public LfmCovarianceProxy(LmVolatilityModel volaModel,
LmCorrelationModel corrModel)
: base(corrModel.size(), corrModel.factors())
{
volaModel_ = volaModel;
corrModel_ = corrModel;
Utils.QL_REQUIRE(volaModel_.size() == corrModel_.size(), () =>
"different size for the volatility (" + volaModel_.size() + ") and correlation (" + corrModel_.size() + ") models");
}
public LfmCovarianceProxy(LmVolatilityModel volaModel,
LmCorrelationModel corrModel)
: base(corrModel.size(), corrModel.factors()){
volaModel_=volaModel;
corrModel_=corrModel ;
if(!(volaModel_.size() == corrModel_.size()))
throw new ArgumentException("different size for the volatility (" + volaModel_.size() +
") and correlation (" + corrModel_.size() +
") models");
}
public LfmCovarianceProxy(LmVolatilityModel volaModel,
LmCorrelationModel corrModel)
: base(corrModel.size(), corrModel.factors())
{
volaModel_ = volaModel;
corrModel_ = corrModel;
if (!(volaModel_.size() == corrModel_.size()))
{
throw new ArgumentException("different size for the volatility (" + volaModel_.size() +
") and correlation (" + corrModel_.size() +
") models");
}
}
