Searched refs:fYield2 (Results 1 – 1 of 1) sorted by relevance
| /trunk/main/scaddins/source/analysis/ |
| H A D | analysishelper.cxx | 1090 double fYield2 = 1.0; in getYield_() local
1092 …double fPrice2 = getPrice_( nNullDate, nSettle, nMat, fRate, fYield2, fRedemp, nFreq, nBase ); in getYield_()
1093 double fYieldN = ( fYield2 - fYield1 ) * 0.5; in getYield_()
1102 return fYield2; in getYield_()
1107 fYield2 *= 2.0; in getYield_()
1108 fPrice2 = getPrice_( nNullDate, nSettle, nMat, fRate, fYield2, fRedemp, nFreq, nBase ); in getYield_()
1110 fYieldN = ( fYield2 - fYield1 ) * 0.5; in getYield_()
1121 fYield2 = fYieldN; in getYield_()
1125 … fYieldN = fYield2 - ( fYield2 - fYield1 ) * ( ( fPrice - fPrice2 ) / ( fPrice1 - fPrice2 ) ); in getYield_()
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