QLNet.SwaptionVolatilityMatrix.SwaptionVolatilityMatrix C# (CSharp) Метод

        public SwaptionVolatilityMatrix(
            Calendar calendar,
            BusinessDayConvention bdc,
            List<Period> optionTenors,
            List<Period> swapTenors,
            List<List<Handle<Quote> > > vols,
            DayCounter dayCounter)
            : base(optionTenors, swapTenors, 0, calendar, bdc, dayCounter)
        {
            volHandles_=vols;
            volatilities_ = new Matrix(vols.Count, vols.First().Count );
            checkInputs(volatilities_.rows(), volatilities_.columns());
            registerWithMarketData();
            interpolation_ =
            new BilinearInterpolation(swapLengths_, swapLengths_.Count,
            optionTimes_, optionTimes_.Count,
            volatilities_);
        }