Ejemplo n.º 1
0
        //-------------------------------------------------------------------------
        public override UnitParameterSensitivity createParameterSensitivity(DoubleArray sensitivities)
        {
            UnitParameterSensitivity baseSens   = baseCurve.createParameterSensitivity(sensitivities.subArray(0, baseCurve.ParameterCount));
            UnitParameterSensitivity spreadSens = spreadCurve.createParameterSensitivity(sensitivities.subArray(baseCurve.ParameterCount, sensitivities.size()));

            return(UnitParameterSensitivity.combine(Name, baseSens, spreadSens));
        }
Ejemplo n.º 2
0
        public UnitParameterSensitivity yValueParameterSensitivity(double x)
        {
            UnitParameterSensitivity baseSens   = baseCurve.yValueParameterSensitivity(x);
            UnitParameterSensitivity spreadSens = spreadCurve.yValueParameterSensitivity(x);

            return(UnitParameterSensitivity.combine(Name, baseSens, spreadSens));
        }