C# Class QLNet.ConstantDefaultIntensity

Inheritance: Defaultable
ファイルを表示 Open project: ammachado/QLNet

Public Methods

Method Description
ConstantDefaultIntensity ( double constant ) : System
ConstantDefaultIntensity ( double constant, double recovery ) : System
defaultRecovery ( double t, double s ) : double
hazardRate ( double t, double s ) : double

Method Details

ConstantDefaultIntensity() public method

public ConstantDefaultIntensity ( double constant ) : System
constant double
return System

ConstantDefaultIntensity() public method

public ConstantDefaultIntensity ( double constant, double recovery ) : System
constant double
recovery double
return System

defaultRecovery() public method

public defaultRecovery ( double t, double s ) : double
t double
s double
return double

hazardRate() public method

public hazardRate ( double t, double s ) : double
t double
s double
return double