Dupire.DupireProcess.isLog C# (CSharp) Method

DupireProcess Class Documentation Datei anzeigen Open project: fairmat/EquityModels

isLog() public method

Sets the passed array with a Boolean stating if the process must be simulated as a log-normal process. In this case it's a log-normal process so the first component is set to true.

public isLog ( bool &isLog ) : void
isLog	bool	/// A reference to the array to be set with the required information. ///
return	void

        public void isLog(ref bool[] isLog)
        {
            isLog[0] = true;
        }

DupireProcess

ExportObjects

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Populate

RetrieveCurve

Setup

isLog