Pelsser.SquaredGaussianModel.SIG C# (CSharp) Method

SIG() protected method

Represents the variance of the model.
protected SIG ( double deltaT ) : double
deltaT double The delta between T and t.
return double
        protected double SIG(double deltaT)
        {
            return this.sigma1Temp * this.sigma1Temp * C(deltaT);
            //return this.sigma1Temp*this.sigma1Temp/(2*this.alpha1Temp)*(1-Math.Exp(-2*this.alpha1Temp*deltaT));
        }