Lines Matching refs:fYield
964 double fYield, sal_Int32 nFreq, sal_Int32 nBase ) THROWDEF_RTE_IAE in GetDuration() argument
971 fYield /= nFreq; in GetDuration()
972 fYield += 1.0; 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()
1137 …ble getPrice_( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, double fRate, double fYield, in getPrice_() argument
1147 double fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + fDSC_E ) ); in getPrice_()
1151 double fT2 = 1.0 + fYield / fFreq; in getPrice_()
1219 double fRate, double fYield, double fRedemp, sal_Int32 nFreq, sal_Int32 nBase ) THROWDEF_RTE_IAE in GetOddlprice() argument
1227 p /= fDSCi * fYield / fFreq + 1.0; in GetOddlprice()