Searched refs:valuationDate (Results 1 – 4 of 4) sorted by relevance
37 results_.valuationDate = (*discountCurve_)->referenceDate(); in calculate()46 results_.valuationDate, in calculate()47 results_.valuationDate); in calculate()52 && results_.valuationDate == arguments_.settlementDate) { in calculate()
56 const Date& valuationDate() const;117 valuationDate = Date(); in reset()122 Date valuationDate; member in QuantLib::Instrument::results183 valuationDate_ = results->valuationDate; in fetchResults()201 inline const Date& Instrument::valuationDate() const { in valuationDate() function in QuantLib::Instrument
55 results_.valuationDate = npvDate_; in calculate()57 results_.valuationDate = refDate; in calculate()63 results_.npvDateDiscount = discountCurve_->discount(results_.valuationDate); in calculate()82 results_.valuationDate, in calculate()
39 results_.valuationDate = (*discountCurve_)->referenceDate(); in calculate()50 results_.valuationDate, in calculate()51 results_.valuationDate, in calculate()63 && results_.valuationDate == arguments_.settlementDate) { in calculate()