C# Class QLNet.ShortRateModel

Inheritance: CalibratedModel
Mostrar archivo Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method Description
ShortRateModel ( int nArguments ) : System
tree ( TimeGrid t ) : Lattice

Method Details

ShortRateModel() public method

public ShortRateModel ( int nArguments ) : System
nArguments int
return System

tree() public abstract method

public abstract tree ( TimeGrid t ) : Lattice
t TimeGrid
return Lattice