C# Class QLNet.NegativePowerDefaultIntensity

Inheritance: Defaultable

Show file Open project: ammachado/QLNet

Public Methods

Method	Description
NegativePowerDefaultIntensity ( double alpha, double p ) : System
NegativePowerDefaultIntensity ( double alpha, double p, double recovery ) : System
defaultRecovery ( double t, double s ) : double
hazardRate ( double t, double s ) : double

Method Details

NegativePowerDefaultIntensity() public method

public NegativePowerDefaultIntensity ( double alpha, double p ) : System
alpha	double
p	double
return	System

NegativePowerDefaultIntensity() public method

public NegativePowerDefaultIntensity ( double alpha, double p, double recovery ) : System
alpha	double
p	double
recovery	double
return	System

defaultRecovery() public method

public defaultRecovery ( double t, double s ) : double
t	double
s	double
return	double

hazardRate() public method

public hazardRate ( double t, double s ) : double
t	double
s	double
return	double