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Searched refs:valuationDate (Results 1 – 4 of 4) sorted by relevance

/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/bond/
H A Ddiscountingbondengine.cpp37 results_.valuationDate = (*discountCurve_)->referenceDate(); in calculate()
46 results_.valuationDate, in calculate()
47 results_.valuationDate); in calculate()
52 && results_.valuationDate == arguments_.settlementDate) { in calculate()
/dports/finance/quantlib/QuantLib-1.20/ql/
H A Dinstrument.hpp56 const Date& valuationDate() const;
117 valuationDate = Date(); in reset()
122 Date valuationDate; member in QuantLib::Instrument::results
183 valuationDate_ = results->valuationDate; in fetchResults()
201 inline const Date& Instrument::valuationDate() const { in valuationDate() function in QuantLib::Instrument
/dports/finance/quantlib/QuantLib-1.20/ql/pricingengines/swap/
H A Ddiscountingswapengine.cpp55 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()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/catbonds/
H A Dmontecarlocatbondengine.cpp39 results_.valuationDate = (*discountCurve_)->referenceDate(); in calculate()
50 results_.valuationDate, in calculate()
51 results_.valuationDate, in calculate()
63 && results_.valuationDate == arguments_.settlementDate) { in calculate()