public static A ( double t, double T, double alpha, double sigma, System.Function zeroRateCurve ) : double | ||
t | double | /// The time at which the Bond price will be calculated. /// |
T | double | /// The bond maturity. /// |
alpha | double | /// Hull-White alpha parameter. /// |
sigma | double | /// Hull-White sigma parameter. /// |
zeroRateCurve | System.Function | /// Zero rate curve. /// |
리턴 | double |