C# (CSharp) QLNet OneFactorModel.ShortRateDynamics Examples

Example #1

File: pdeshortrate.cs Project: minikie/OTCDerivativesCalculatorModule

        }                         // required for geerics

        public PdeShortRate(OneFactorModel.ShortRateDynamics d)
        {
            dynamics_ = d;
        }

Example #2

File: OperatorFactory.cs Project: sandboxorg/QLNet

 public static TridiagonalOperator getOperator(OneFactorModel.ShortRateDynamics process, Vector grid)
 {
     throw new NotImplementedException();
     //! Interest-rate single factor model differential operator
     //return new PdeOperator<PdeShortRate>(grid, process);
 }

Example #3

 public static TridiagonalOperator getOperator(OneFactorModel.ShortRateDynamics process, Vector grid)
 {
     throw new NotImplementedException();
 }