Dupire.DupireProcess.ab C# (CSharp) Метод

ab() публичный Метод

public ab ( int i, double x, double a, double b ) : void
i int
x double
a double
b double
Результат void
        public unsafe void ab(int i, double* x, double* a,double *b)
        {
            a[0] = this.mu[i] - 0.5 * System.Math.Pow(this.context.localVol.Evaluate(this.simDates[i], x[0]), 2.0);
            b[0] = this.context.localVol.Evaluate(this.simDates[i], x[0]);
        }