C# Class QLNet.CoxIngersollRoss.HelperProcess

Inheritance: QLNet.StochasticProcess1D

Mostra file Open project: ammachado/QLNet

Public Methods

Method	Description
HelperProcess ( double theta, double k, double sigma, double y0 ) : System
diffusion ( double d1, double d2 ) : double
drift ( double d, double y ) : double
x0 ( ) : double

Method Details

HelperProcess() public method

public HelperProcess ( double theta, double k, double sigma, double y0 ) : System
theta	double
k	double
sigma	double
y0	double
return	System

diffusion() public method

public diffusion ( double d1, double d2 ) : double
d1	double
d2	double
return	double

drift() public method

public drift ( double d, double y ) : double
d	double
y	double
return	double

x0() public method

public x0 ( ) : double
return	double