コード例 #1
0
        }                         // required for geerics

        public PdeShortRate(OneFactorModel.ShortRateDynamics d)
        {
            dynamics_ = d;
        }
コード例 #2
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ファイル: OperatorFactory.cs プロジェクト: 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);
 }
コード例 #3
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 public static TridiagonalOperator getOperator(OneFactorModel.ShortRateDynamics process, Vector grid)
 {
     throw new NotImplementedException();
 }