public ZCBPut ( double a, double sigma, double L, double K, double T, double s ) : double | ||
a | double | /// Hull-White alpha parameter. /// |
sigma | double | /// Hull-White sigma parameter. /// |
L | double | /// Zero coupon notional. /// |
K | double | /// Bond rate. /// |
T | double | /// The maturity of the option. /// |
s | double | /// The maturity of the bond. /// |
return | double |