C# Class QLNet.ConstantDefaultIntensity

Inheritance: Defaultable

显示文件 Open project: ammachado/QLNet

Public Methods

Method	Description
ConstantDefaultIntensity ( double constant ) : System
ConstantDefaultIntensity ( double constant, double recovery ) : System
defaultRecovery ( double t, double s ) : double
hazardRate ( double t, double s ) : double

Method Details

ConstantDefaultIntensity() public method

public ConstantDefaultIntensity ( double constant ) : System
constant	double
return	System

ConstantDefaultIntensity() public method

public ConstantDefaultIntensity ( double constant, double recovery ) : System
constant	double
recovery	double
return	System

defaultRecovery() public method

public defaultRecovery ( double t, double s ) : double
t	double
s	double
return	double

hazardRate() public method

public hazardRate ( double t, double s ) : double
t	double
s	double
return	double