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HullAndWhiteOneFactor
CapHW1
ZR
HullAndWhiteOneFactor.CapHW1.ZR C# (CSharp) Method
CapHW1 Class Documentation
显示文件
Open project: fairmat/InterestRatesModels
ZR()
private
method
Helper function to make functions easier to read. Just returns the value of the zero rate at position k.
private
ZR
(
double
k
) :
double
k
double
The position where to get the value of the zero rate from.
return
double
private double ZR(double k) { return this.zeroRateCurve.Evaluate(k); }
CapHW1
CapHW1
D1
D2
HWCap
HWCaplet
HWFloor
HWFloorlet
HWMatrixCaps
PZC
SigP
ZR