public DistributionCalculator(BinomialTree model, QSpace qSpace, double q0, double rMin,
double rMax, int nbStepsR, double sigmaMin, double sigmaMax, int nbStepsSigma)
{
m_model = model;
m_qSpace = qSpace;
m_q0 = q0;
m_nbStepsR = nbStepsR;
m_nbStepsSigma = nbStepsSigma;
m_configurationSpace = new Tuple <double, double> [nbStepsR][];
var deltaR = (rMax - rMin) / m_nbStepsR;
var deltaSigma = (sigmaMax - sigmaMin) / m_nbStepsSigma;
for (int iR = 0; iR < m_nbStepsR; iR++)
{
m_configurationSpace[iR] = new Tuple <double, double> [m_nbStepsSigma];
for (int jSigma = 0; jSigma < m_nbStepsSigma; jSigma++)
{
m_configurationSpace[iR][jSigma] = new Tuple <double, double>(rMin + iR * deltaR, sigmaMin + jSigma * deltaSigma);
}
}
m_results = new Tuple <double, double> [m_nbStepsR][];
for (int iR = 0; iR < m_nbStepsR; iR++)
{
m_results[iR] = new Tuple <double, double> [m_nbStepsSigma];
}
}
public OptimalController(IStochModel model, QSpace qSpace)
{
m_model = model;
m_qSpace = qSpace;
m_QMax = qSpace.QMax;
m_QMin = qSpace.QMin;
m_qMax = qSpace.DeltaQMax;
m_qMin = qSpace.DeltaQMin;
m_dQ = qSpace.Dq;
m_nbStepsQ = qSpace.NbStepsQ;
}
public DistributionCalculator(BinomialTree model, QSpace qSpace, double q0)
{
new DistributionCalculator(model, qSpace, q0, model.R, model.R, 1, model.Sigma, model.Sigma, 1);
}
