Pelsser.SquaredGaussianModel.BSingle C# (CSharp) Method

BSingle() public method

Calculates the function B(t, T) of the model, which is an integral, for a single element.
public BSingle ( int ti, int si, double delta ) : 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.
return double
        public double BSingle(int ti, int si, double delta)
        {
            // Initializes B integral.
            Vector b = new Vector(si);
            for (int i = ti; i < si; i++)
                b[i] = this.alphaT[i] / this.dDeltaT[si - i];
            return 2 * this.dDeltaT[si - ti] * Fairmat.Math.Integrate.Trapezoid(b, delta);
        }