C# Class QLNet.VarProxy_Helper

Datei anzeigen Open project: ammachado/QLNet Class Usage Examples

Public Properties

Property	Type	Description
corrModel_	QLNet.LmCorrelationModel
volaModel_	QLNet.LmVolatilityModel

Public Methods

Method	Description
VarProxy_Helper ( LfmCovarianceProxy proxy, int i, int j ) : System
value ( double t ) : double

Method Details

VarProxy_Helper() public method

public VarProxy_Helper ( LfmCovarianceProxy proxy, int i, int j ) : System
proxy	LfmCovarianceProxy
i	int
j	int
return	System

value() public method

public value ( double t ) : double
t	double
return	double

Property Details

corrModel_ public_oe property

public LmCorrelationModel,QLNet corrModel_
return	QLNet.LmCorrelationModel

volaModel_ public_oe property

public LmVolatilityModel,QLNet volaModel_
return	QLNet.LmVolatilityModel