Dupire.DupireProcess.DupireProcess C# (CSharp) 메소드

DupireProcess() 공개 메소드

public DupireProcess ( ) : System
리턴 System
        public DupireProcess()
        {
            this.s0 = new ModelParameter(string.Empty, "S0");
            this.r = new ModelParameter(string.Empty, "Time Dependent Risk Free Rate (Zero Rate)");
            this.q = new ModelParameter(string.Empty, "Time Dependent Continuous Dividend Yield");
            this.localVol = new ModelParameter(string.Empty, "Local Volatility");
        }