C# (CSharp) QLNet LmCorrelationModel.size Examples

Example #1

File: lfmcovarproxy.cs Project: minikie/OTCDerivativesCalculatorModule

        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");
        }

Example #2

        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");
            }
        }

Example #3

File: lfmcovarproxy.cs Project: scchess/QLNet

        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");
        }

Example #4

File: lmconstwrappercorrmodel.cs Project: akasolace/qlnet

 public LmConstWrapperCorrelationModel(LmCorrelationModel corrModel)
     : base(corrModel.size(), 0)
 {
     corrModel_=corrModel;
 }

Example #5

File: lmconstwrappercorrmodel.cs Project: minikie/OTCDerivativesCalculatorModule

 public LmConstWrapperCorrelationModel(LmCorrelationModel corrModel)
     : base(corrModel.size(), 0)
 {
     corrModel_ = corrModel;
 }