C# 클래스 Dupire.DupireProcess

상속: IExtensibleProcess, IParsable, IMarkovSimulator, IEstimationResultPopulable
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공개 메소드들

메소드 설명
DupireProcess ( ) : System
ExportObjects ( bool recursive ) : List

Creates a list of all the sub-objects that can be edited.

Parse ( IProject context ) : bool

Parses the process (in this case nothing has to be done).

Populate ( IStochasticProcess container, EstimationResult estimate ) : void
Setup ( double simulationDates ) : void

Called by Simulator after parse. Initializes here time-dependant but not state dependent variables.

a ( int i, double x, double a ) : void
ab ( int i, double x, double a, double b ) : void
b ( int i, double x, double b ) : void
isLog ( bool &isLog ) : void

Sets the passed array with a Boolean stating if the process must be simulated as a log-normal process. In this case it's a log-normal process so the first component is set to true.

비공개 메소드들

메소드 설명
RetrieveCurve ( IProject p_Context, bool errors ) : bool

Retrieves zr and dy curve from the model.

메소드 상세

DupireProcess() 공개 메소드

public DupireProcess ( ) : System
리턴 System

ExportObjects() 공개 메소드

Creates a list of all the sub-objects that can be edited.
public ExportObjects ( bool recursive ) : List
recursive bool The parameter is not used.
리턴 List

Parse() 공개 메소드

Parses the process (in this case nothing has to be done).
public Parse ( IProject context ) : bool
context IProject The project representing the context of the parsing.
리턴 bool

Populate() 공개 메소드

public Populate ( IStochasticProcess container, EstimationResult estimate ) : void
container IStochasticProcess
estimate EstimationResult
리턴 void

Setup() 공개 메소드

Called by Simulator after parse. Initializes here time-dependant but not state dependent variables.
public Setup ( double simulationDates ) : void
simulationDates double /// The dates at which the process realizations will be requested. ///
리턴 void

a() 공개 메소드

public a ( int i, double x, double a ) : void
i int
x double
a double
리턴 void

ab() 공개 메소드

public ab ( int i, double x, double a, double b ) : void
i int
x double
a double
b double
리턴 void

b() 공개 메소드

public b ( int i, double x, double b ) : void
i int
x double
b double
리턴 void

isLog() 공개 메소드

Sets the passed array with a Boolean stating if the process must be simulated as a log-normal process. In this case it's a log-normal process so the first component is set to true.
public isLog ( bool &isLog ) : void
isLog bool /// A reference to the array to be set with the required information. ///
리턴 void