C# Class QLNet.CoxIngersollRoss.Dynamics

Inheritance: ShortRateDynamics

显示文件 Open project: ammachado/QLNet

Public Methods

Method	Description
Dynamics ( double theta, double k, double sigma, double x0 ) : System
shortRate ( double d, double y ) : double
variable ( double d, double r ) : double

Method Details

Dynamics() public method

public Dynamics ( double theta, double k, double sigma, double x0 ) : System
theta	double
k	double
sigma	double
x0	double
return	System

shortRate() public method

public shortRate ( double d, double y ) : double
d	double
y	double
return	double

variable() public method

public variable ( double d, double r ) : double
d	double
r	double
return	double