| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/evolvers/ |
| H A D | normalfwdratepc.cpp | 40 forwards_(marketModel->initialRates()), in NormalFwdRatePc()
94 forwards_.begin()); in startNewPath()
104 calculators_[currentStep_].compute(forwards_, drifts1_); in advanceStep()
116 forwards_[i] += drifts1_[i] ; in advanceStep()
117 forwards_[i] += in advanceStep()
123 calculators_[currentStep_].compute(forwards_, drifts2_); in advanceStep()
127 forwards_[i] += (drifts2_[i]-drifts1_[i])/2.0; in advanceStep()
131 curveState_.setOnForwardRates(forwards_); in advanceStep()
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| H A D | lognormalfwdrateballand.cpp | 39 forwards_(marketModel->initialRates()), in LogNormalFwdRateBalland()
108 calculators_[currentStep_].compute(forwards_, drifts1_); in advanceStep()
125 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
130 forwards_[i] = std::sqrt( forwards_[i]*(marketModel_->initialRates()[i]) ); in advanceStep()
133 calculators_[currentStep_].compute(forwards_, drifts2_); in advanceStep()
138 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
142 curveState_.setOnForwardRates(forwards_); in advanceStep()
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| H A D | lognormalfwdrateipc.cpp | 40 forwards_(marketModel->initialRates()), in LogNormalFwdRateIpc()
111 calculators_[currentStep_].computePlain(forwards_, drifts1_); in advanceStep()
133 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
134 g_[i] = rateTaus_[i]*(forwards_[i]+displacements_[i])/ in advanceStep()
135 (1.0+rateTaus_[i]*forwards_[i]); in advanceStep()
139 curveState_.setOnForwardRates(forwards_); in advanceStep()
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| H A D | lognormalfwdratepc.cpp | 40 forwards_(marketModel->initialRates()), in LogNormalFwdRatePc()
110 calculators_[currentStep_].compute(forwards_, drifts1_); in advanceStep()
127 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
131 calculators_[currentStep_].compute(forwards_, drifts2_); in advanceStep()
136 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
140 curveState_.setOnForwardRates(forwards_); in advanceStep()
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| H A D | lognormalfwdrateiballand.cpp | 39 forwards_(marketModel->initialRates()), in LogNormalFwdRateiBalland()
121 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
122 blFwd = std::sqrt( marketModel_->initialRates()[i]*forwards_[i] ); in advanceStep()
136 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
138 blFwd = std::sqrt( marketModel_->initialRates()[i]*forwards_[i] ); in advanceStep()
144 curveState_.setOnForwardRates(forwards_); in advanceStep()
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| H A D | svddfwdratepc.cpp | 46 forwards_(marketModel->initialRates()), in SVDDFwdRatePc()
134 calculators_[currentStep_].compute(forwards_, drifts1_); in advanceStep()
175 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
179 calculators_[currentStep_].compute(forwards_, drifts2_); in advanceStep()
184 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
188 curveState_.setOnForwardRates(forwards_); in advanceStep()
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| H A D | lognormalfwdrateeuler.cpp | 40 forwards_(marketModel->initialRates()), in LogNormalFwdRateEuler()
108 calculators_[currentStep_].compute(forwards_, drifts1_); in advanceStep()
125 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
131 curveState_.setOnForwardRates(forwards_); in advanceStep()
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| H A D | lognormalfwdrateeulerconstrained.cpp | 42 forwards_(marketModel->initialRates()), in LogNormalFwdRateEulerConstrained()
166 calculators_[currentStep_].compute(forwards_, drifts1_); in advanceStep()
219 forwards_[i] = std::exp(logForwards_[i]) - displacements_[i]; in advanceStep()
222 curveState_.setOnForwardRates(forwards_); in advanceStep()
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| H A D | normalfwdratepc.hpp | 61 std::vector<Rate> forwards_, initialForwards_; member in QuantLib::NormalFwdRatePc
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| H A D | lognormalfwdrateiballand.hpp | 62 std::vector<Rate> forwards_, displacements_, logForwards_, initialLogForwards_; member in QuantLib::LogNormalFwdRateiBalland
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| H A D | lognormalfwdratepc.hpp | 63 std::vector<Rate> forwards_, displacements_, logForwards_, initialLogForwards_; member in QuantLib::LogNormalFwdRatePc
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| H A D | lognormalfwdrateipc.hpp | 63 std::vector<Rate> forwards_, displacements_, logForwards_, initialLogForwards_; member in QuantLib::LogNormalFwdRateIpc
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| H A D | lognormalfwdrateballand.hpp | 62 std::vector<Rate> forwards_, displacements_, logForwards_, initialLogForwards_; member in QuantLib::LogNormalFwdRateBalland
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| H A D | lognormalfwdrateeuler.hpp | 72 std::vector<Rate> forwards_, displacements_, logForwards_, initialLogForwards_; member in QuantLib::LogNormalFwdRateEuler
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| H A D | svddfwdratepc.hpp | 81 std::vector<Rate> forwards_, displacements_, logForwards_, initialLogForwards_; member in QuantLib::SVDDFwdRatePc
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| H A D | lognormalfwdrateeulerconstrained.hpp | 87 std::vector<Rate> forwards_, displacements_, logForwards_, initialLogForwards_; member in QuantLib::LogNormalFwdRateEulerConstrained
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| /dports/finance/quantlib/QuantLib-1.20/ql/models/marketmodels/products/pathwise/ |
| H A D | pathwiseproductswaption.cpp | 146 …rateTimes.size()-1), bumpSize_(bumpSize), up_(rateTimes), down_(rateTimes), forwards_(numberRates_) in MarketModelPathwiseCoterminalSwaptionsNumericalDeflated()
186 forwards_ = currentState.forwardRates(); in nextTimeStep()
187 forwards_[k] += bumpSize_; in nextTimeStep()
188 up_.setOnForwardRates(forwards_); in nextTimeStep()
190 forwards_[k] -= bumpSize_; in nextTimeStep()
191 forwards_[k] -= bumpSize_; in nextTimeStep()
192 down_.setOnForwardRates(forwards_); in nextTimeStep()
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| H A D | pathwiseproductswaption.hpp | 139 std::vector<Rate> forwards_; member in QuantLib::MarketModelPathwiseCoterminalSwaptionsNumericalDeflated
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | swapforwardmappings.cpp | 62 const std::vector<Rate>& forwards(){return forwards_;} in forwards()
70 std::vector<Rate> forwards_; member in __anon1e7c84bf0111::MarketModelData
94 forwards_ = std::vector<Rate>(nbRates_); in MarketModelData()
98 forwards_[i] = 0.03 + 0.0010*i; in MarketModelData()
101 /(1+forwards_[i]*accruals_[i]); in MarketModelData()
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| /dports/net-im/tdlib/td-a53cb30e99f937cfd64e0266fa558785a184a553/td/telegram/ |
| H A D | UpdatesManager.cpp | 2583 update->forwards_); in on_update()
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| H A D | ContactsManager.cpp | 2993 …ssageId(ServerMessageId(interaction->msg_id_)).get(), interaction->views_, interaction->forwards_); in convert_broadcast_stats()
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| H A D | MessagesManager.cpp | 1834 …uto forward_count = (flags & telegram_api::messageViews::FORWARDS_MASK) != 0 ? info->forwards_ : 0; in on_result()
13435 message_info.forward_count = message->forwards_; in parse_telegram_api_message()
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