C# Class QLNet.BootstrapError

Bootstrap error

Inheritance: QLNet.ISolver1d

显示文件 Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
BootstrapError ( QLNet.PiecewiseYieldCurve curve, RateHelper helper, int segment )
value ( double guess ) : double

Method Details

BootstrapError() public method

public BootstrapError ( QLNet.PiecewiseYieldCurve curve, RateHelper helper, int segment )
curve	QLNet.PiecewiseYieldCurve
helper	RateHelper
segment	int

value() public method

public value ( double guess ) : double
guess	double
return	double