Searched refs:fFreq (Results 1 – 1 of 1) sorted by relevance
| /AOO41X/main/scaddins/source/analysis/ ! |
| H A D | analysishelper.cxx | 1140 double fFreq = nFreq; in getPrice_() local 1147 double fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + fDSC_E ) ); in getPrice_() 1148 fRet -= 100.0 * fRate / fFreq * fA / fE; in getPrice_() 1150 double fT1 = 100.0 * fRate / fFreq; in getPrice_() 1151 double fT2 = 1.0 + fYield / fFreq; in getPrice_() 1221 double fFreq = double( nFreq ); in GetOddlprice() local 1222 double fDCi = GetYearFrac( nNullDate, nLastCoup, nMat, nBase ) * fFreq; in GetOddlprice() 1223 double fDSCi = GetYearFrac( nNullDate, nSettle, nMat, nBase ) * fFreq; in GetOddlprice() 1224 double fAi = GetYearFrac( nNullDate, nLastCoup, nSettle, nBase ) * fFreq; in GetOddlprice() 1226 double p = fRedemp + fDCi * 100.0 * fRate / fFreq; in GetOddlprice() [all …]
|