public PGSMCaplets ( |
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model | The model to use to execute the calculation. | |
mat | Vector | /// Caplet maturity. This vector starts from zero and increases /// of step DeltaK each element till the last one. /// |
fwd | Vector | Forward with the deltaK step. |
rk | Vector | Strike vector (columns). |
deltaK | double | Amount to use as increase factor. |
tOss | Vector | The Maturities. |
리턴 | System.Matrix |