Pelsser.SquaredGaussianModel.D C# (CSharp) Method

D() public method

Calculates the D(t, T) function of the model.
public D ( double deltaT ) : double
deltaT double The delta between T and t.
return double
        public double D(double deltaT)
        {
            return (2 * this.gamma * Math.Exp(this.gamma * (deltaT))) / ((this.alpha1Temp + this.gamma) * Math.Exp(2 * this.gamma * (deltaT)) + (this.gamma - this.alpha1Temp));
        }