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Pelsser
SquaredGaussianModel
SetZeroRateReference
Pelsser.SquaredGaussianModel.SetZeroRateReference C# (CSharp) Method
SquaredGaussianModel Class Documentation
Show file
Open project: fairmat/InterestRatesModels
SetZeroRateReference()
public
method
Associate the process to a zero rate defined in the Fairmat model (e.g. @zr1).
public
SetZeroRateReference
(
string
zr
) :
void
zr
string
/// The zero rate reference. ///
return
void
public void SetZeroRateReference(string zr) { this.zr = new ModelParameter(zr, zrDescription); }
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