Searched refs:ZeroCouponInflationSwap (Results 1 – 6 of 6) sorted by relevance
| /dports/finance/quantlib/QuantLib-1.20/ql/instruments/ |
| H A D | zerocouponinflationswap.cpp | 34 ZeroCouponInflationSwap::ZeroCouponInflationSwap( in ZeroCouponInflationSwap() function in QuantLib::ZeroCouponInflationSwap
118 void ZeroCouponInflationSwap::setupArguments(PricingEngine::arguments* args) const { in setupArguments()
123 void ZeroCouponInflationSwap::arguments::validate() const { in validate()
128 void ZeroCouponInflationSwap::fetchResults(const PricingEngine::results* r) const { in fetchResults()
133 Real ZeroCouponInflationSwap::fairRate() const { in fairRate()
158 Real ZeroCouponInflationSwap::fixedLegNPV() const { in fixedLegNPV()
164 Real ZeroCouponInflationSwap::inflationLegNPV() const { in inflationLegNPV()
170 const Leg& ZeroCouponInflationSwap::fixedLeg() const { in fixedLeg()
174 const Leg& ZeroCouponInflationSwap::inflationLeg() const { in inflationLeg()
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| H A D | zerocouponinflationswap.hpp | 66 class ZeroCouponInflationSwap : public Swap { class
71 ZeroCouponInflationSwap(Type type,
144 class ZeroCouponInflationSwap::arguments : public Swap::arguments {
151 class ZeroCouponInflationSwap::engine
152 : public GenericEngine<ZeroCouponInflationSwap::arguments,
153 ZeroCouponInflationSwap::results> {};
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/inflation/ |
| H A D | inflationhelpers.cpp | 109 zciis_.reset(new ZeroCouponInflationSwap( in setTermStructure()
110 ZeroCouponInflationSwap::Payer, in setTermStructure()
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| H A D | inflationhelpers.hpp | 58 ext::shared_ptr<ZeroCouponInflationSwap> zciis_;
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | inflationcpiswap.cpp | 393 ZeroCouponInflationSwap::Type ztype = ZeroCouponInflationSwap::Payer; in zciisconsistency()
403 ZeroCouponInflationSwap zciis(ztype, nominal, startDate, endDate, cal, in zciisconsistency()
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| H A D | inflation.cpp | 462 ZeroCouponInflationSwap nzcis(ZeroCouponInflationSwap::Payer, in testZeroTermStructure()
574 ZeroCouponInflationSwap nzcisyes(ZeroCouponInflationSwap::Payer, in testZeroTermStructure()
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