| public A ( int ti, int si, double delta, double btT ) : double | ||
| ti | int | The starting Index from where to calculate. |
| si | int | The ending Index of the integration. |
| delta | double | The delta of time where to execute the calculation. |
| btT | double | /// A populated array with the results of the function B(s, T) of the model. /// |
| return | double | |
public double A(int ti, int si, double delta, double[] btT)
{
// Initialization of the integral.
int N = si - ti;
Vector a = new Vector(N);
for (int i = 0; i < N; i++)
a[i] += 0.5 * this.sigma1SquaredTemp * Math.Pow(btT[i], 2) - this.sigma1SquaredTemp * this.cDeltaT[N - i] - Math.Pow(this.alphaT[ti + i], 2);
return Fairmat.Math.Integrate.Trapezoid(a, delta);
}
