CIRProcess.CIR2.CIR2 C# (CSharp) Method

CIR2 Class Documentation Show file Open project: fairmat/InterestRatesModels

CIR2() public method

Default constructor which prepares an instance of the two factors Cox-Ingersoll-Ross model with some sample values.
public CIR2 ( ) : System
return System 
        public CIR2()
        {
            DefaultValues();
        }
CIR2
AdjSqrt
CDSDefaultP
CIR2
DefaultValues
ExportObjects
GetZR
Parse
Populate
SetDescription
Setup
Transform
a
ab
b
isLog