QLNet.LmLinearExponentialVolatilityModel.LmLinearExponentialVolatilityModel C# (CSharp) Method

LmLinearExponentialVolatilityModel() public method

public LmLinearExponentialVolatilityModel ( List fixingTimes, double a, double b, double c, double d ) : System
fixingTimes List
a double
b double
c double
d double
return System
        public LmLinearExponentialVolatilityModel(
            List<double> fixingTimes,
            double a, double b, double c, double d)
            : base(fixingTimes.Count, 4)
        {
            fixingTimes_=fixingTimes;
               arguments_[0] = new ConstantParameter(a, new PositiveConstraint());
               arguments_[1] = new ConstantParameter(b, new PositiveConstraint());
               arguments_[2] = new ConstantParameter(c, new PositiveConstraint());
               arguments_[3] = new ConstantParameter(d, new PositiveConstraint());
        }