Searched refs:initialNumeraire (Results 1 – 4 of 4) sorted by relevance
277 Size initialNumeraire = evolver->numeraires().front(); in simulate() local1591 todaysDiscounts[initialNumeraire]; in testCallableSwapNaif()1771 todaysDiscounts[initialNumeraire]; in testCallableSwapLS()2122 todaysDiscounts[initialNumeraire]; in testGreeks()2300 todaysDiscounts[initialNumeraire]; in testPathwiseGreeks()3213 todaysDiscounts[initialNumeraire]; in testPathwiseVegas()3486 todaysDiscounts[initialNumeraire]; in testPathwiseVegas()4044 Size initialNumeraire = evolver.numeraires().front(); in testPathwiseMarketVegas() local4046 todaysDiscounts[initialNumeraire]; in testPathwiseMarketVegas()4199 Size initialNumeraire = evolver.numeraires().front(); in testPathwiseMarketVegas() local[all …]
162 Size initialNumeraire = evolver->numeraires().front(); in simulate() local163 Real initialNumeraireValue = todaysDiscounts[initialNumeraire]; in simulate()
169 Size initialNumeraire = evolver->numeraires().front(); in simulate() local170 Real initialNumeraireValue = todaysDiscounts[initialNumeraire]; in simulate()
167 Size initialNumeraire = evolver->numeraires().front(); in simulate() local168 Real initialNumeraireValue = todaysDiscounts[initialNumeraire]; in simulate()