C# (CSharp) Pelsser Namespace

Nested Namespaces

Pelsser.Calibration

Classes

Name Description
PelsserBond
PelsserCache Caches some data for use by Pelsser, in order to avoid recalculating it several times.
PelsserChoice
PelsserKey Dictionary Key for accessing PelsserCache, which is optimized to memorize integrals parameterized by two dates.
PelsserPreferences
SquaredGaussianModel
TestPelsser
TestPelsser2
TestPelsser3
TestPelsser4
TestPelsser5
TestPelsser6
TestPelsser7
TestPelsserSetup