QLNet.TimeGrid.closestTime C# (CSharp) Метод

closestTime() публичный Метод

public closestTime ( double t ) : double
t double
Результат double
        public double closestTime(double t)
        {
            return times_[closestIndex(t)];
        }

Usage Example

Пример #1
0
        public DiscretizedVanillaOption(VanillaOption.Arguments args, StochasticProcess process, TimeGrid grid) {
            arguments_ = args;

            stoppingTimes_ = new InitializedList<double>(args.exercise.dates().Count);
            for (int i=0; i<stoppingTimes_.Count; ++i) {
                stoppingTimes_[i] = process.time(args.exercise.date(i));
                if (!grid.empty()) {
                    // adjust to the given grid
                    stoppingTimes_[i] = grid.closestTime(stoppingTimes_[i]);
                }
            }
        }
All Usage Examples Of QLNet.TimeGrid::closestTime