// Objective function is Roger Lee's G*exp(d*Tau) function
// or Lord and Kahl's optimal alpha function
public double f(double[] x, double[] param)
{
LordKahl LK = new LordKahl();
if (GlobalVars.ObjFunChoice == "RogerLee")
{
double kappa = param[0];
double rho = param[1];
double sigma = param[2];
double tau = param[3];
return(LK.RogerLeeGExpD(x[0], kappa, rho, sigma, tau));
}
else if (GlobalVars.ObjFunChoice == "LordKahl")
{
double kappa = param[0];
double theta = param[1];
double lambda = param[2];
double rho = param[3];
double sigma = param[4];
double tau = param[5];
double K = param[6];
double S = param[7];
double r = param[8];
double v0 = param[9];
return(LK.LordKahlFindAlpha(x[0], kappa, theta, lambda, rho, sigma, tau, K, S, r, v0));
}
else
{
return(0.0);
}
}
