CIRProcess.CIR2.DefaultValues C# (CSharp) Method

DefaultValues() public method

Sets the default values for the components.
public DefaultValues ( ) : void
return void
        public void DefaultValues()
        {
            this.k1 = new ModelParameter(0.026758131);
            this.k2 = new ModelParameter(0.226406137);
            this.theta1 = new ModelParameter(0.023147821);
            this.theta2 = new ModelParameter(0.01);
            this.sigma1 = new ModelParameter(0.1);
            this.sigma2 = new ModelParameter(0.0001);
            this.startingValue1 = new ModelParameter(0.00001);
            this.startingValue2 = new ModelParameter(0.00001);
            this.ZRReference = (ModelParameter)"@ZR";
            SetDescription();
        }