QLNet.SwaptionVolatilityMatrix.SwaptionVolatilityMatrix C# (CSharp) Метод

        public SwaptionVolatilityMatrix(
            Date referenceDate,
            Calendar calendar,
            BusinessDayConvention bdc,
            List<Period> optionTenors,
            List<Period> swapTenors,
            List<List<Handle<Quote> > > vols,
            DayCounter dayCounter)
            : base(optionTenors, swapTenors, referenceDate, 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_);
        }