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HullAndWhiteOneFactor
SwaptionHW1
ZR
HullAndWhiteOneFactor.SwaptionHW1.ZR C# (CSharp) Method
SwaptionHW1 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); }
SwaptionHW1
A
AlphaInt
B
F
ForwardSwapRate
Func
H
HWBond
HWSwaption
HWSwaptionMatrix
PZC
SigmaP
SwaptionHW1
ZCBPut
ZR
alphaTFunc