HullAndWhiteOneFactor.SwaptionHW1.Func C# (CSharp) Метод

Func() публичный Метод

Function to be used in the FSolve() problem of HWSwaption() method. This is a version done to double check the HW Swaption, with dt fixed to 0.001.
public Func ( Vector x ) : double
x Vector /// Vector of length 1 representing the variable on which the FSolve problem is performed. ///
Результат double
        public double Func(Vector x)
        {
            double result = this.CF.Scalar(this.HWBond(this.a, this.sigma, x[0], this.T, this.t));
            return result - 1.0;
        }