|
public locate ( double optionTime, double swapLength ) : int>.KeyValuePair |
||
| optionTime | double | |
| swapLength | double | |
| Результат | int>.KeyValuePair | |
public KeyValuePair<int, int> locate( double optionTime,
double swapLength)
{
return new KeyValuePair<int, int>(interpolation_.locateY(optionTime),
interpolation_.locateX(swapLength));
}
|
SwaptionVolatilityMatrix::locate ( Date optionDate, |
