QLNet.TimeGrid.dt C# (CSharp) Метод

dt() публичный Метод

public dt ( int i ) : double
i int
Результат double
        public double dt(int i)
        {
            return dt_[i];
        }

Usage Example

Пример #1
0
        private Sample <IPath> next(bool antithetic)
        {
            Sample <List <double> > sequence_ =
                antithetic
            ? generator_.lastSequence()
            : generator_.nextSequence();

            if (brownianBridge_)
            {
                bb_.transform(sequence_.value, temp_);
            }
            else
            {
                temp_ = new List <double>(sequence_.value);
            }

            next_.weight = sequence_.weight;

            Path path = (Path)next_.value;

            path.setFront(process_.x0());

            for (int i = 1; i < path.length(); i++)
            {
                double t  = timeGrid_[i - 1];
                double dt = timeGrid_.dt(i - 1);
                path[i] = process_.evolve(t, path[i - 1], dt,
                                          antithetic
                                      ? -temp_[i - 1]
                                      : temp_[i - 1]);
            }
            return(next_);
        }
All Usage Examples Of QLNet.TimeGrid::dt