traffic Map configuration
284 implement the NPV feature."
[all …]
|
| /dports/editors/calligra/calligra-3.2.1/sheets/functions/ |
| H A D | kspreadfinancialmodule.desktop | 42 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
43 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
44 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
46 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
47 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
48 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
49 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
51 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
52 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
53 …NUITY, INTRATE, IPMT, ISPMT, LEVEL_COUPON, MDURATION, MIRR, NOMINAL, NPER, NPV, ODDLPRICE, ODDLYIE…
[all …]
|
| /dports/net-mgmt/observium/observium/mibs/h3c/ |
| H A D | H3C-NPV-MIB | 6 -- NPV within the framework of N_Port virtualization(NPV) architecture.
13 H3C-NPV-MIB DEFINITIONS ::= BEGIN
38 or NPV within the framework of N_Port virtualization(NPV)
45 the domain IDs for these edge switches. NPV core switch is a
78 -- NPV Traffic Load balance
97 -- NPV Traffic Map configuration
119 Traffic mapping is a technique used in NPV device to
200 -- Per Server Interface NPV Information
211 Each entry contains NPV related information like
222 "An entry in the h3cNpvServerIfTable, containing NPV
[all …]
|
| /dports/net-mgmt/observium/observium/mibs/hh3c/ |
| H A D | HH3C-NPV-MIB | 6 -- NPV within the framework of N_Port virtualization(NPV) architecture.
13 HH3C-NPV-MIB DEFINITIONS ::= BEGIN
38 or NPV within the framework of N_Port virtualization(NPV)
45 the domain IDs for these edge switches. NPV core switch is a
78 -- NPV Traffic Load balance
97 -- NPV Traffic Map configuration
119 Traffic mapping is a technique used in NPV device to
200 -- Per Server Interface NPV Information
211 Each entry contains NPV related information like
222 "An entry in the hh3cNpvServerIfTable, containing NPV
[all …]
|
| /dports/finance/quantlib/QuantLib-1.20/Examples/ConvertibleBonds/ |
| H A D | ConvertibleBonds.cpp | 219 << std::setw(widths[1]) << std::left << europeanBond.NPV() in main()
220 << std::setw(widths[2]) << std::left << americanBond.NPV() in main()
232 << std::setw(widths[1]) << std::left << europeanBond.NPV() in main()
233 << std::setw(widths[2]) << std::left << americanBond.NPV() in main()
247 << std::setw(widths[1]) << std::left << europeanBond.NPV() in main()
248 << std::setw(widths[2]) << std::left << americanBond.NPV() in main()
260 << std::setw(widths[1]) << std::left << europeanBond.NPV() in main()
261 << std::setw(widths[2]) << std::left << americanBond.NPV() in main()
273 << std::setw(widths[1]) << std::left << europeanBond.NPV() in main()
274 << std::setw(widths[2]) << std::left << americanBond.NPV() in main()
[all …]
|
| /dports/net-mgmt/netdisco-mibs/netdisco-mibs-4.010/hp/ |
| H A D | hpnicfNpv.mib | 6 -- NPV within the framework of N_Port virtualization(NPV) architecture.
12 HPN-ICF-NPV-MIB DEFINITIONS ::= BEGIN
34 or NPV within the framework of N_Port virtualization(NPV)
39 in the NPV mode do not join a fabric; rather, they pass traffic
41 the domain IDs for these edge switches. NPV core switch is a
71 -- NPV Traffic Loadbalance
90 -- NPV Traffic Map configuration
112 Traffic mapping is a technique used in NPV device to
193 -- Per Server Interface NPV Information
204 Each entry contains NPV related information like
[all …]
|
| /dports/net-mgmt/observium/observium/mibs/hp/ |
| H A D | HPN-ICF-NPV-MIB | 6 -- NPV within the framework of N_Port virtualization(NPV) architecture.
12 HPN-ICF-NPV-MIB DEFINITIONS ::= BEGIN
34 or NPV within the framework of N_Port virtualization(NPV)
39 in the NPV mode do not join a fabric; rather, they pass traffic
41 the domain IDs for these edge switches. NPV core switch is a
71 -- NPV Traffic Loadbalance
90 -- NPV Traffic Map configuration
112 Traffic mapping is a technique used in NPV device to
193 -- Per Server Interface NPV Information
204 Each entry contains NPV related information like
[all …]
|
| /dports/astro/wcslib/wcslib-7.7/Fortran/test/ |
| H A D | twcsmix.f | 107 NPV = 2
113 NPV = 2
119 NPV = 4
127 NPV = 3
134 NPV = 2
140 NPV = 2
146 NPV = 2
152 NPV = 2
158 NPV = 2
164 NPV = 4
[all …]
|
| /dports/astro/wcslib/wcslib-7.7/C/test/ |
| H A D | twcsmix.c | 72 int NPV; variable
137 NPV = 2; in main()
143 NPV = 2; in main()
149 NPV = 4; in main()
157 NPV = 3; in main()
164 NPV = 2; in main()
170 NPV = 2; in main()
176 NPV = 2; in main()
182 NPV = 2; in main()
188 NPV = 2; in main()
[all …]
|