메소드 | 설명 | |
---|---|---|
LocalVolCurve ( Handle |
||
dayCounter ( ) : DayCounter | ||
maxDate ( ) : Date | ||
maxStrike ( ) : double | ||
minStrike ( ) : double | ||
referenceDate ( ) : Date |
메소드 | 설명 | |
---|---|---|
localVolImpl ( double t, double dummy ) : double |
protected localVolImpl ( double t, double dummy ) : double | ||
t | double | |
dummy | double | |
리턴 | double |