C# (CSharp) Pelsser.Calibration 네임스페이스

클래스들

이름 설명
Caplet Caplet prices using Pelsser Squared Gaussian model.
Caplet.Context Keeps the data of a context for this caplet calibrator and provides helpers to handle these data fields.
CapletEstimator
CapletRealWordEstimator
PelsserCappletOptimizationProblem Describes the optimization problem.
TestPelsserBondPut
TestPelsserCaplet