C# Class QLNet.Vasicek.Dynamics

Inheritance: ShortRateDynamics

Show file Open project: ammachado/QLNet

Public Methods

Method	Description
Dynamics ( double a, double b, double sigma, double r0 ) : System
shortRate ( double t, double x ) : double
variable ( double t, double r ) : double

Method Details

Dynamics() public method

public Dynamics ( double a, double b, double sigma, double r0 ) : System
a	double
b	double
sigma	double
r0	double
return	System

shortRate() public method

public shortRate ( double t, double x ) : double
t	double
x	double
return	double

variable() public method

public variable ( double t, double r ) : double
t	double
r	double
return	double