public double volatility(double x) { switch (volatilityType_) { case VolatilityType.ShiftedLognormal: return(Utils.shiftedSabrVolatility(x, forward_, t_, params_[0].Value, params_[1].Value, params_[2].Value, params_[3].Value, shift_.Value, approximationModel_)); case VolatilityType.Normal: return(Utils.shiftedSabrNormalVolatility(x, forward_, t_, params_[0].Value, params_[1].Value, params_[2].Value, params_[3].Value, shift_.Value)); default: return(Utils.sabrVolatility(x, forward_, t_, params_[0].Value, params_[1].Value, params_[2].Value, params_[3].Value)); } }
public double volatility(double x) { return(Utils.sabrVolatility(x, forward_, t_, params_[0].Value, params_[1].Value, params_[2].Value, params_[3].Value)); }