Lines Matching refs:fFreq
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()
1227 p /= fDSCi * fYield / fFreq + 1.0; in GetOddlprice()
1228 p -= fAi * 100.0 * fRate / fFreq; in GetOddlprice()
1237 double fFreq = double( nFreq ); in GetOddlyield() local
1238 double fDCi = GetYearFrac( nNullDate, nLastCoup, nMat, nBase ) * fFreq; in GetOddlyield()
1239 double fDSCi = GetYearFrac( nNullDate, nSettle, nMat, nBase ) * fFreq; in GetOddlyield()
1240 double fAi = GetYearFrac( nNullDate, nLastCoup, nSettle, nBase ) * fFreq; in GetOddlyield()
1242 double y = fRedemp + fDCi * 100.0 * fRate / fFreq; in GetOddlyield()
1243 y /= fPrice + fAi * 100.0 * fRate / fFreq; in GetOddlyield()
1245 y *= fFreq / fDSCi; in GetOddlyield()