public SVIWrapper(double t, double forward, List <double?> param, List <double?> addParams) { t_ = t; forward_ = forward; params_ = param; Utils.checkSviParameters(param[0].Value, param[1].Value, param[2].Value, param[3].Value, param[4].Value); }
public void init() { Utils.QL_REQUIRE(param_.Count == 5, () => "svi expects 5 parameters (a,b,sigma,rho,s,m) but (" + param_.Count + ") given"); Utils.checkSviParameters(param_[0], param_[1], param_[2], param_[3], param_[4]); return; }