} // required for geerics public PdeShortRate(OneFactorModel.ShortRateDynamics d) { dynamics_ = d; }
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); }
public static TridiagonalOperator getOperator(OneFactorModel.ShortRateDynamics process, Vector grid) { throw new NotImplementedException(); }