public ab ( int i, double x, double a, double b ) : void | ||
i | int | |
x | double | |
a | double | |
b | double | |
return | void |
public unsafe void ab(int i, double* x, double* a,double *b)
{
a[0] = this.mu[i] - 0.5 * System.Math.Pow(this.context.localVol.Evaluate(this.simDates[i], x[0]), 2.0);
b[0] = this.context.localVol.Evaluate(this.simDates[i], x[0]);
}