QLNet.SwaptionVolatilityMatrix.minStrike C# (CSharp) Méthode

SwaptionVolatilityMatrix Class Documentation Afficher le fichier Open project: ammachado/QLNet

minStrike() public méthode

public minStrike ( ) : double
Résultat double 
        public override double minStrike()
        {
            return double.MinValue;
        }
SwaptionVolatilityMatrix
SwaptionVolatilityMatrix
checkInputs
locate
maxDate
maxStrike
maxSwapTenor
minStrike
performCalculations
registerWithMarketData
smileSectionImpl
volatilityImpl