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CIRProcess
CIR2
AdjSqrt
CIRProcess.CIR2.AdjSqrt C# (CSharp) Method
CIR2 Class Documentation
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Open project: fairmat/InterestRatesModels
AdjSqrt()
private
method
Checks if the value is negative and floors it to zero, instead of attempting a square root of negative numbers.
private
AdjSqrt
(
double
x
) :
double
x
double
The value to do the square root of.
return
double
private double AdjSqrt(double x) { if (x < 0) return 0; else return Math.Sqrt(x); }
CIR2
AdjSqrt
CDSDefaultP
CIR2
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