| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/inflation/ |
| H A D | inflationhelpers.hpp | 50 Real impliedQuote() const;
77 Real impliedQuote() const;
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| H A D | inflationhelpers.cpp | 78 Real ZeroCouponInflationSwapHelper::impliedQuote() const { in impliedQuote() function in QuantLib::ZeroCouponInflationSwapHelper
170 Real YearOnYearInflationSwapHelper::impliedQuote() const { in impliedQuote() function in QuantLib::YearOnYearInflationSwapHelper
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/yield/ |
| H A D | ratehelpers.hpp | 97 Real impliedQuote() const;
136 Real impliedQuote() const;
238 Real impliedQuote() const;
320 Real impliedQuote() const;
369 Real impliedQuote() const;
440 Real impliedQuote() const;
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| H A D | oisratehelper.hpp | 54 Real impliedQuote() const;
102 Real impliedQuote() const;
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| H A D | oisratehelper.cpp | 128 Real OISRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::OISRateHelper
194 Real DatedOISRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::DatedOISRateHelper
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| H A D | ratehelpers.cpp | 266 Real FuturesRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::FuturesRateHelper
335 Real DepositRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::DepositRateHelper
584 Real FraRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::FraRateHelper
892 Real SwapRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::SwapRateHelper
1001 Real BMASwapRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::BMASwapRateHelper
1059 Real FxSwapRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::FxSwapRateHelper
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| H A D | bondhelpers.hpp | 61 Real impliedQuote() const;
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| H A D | bondhelpers.cpp | 69 Real BondHelper::impliedQuote() const { in impliedQuote() function in QuantLib::BondHelper
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| H A D | fittedbonddiscountcurve.cpp | 270 Real error = helper->impliedQuote() - helper->quote()->value(); in values()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/ |
| H A D | bootstraphelper.hpp | 70 virtual Real impliedQuote() const = 0;
71 Real quoteError() const { return quote_->value() - impliedQuote(); } in quoteError()
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| H A D | globalbootstrap.hpp | 280 ts_->instruments_[firstHelper_ + i]->impliedQuote(); in calculate()
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| /dports/finance/quantlib/QuantLib-1.20/ql/termstructures/credit/ |
| H A D | defaultprobabilityhelpers.hpp | 160 Real impliedQuote() const;
207 Real impliedQuote() const;
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| H A D | defaultprobabilityhelpers.cpp | 176 Real SpreadCdsHelper::impliedQuote() const { in impliedQuote() function in QuantLib::SpreadCdsHelper
288 Real UpfrontCdsHelper::impliedQuote() const { in impliedQuote() function in QuantLib::UpfrontCdsHelper
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/inflation/ |
| H A D | yoyoptionlethelpers.hpp | 51 Real impliedQuote() const;
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| H A D | yoyoptionlethelpers.cpp | 68 Real YoYOptionletHelper::impliedQuote() const { in impliedQuote() function in QuantLib::YoYOptionletHelper
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| H A D | yoycapfloortermpricesurface.hpp | 547 QL_REQUIRE(fabs(YYhelpers[i]->impliedQuote() - original) <eps, in calculateYoYTermStructure()
550 << ", implied quote " << YYhelpers[i]->impliedQuote() in calculateYoYTermStructure()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/averageois/ |
| H A D | arithmeticoisratehelper.hpp | 50 Real impliedQuote() const;
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| H A D | arithmeticoisratehelper.cpp | 91 Real ArithmeticOISRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::ArithmeticOISRateHelper
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/futures/ |
| H A D | overnightindexfutureratehelper.hpp | 48 Real impliedQuote() const;
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| H A D | overnightindexfutureratehelper.cpp | 57 Real OvernightIndexFutureRateHelper::impliedQuote() const { in impliedQuote() function in QuantLib::OvernightIndexFutureRateHelper
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/credit/ |
| H A D | riskyassetswap.hpp | 104 Real impliedQuote() const;
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| H A D | riskyassetswap.cpp | 213 Real AssetSwapHelper::impliedQuote() const { in impliedQuote() function in QuantLib::AssetSwapHelper
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | inflation.cpp | 395 BOOST_REQUIRE_MESSAGE(std::fabs(helpers[i]->impliedQuote() in testZeroTermStructure()
398 << helpers[i]->impliedQuote() in testZeroTermStructure()
530 BOOST_CHECK_MESSAGE(std::fabs(helpersyes[i]->impliedQuote() in testZeroTermStructure()
533 << helpersyes[i]->impliedQuote() in testZeroTermStructure()
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| H A D | piecewiseyieldcurve.cpp | 1296 Real a = additionalHelpers[0]->impliedQuote(); in operator ()()
1297 Real b = additionalHelpers[6]->impliedQuote(); in operator ()()
1300 additionalHelpers[1 + k]->impliedQuote(); in operator ()()
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