| private F ( double t, double dt ) : double | ||
| t | double | /// Time at which calculate the forward rate. /// |
| dt | double | /// Interval to be used in the numerical derivative. /// |
| Результат | double | |
private double F(double t, double dt)
{
if (t == 0)
return this.ZR(t);
else
return (this.ZR(t + dt) * (t + dt) - this.ZR(t) * t) / dt;
}
