QLNet.Matrix.rows C# (CSharp) Метод

        public int rows()
        {
            return rows_;
        }

        //! floating reference date, fixed market data
        public SwaptionVolatilityMatrix(
            Calendar calendar,
            BusinessDayConvention bdc,
            List <Period> optionTenors,
            List <Period> swapTenors,
            Matrix vols,
            DayCounter dayCounter)

            : base(optionTenors, swapTenors, 0, calendar, bdc, dayCounter)
        {
            volHandles_   = new InitializedList <List <Handle <Quote> > >(vols.rows());
            volatilities_ = new Matrix(vols.rows(), vols.columns());
            checkInputs(vols.rows(), vols.columns());

            // fill dummy handles to allow generic handle-based
            // computations later on
            for (int i = 0; i < vols.rows(); ++i)
            {
                volHandles_[i] = new InitializedList <Handle <Quote> >(vols.columns());
                for (int j = 0; j < vols.columns(); ++j)
                {
                    volHandles_[i][j] = new Handle <Quote>((new
                                                            SimpleQuote(vols[i, j])));
                }
            }

            interpolation_ =
                new BilinearInterpolation(swapLengths_, swapLengths_.Count,
                                          optionTimes_, optionTimes_.Count,
                                          volatilities_);
        }