C# Class Pelsser.PelsserCache

Caches some data for use by Pelsser, in order to avoid recalculating it several times.
Mostra file Open project: fairmat/InterestRatesModels Class Usage Examples

Private Properties

Property Type Description

Public Methods

Method Description
PelsserCache ( double t, double s, SquaredGaussianModel p_instance ) : System

Constructor to create a new instance of the PelsserCache.

Method Details

PelsserCache() public method

Constructor to create a new instance of the PelsserCache.
public PelsserCache ( double t, double s, SquaredGaussianModel p_instance ) : System
t double The first date parameter this element is referenced to.
s double The second date parameter this element is referenced to.
p_instance SquaredGaussianModel /// The instance to the this cache references to. ///
return System