Searched refs:pricingPeriod (Results 1 – 2 of 2) sorted by relevance
128 const ext::shared_ptr<PricingPeriod>& pricingPeriod = *pi; in performCalculations() local130 QL_REQUIRE(pricingPeriod->quantity().amount() != 0, in performCalculations()137 calendar_.adjust(pricingPeriod->startDate()); in performCalculations()139 stepDate <= pricingPeriod->endDate(); in performCalculations()184 pricingPeriod->quantity().amount() * in performCalculations()197 dpi->first <= pricingPeriod->endDate(); ++dpi) { in performCalculations()209 if (pricingPeriod->paymentDate() >= evaluationDate + 2) { in performCalculations()212 pricingPeriod->paymentDate()); in performCalculations()215 pricingPeriod->paymentDate()); in performCalculations()234 paymentCashFlows_[pricingPeriod->paymentDate()] = in performCalculations()[all …]
160 const ext::shared_ptr<PricingPeriod>& pricingPeriod = *pi; in performCalculations() local166 calendar_.adjust(pricingPeriod->startDate()); in performCalculations()168 stepDate <= pricingPeriod->endDate(); in performCalculations()227 pricingPeriod->quantity().amount() * in performCalculations()240 dpi->first <= pricingPeriod->endDate(); ++dpi) { in performCalculations()252 if (pricingPeriod->paymentDate() >= evaluationDate + 2 /* settlement days*/) { in performCalculations()255 pricingPeriod->paymentDate()); in performCalculations()258 pricingPeriod->paymentDate()); in performCalculations()261 pricingPeriod->paymentDate()); in performCalculations()274 paymentCashFlows_[pricingPeriod->paymentDate()] = in performCalculations()[all …]