QLNet.LmLinearExponentialVolatilityModel.integratedVariance C# (CSharp) Method

integratedVariance() public method

public integratedVariance ( int i, int j, double u ) : double
i int
j int
u double
return double
        public override double integratedVariance(int i, int j, double u)
        {
            return integratedVariance(i, j, u,null);
        }

Same methods

LmLinearExponentialVolatilityModel::integratedVariance ( int i, int j, double u, Vector x ) : double