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HullAndWhiteOneFactor
CapHW1
CapHW1
HullAndWhiteOneFactor.CapHW1.CapHW1 C# (CSharp) Method
CapHW1 Class Documentation
Show file
Open project: fairmat/InterestRatesModels
CapHW1()
public
method
Initializes a new instance of the
HullAndWhiteOneFactor.CapHW1
class.
public
CapHW1
(
System.Function
zeroratecurve
) :
System
zeroratecurve
System.Function
/// The zero-rate curve reference for the model. ///
return
System
public CapHW1(Function zeroratecurve) { this.zeroRateCurve = zeroratecurve; }
CapHW1
CapHW1
D1
D2
HWCap
HWCaplet
HWFloor
HWFloorlet
HWMatrixCaps
PZC
SigP
ZR