|
public locate ( Date optionDate, |
||
| optionDate | Date | |
| swapTenor | ||
| 리턴 | int>.KeyValuePair | |
public KeyValuePair<int, int> locate( Date optionDate,
Period swapTenor)
{
return locate(timeFromReference(optionDate),
swapLength(swapTenor));
}
|
SwaptionVolatilityMatrix::locate ( double optionTime, double swapLength ) : int>.KeyValuePair |
