C# Class QLNet.Defaultable

Datei anzeigen Open project: ammachado/QLNet

Public Methods

Method	Description
defaultRecovery ( double t, double underlying ) : double
hazardRate ( double t, double underlying ) : double

Method Details

defaultRecovery() public abstract method

public abstract defaultRecovery ( double t, double underlying ) : double
t	double
underlying	double
return	double

hazardRate() public abstract method

public abstract hazardRate ( double t, double underlying ) : double
t	double
underlying	double
return	double