/// <summary>
/// Calculates the standard deviation under the 1 factor Hull White model.
/// </summary>
private void GetStandardDeviation(Vector stdDev, double t, double tExpiry, double tStart, double tEnd)
{
using (var cache = Vector.CacheLike(stdDev))
{
Vector b1Vector = cache.Get();
Vector b2Vector = cache.Get();
Vector bDiff = cache.Get();
fModelParameters.GetB(b2Vector, t, tEnd);
fModelParameters.GetB(b1Vector, t, tStart);
bDiff.AssignDifference(b2Vector, b1Vector);
fModelParameters.GetZeta(stdDev, t, tExpiry);
stdDev.AssignSqrt(stdDev);
stdDev.MultiplyBy(VectorMath.Abs(bDiff));
}
}