Searched refs:lmmMarketModel (Results 1 – 1 of 1) sorted by relevance
336 lmmMarketModel(new CotSwapToFwdAdapter(smmMarketModel)); in testForwardCoterminalMappings() local342 (lmmMarketModel, generatorFactory, numeraires)); in testForwardCoterminalMappings()409 ext::shared_ptr<MarketModel> lmmMarketModel(new in testSwaptionImpliedVolatility() local422 (lmmMarketModel, generatorFactory, numeraires)); in testSwaptionImpliedVolatility()430 …Real estimatedImpliedVol = SwapForwardMappings::swaptionImpliedVolatility(*lmmMarketModel,startInd… in testSwaptionImpliedVolatility()