Pelsser.SquaredGaussianModel.GetVegaFactors C# (CSharp) Method

SquaredGaussianModel Class Documentation Show file Open project: fairmat/InterestRatesModels

GetVegaFactors() public method

Returns the factors for Vega Greek derivative. In this case just sigma1.
public GetVegaFactors ( ) : IModelParameter[]
return IModelParameter[] 
        public IModelParameter[] GetVegaFactors()
        {
            return new IModelParameter[] { this.sigma1 };
        }
SquaredGaussianModel
A
AlphaT
B
BSingle
Bond
C
CalculateGamma
CalculateValueForCache
D
ExportObjects
F
F2
GetDeltaFactors
GetVegaFactors
GetZeroRateReference
Int
Mu0
OnDeserialized
Parse
Populate
SIG
SetZeroRateReference
Setup
SquaredGaussianModel
Transform
ZR
a
ab
b
f
isLog
va
vb