| protected discountImpl ( double t ) : double | ||
| t | double | |
| Результат | double | |
protected override double discountImpl(double t)
{
if (t == 0.0) // this acts as a safe guard in cases where
return 1.0; // zeroYieldImpl(0.0) would throw.
double r = zeroYieldImpl(t);
return System.Math.Exp(-r * t);
}