C# Class QLNet.SquareRootProcess

Inheritance: QLNet.StochasticProcess1D

Mostra file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
SquareRootProcess ( double b, double a, double sigma ) : System
SquareRootProcess ( double b, double a, double sigma, double x0 ) : System
SquareRootProcess ( double b, double a, double sigma, double x0, IDiscretization1D disc ) : System
diffusion ( double UnnamedParameter1, double x ) : double
drift ( double UnnamedParameter1, double x ) : double
x0 ( ) : double

Method Details

SquareRootProcess() public method

public SquareRootProcess ( double b, double a, double sigma ) : System
b	double
a	double
sigma	double
return	System

SquareRootProcess() public method

public SquareRootProcess ( double b, double a, double sigma, double x0 ) : System
b	double
a	double
sigma	double
x0	double
return	System

SquareRootProcess() public method

public SquareRootProcess ( double b, double a, double sigma, double x0, IDiscretization1D disc ) : System
b	double
a	double
sigma	double
x0	double
disc	IDiscretization1D
return	System

diffusion() public method

public diffusion ( double UnnamedParameter1, double x ) : double
UnnamedParameter1	double
x	double
return	double

drift() public method

public drift ( double UnnamedParameter1, double x ) : double
UnnamedParameter1	double
x	double
return	double

x0() public method

public x0 ( ) : double
return	double