Pelsser.SquaredGaussianModel.GetVegaFactors C# (CSharp) 메소드

Returns the factors for Vega Greek derivative. In this case just sigma1.

public GetVegaFactors ( ) : IModelParameter[]
리턴	IModelParameter[]

        public IModelParameter[] GetVegaFactors()
        {
            return new IModelParameter[] { this.sigma1 };
        }

SquaredGaussianModel