Searched refs:lastQuoteDate (Results 1 – 4 of 4) sorted by relevance
77 Date lastQuoteDate = index_->lastQuoteDate(); in performCalculations() local78 if (lastQuoteDate >= evaluationDate - 1) { in performCalculations()85 << io::iso_date(lastQuoteDate) in performCalculations()
114 Date lastQuoteDate = index_->lastQuoteDate(); in performCalculations() local115 if (lastQuoteDate < evaluationDate - 1) { in performCalculations()119 << io::iso_date(lastQuoteDate); in performCalculations()145 if (stepDate <= lastQuoteDate) { in performCalculations()
134 Date lastPayIndexQuoteDate = payIndex_->lastQuoteDate(); in performCalculations()135 Date lastReceiveIndexQuoteDate = receiveIndex_->lastQuoteDate(); in performCalculations()152 Date lastQuoteDate = std::min(lastPayIndexQuoteDate, in performCalculations() local175 if (stepDate <= lastQuoteDate) { in performCalculations()
67 Date lastQuoteDate() const;169 inline Date CommodityIndex::lastQuoteDate() const { in lastQuoteDate() function in QuantLib::CommodityIndex