C# Class HestonExtended.HestonExtendedChoice

Inheritance: IEditableChoice
Show file Open project: fairmat/EquityModels

Public Methods

Method Description
CreateInstance ( ) : IEditable

Creates an IEditable instance from a StochasticProcessExtendible, which will handle the Heston plugin (using the extended version).

Method Details

CreateInstance() public method

Creates an IEditable instance from a StochasticProcessExtendible, which will handle the Heston plugin (using the extended version).
public CreateInstance ( ) : IEditable
return IEditable