C# Class Pelsser.PelsserBond

Show file Open project: fairmat/InterestRatesModels Class Usage Examples

Public Methods

Method Description
Calculate ( double t1, double t2, double simEnd, int numSim, int numSteps, double &val, double &stDev ) : void

Method Details

Calculate() public static method

public static Calculate ( double t1, double t2, double simEnd, int numSim, int numSteps, double &val, double &stDev ) : void
t1 double
t2 double
simEnd double
numSim int
numSteps int
val double
stDev double
return void