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Pelsser
TestPelsser
C# Class Pelsser.TestPelsser
Show file
Open project: fairmat/InterestRatesModels
Private Methods
Method
Description
DynamicParam
(
double
y
,
SquaredGaussianModel
process
) :
System.Matrix
Format the y parameter so it can be made compatible with
Pelsser.Bond
.
Init
( ) :
void
Test
( ) :
void