Home
last modified time | relevance | path

Searched refs:fYield2 (Results 1 – 1 of 1) sorted by relevance

/trunk/main/scaddins/source/analysis/
H A Danalysishelper.cxx1091 double fYield2 = 1.0; in getYield_() local
1093 double fPrice2 = getPrice_( nNullDate, nSettle, nMat, fRate, fYield2, fRedemp, nFreq, nBase ); in getYield_()
1094 double fYieldN = ( fYield2 - fYield1 ) * 0.5; in getYield_()
1103 return fYield2; in getYield_()
1108 fYield2 *= 2.0; in getYield_()
1109 fPrice2 = getPrice_( nNullDate, nSettle, nMat, fRate, fYield2, fRedemp, nFreq, nBase ); in getYield_()
1111 fYieldN = ( fYield2 - fYield1 ) * 0.5; in getYield_()
1122 fYield2 = fYieldN; in getYield_()
1126 fYieldN = fYield2 - ( fYield2 - fYield1 ) * ( ( fPrice - fPrice2 ) / ( fPrice1 - fPrice2 ) ); in getYield_()

Completed in 26 milliseconds