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HullAndWhiteOneFactor
SwaptionHW1
SwaptionHW1
HullAndWhiteOneFactor.SwaptionHW1.SwaptionHW1 C# (CSharp) 메소드
SwaptionHW1 1 문서
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프로젝트 열기: fairmat/InterestRatesModels
SwaptionHW1()
공개
메소드
Initializes a new instance of the
HullAndWhiteOneFactor.SwaptionHW1
class.
public
SwaptionHW1
(
System.Function
zeroratecurve
) :
System
zeroratecurve
System.Function
/// The zero-rate curve reference for the model. ///
리턴
System
public SwaptionHW1(Function zeroratecurve) { this.zeroRateCurve = zeroratecurve; }
SwaptionHW1
A
AlphaInt
B
F
ForwardSwapRate
Func
H
HWBond
HWSwaption
HWSwaptionMatrix
PZC
SigmaP
SwaptionHW1
ZCBPut
ZR
alphaTFunc