QLNet.SwaptionVolatilityMatrix.SwaptionVolatilityMatrix C# (CSharp) Метод

        public SwaptionVolatilityMatrix(Date today,
            List<Date> optionDates,
            List<Period> swapTenors,
            Matrix vols,
            DayCounter dayCounter)
            : base(optionDates, swapTenors, today, new Calendar(), BusinessDayConvention.Following, 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_);
        }