| public Transform ( double dates, IMatrixSlice outDynamic ) : void | ||
| dates | double | Dates (in Year fractions). |
| outDynamic | IMatrixSlice | Input and output matrix. |
| return | void | |
public void Transform(double[] dates, IMatrixSlice outDynamic)
{
for (int j = 0; j < dates.Length; j++)
{
// Truncate to zero the first two components.
outDynamic[j, 0] = Math.Max(0.0000000001, outDynamic[j, 0]);
outDynamic[j, 1] = Math.Max(0.0000000001, outDynamic[j, 1]);
}
}
