Method | Description | |
---|---|---|
ConstantDefaultIntensity ( double constant ) : System | ||
ConstantDefaultIntensity ( double constant, double recovery ) : System | ||
defaultRecovery ( double t, double s ) : double | ||
hazardRate ( double t, double s ) : double |
public ConstantDefaultIntensity ( double constant ) : System | ||
constant | double | |
return | System |
public ConstantDefaultIntensity ( double constant, double recovery ) : System | ||
constant | double | |
recovery | double | |
return | System |
public defaultRecovery ( double t, double s ) : double | ||
t | double | |
s | double | |
return | double |
public hazardRate ( double t, double s ) : double | ||
t | double | |
s | double | |
return | double |