Pelsser.SquaredGaussianModel.ZR C# (CSharp) Méthode

Helper function to make functions easier to read. Just returns the value of the zero rate at position t.

private ZR ( double t ) : double
t	double	The position where to get the value of the zero rate from.
Résultat	double

        private double ZR(double t)
        {
            return this.zeroRateCurve.Evaluate(t);
        }

SquaredGaussianModel