Pelsser.SquaredGaussianModel.Transform C# (CSharp) Method

Transform() public method

Handles the conversion, after the simulation, from y to the rate r.
public Transform ( double dates, IMatrixSlice outDynamic ) : void
dates double The parameter is not used.
outDynamic IMatrixSlice The input and output components of the transformation.
return void
        public void Transform(double[] dates, IMatrixSlice outDynamic)
        {
            for (int j = 0; j < dates.Length; j++)
            {
                outDynamic[j, 0] = Math.Pow(outDynamic[j, 0] + this.alphaT0[j], 2);
            }
        }