C# Класс Dupire.DupireProcess

Наследование: IExtensibleProcess, IParsable, IMarkovSimulator, IEstimationResultPopulable

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Открытые методы

Метод	Описание
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.

Приватные методы

Метод	Описание
RetrieveCurve ( IProject p_Context, bool errors ) : bool	Retrieves zr and dy curve from the model.

Описание методов

DupireProcess() публичный Метод

public DupireProcess ( ) : System
Результат	System

ExportObjects() публичный Метод

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

public ExportObjects ( bool recursive ) : List
recursive	bool	The parameter is not used.
Результат	List

Parse() публичный Метод

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.
Результат	bool

Populate() публичный Метод

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

Setup() публичный Метод

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. ///
Результат	void

a() публичный Метод

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

ab() публичный Метод

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

b() публичный Метод

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

isLog() публичный Метод

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. ///
Результат	void