C# Class Dupire.DupireCalibrationSettings

Inheritance: IEstimationSettings
Show file Open project: fairmat/EquityModels Class Usage Examples

Public Properties

Property Type Description
LocalVolatilityCalculation LocalVolatilityCalculation

Property Details

LocalVolatilityCalculation public property

public LocalVolatilityCalculation LocalVolatilityCalculation
return LocalVolatilityCalculation