C# 클래스 HullAndWhiteOneFactor.CapsHWEstimator

상속: IEstimator, IEstimatorEx, IMenuItemDescription
파일 보기 프로젝트 열기: fairmat/InterestRatesModels

공개 메소드들

메소드 설명
Estimate ( List data, IEstimationSettings settings = null, IController controller = null, object>.Dictionary properties = null ) : EstimationResult

Attempts a calibration through CapsHW1OptimizationProblem using caps matrices.
GetRequirements ( IEstimationSettings settings, EstimateQuery query ) : EstimateRequirement[]

Gets the types required by the estimator in order to work: InterestRateMarketData is the only required type for this estimator.

메소드 상세

Estimate() 공개 메소드

Attempts a calibration through CapsHW1OptimizationProblem using caps matrices.
public Estimate ( List data, IEstimationSettings settings = null, IController controller = null, object>.Dictionary properties = null ) : EstimationResult
data List The data to be used in order to perform the calibration.
settings IEstimationSettings The parameter is not used.
controller IController The controller which may be used to cancel the process.
properties object>.Dictionary
리턴 EstimationResult

GetRequirements() 공개 메소드

Gets the types required by the estimator in order to work: InterestRateMarketData is the only required type for this estimator.
public GetRequirements ( IEstimationSettings settings, EstimateQuery query ) : EstimateRequirement[]
settings IEstimationSettings The parameter is not used.
query EstimateQuery
리턴 EstimateRequirement[]