C# 클래스 QLNet.SquareRootProcess

상속: QLNet.StochasticProcess1D

파일 보기 프로젝트 열기: ammachado/QLNet 1 사용 예제들

공개 메소드들

메소드	설명
SquareRootProcess ( double b, double a, double sigma ) : System
SquareRootProcess ( double b, double a, double sigma, double x0 ) : System
SquareRootProcess ( double b, double a, double sigma, double x0, IDiscretization1D disc ) : System
diffusion ( double UnnamedParameter1, double x ) : double
drift ( double UnnamedParameter1, double x ) : double
x0 ( ) : double

메소드 상세

SquareRootProcess() 공개 메소드

public SquareRootProcess ( double b, double a, double sigma ) : System
b	double
a	double
sigma	double
리턴	System

SquareRootProcess() 공개 메소드

public SquareRootProcess ( double b, double a, double sigma, double x0 ) : System
b	double
a	double
sigma	double
x0	double
리턴	System

SquareRootProcess() 공개 메소드

public SquareRootProcess ( double b, double a, double sigma, double x0, IDiscretization1D disc ) : System
b	double
a	double
sigma	double
x0	double
disc	IDiscretization1D
리턴	System

diffusion() 공개 메소드

public diffusion ( double UnnamedParameter1, double x ) : double
UnnamedParameter1	double
x	double
리턴	double

drift() 공개 메소드

public drift ( double UnnamedParameter1, double x ) : double
UnnamedParameter1	double
x	double
리턴	double

x0() 공개 메소드

public x0 ( ) : double
리턴	double