Esempio n. 1
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 public AbcdSquared(double a, double b, double c, double d, double T, double S)
 {
     abcd_ = new AbcdFunction(a, b, c, d);
     T_    = T;
     S_    = S;
 }
Esempio n. 2
0
        public double abcdBlackVolatility(double u, double a, double b, double c, double d)
        {
            AbcdFunction model = new AbcdFunction(a, b, c, d);

            return(model.volatility(0.0, u, u));
        }