| /dports/finance/quantlib/QuantLib-1.20/ql/models/ |
| H A D | model.hpp | 53 virtual Real discountBondOption(Option::Type type,
58 virtual Real discountBondOption(Option::Type type,
171 inline Real AffineModel::discountBondOption(Option::Type type, in discountBondOption() function in QuantLib::AffineModel
176 return discountBondOption(type, strike, maturity, bondMaturity); in discountBondOption()
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/shortrate/onefactormodels/ |
| H A D | hullwhite.hpp | 57 Real discountBondOption(Option::Type type,
62 Real discountBondOption(Option::Type type,
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| H A D | hullwhite.cpp | 89 Real HullWhite::discountBondOption(Option::Type type, Real strike, in discountBondOption() function in QuantLib::HullWhite
107 Real HullWhite::discountBondOption(Option::Type type, Real strike, in discountBondOption() function in QuantLib::HullWhite
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| H A D | vasicek.hpp | 47 virtual Real discountBondOption(Option::Type type,
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| H A D | vasicek.cpp | 57 Real Vasicek::discountBondOption(Option::Type type, in discountBondOption() function in QuantLib::Vasicek
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| H A D | coxingersollross.hpp | 52 virtual Real discountBondOption(Option::Type type,
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| H A D | extendedcoxingersollross.hpp | 58 Real discountBondOption(Option::Type type,
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| H A D | extendedcoxingersollross.cpp | 61 Real ExtendedCoxIngersollRoss::discountBondOption(Option::Type type, in discountBondOption() function in QuantLib::ExtendedCoxIngersollRoss
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| H A D | coxingersollross.cpp | 83 Real CoxIngersollRoss::discountBondOption(Option::Type type, in discountBondOption() function in QuantLib::CoxIngersollRoss
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/capfloor/ |
| H A D | analyticcapfloorengine.cpp | 103 model_->discountBondOption(Option::Put, 1.0/temp, in calculate()
111 model_->discountBondOption(Option::Call, 1.0/temp, in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/legacy/libormarketmodels/ |
| H A D | liborforwardmodel.hpp | 66 Real discountBondOption(Option::Type type, Real strike,
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| H A D | liborforwardmodel.cpp | 64 Real LiborForwardModel::discountBondOption(Option::Type type, in discountBondOption() function in QuantLib::LiborForwardModel
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| /dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swaption/ |
| H A D | jamshidianswaptionengine.cpp | 116 Real dboValue = model_->discountBondOption( in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/shortrate/twofactormodels/ |
| H A D | g2.hpp | 76 Real discountBondOption(Option::Type type,
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| H A D | g2.cpp | 77 Real G2::discountBondOption(Option::Type type, Real strike, Time maturity, in discountBondOption() function in QuantLib::G2
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/shortrate/ |
| H A D | generalizedhullwhite.cpp | 180 Real GeneralizedHullWhite::discountBondOption(Option::Type type, Real strike, in discountBondOption() function in QuantLib::GeneralizedHullWhite
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| H A D | generalizedhullwhite.hpp | 129 Real discountBondOption(Option::Type type,
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | hybridhestonhullwhiteprocess.cpp | 357 expected = hwModel->discountBondOption(Option::Call, strike, t, T); in testZeroBondPricing()
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