Home
last modified time | relevance | path

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

/aoo42x/main/scaddins/source/analysis/
H A Dfinancial.cxx103 sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB ) in getDuration() argument
106 if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq || nSettle >= nMat ) in getDuration()
109 …double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDateMode(… in getDuration()
249 sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sal_Int32 nFreq, const ANY& rOB ) in getMduration() argument
252 if( fCoup < 0.0 || fYield < 0.0 || CHK_Freq ) in getMduration()
255 …double fRet = GetDuration( GetNullDate( xOpt ), nSettle, nMat, fCoup, fYield, nFreq, getDate… in getMduration()
313 …sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, double fRedemp, sal_Int32 nFreq, c… in getYield() argument
316 if( fCoup < 0.0 || fPrice <= 0.0 || fRedemp <= 0.0 || CHK_Freq || nSettle >= nMat ) in getYield()
319 …double fRet = getYield_( GetNullDate( xOpt ), nSettle, nMat, fCoup, fPrice, fRedemp, nFreq, getDat… in getYield()
H A Danalysis.hxx209 …getDuration( constREFXPS& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sa…
216 …etMduration( constREFXPS& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fYield, sa…
220 …L getYield( constREFXPS& xOpt, sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPrice, do…
H A Danalysishelper.cxx963 double GetDuration( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, double fCoup, in GetDuration() argument
970 fCoup *= f100 / double( nFreq ); // fCoup is used as cash flow in GetDuration()
979 fDur += ( t + nDiff ) * ( fCoup ) / pow( fYield, t + nDiff ); in GetDuration()
981 fDur += ( fNumOfCoups + nDiff ) * ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff ); in GetDuration()
985 p += fCoup / pow( fYield, t + nDiff ); in GetDuration()
987 p += ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff ); in GetDuration()
1085 double getYield_( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double fPri… in getYield_() argument
1088 double fRate = fCoup; in getYield_()
H A Danalysishelper.hxx108 double GetDuration( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, double fCoup,
115 double getYield_( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, double fCoup, double f…

Completed in 40 milliseconds