// ProcessArr 생성용 //외부사용함.
public static StochasticProcessArray buildProcess(UnderlyingInfo underInfo)
{
Date today = Settings.evaluationDate();
List<Handle<Quote>> underlyingH = new List<Handle<Quote>>();
// bootstrap the yield/dividend/vol curves
CorrelationSetting corrSetting = new CorrelationSetting();
List<Underlying> underlyings = underInfo.underlyings();
Matrix CorrMatrix = corrSetting.correlationMatrix(today);
List<StochasticProcess1D> process1DList = new List<StochasticProcess1D>();
for (int i = 0; i < underlyings.Count ; i++)
{
process1DList.Add(ProcessFactory.buildProcess1D(underlyings[i]));
}
StochasticProcessArray processArr = new StochasticProcessArray(process1DList, CorrMatrix);
return processArr;
}
// ProcessArr 생성용 //외부사용함.
public static StochasticProcessArray buildProcess(UnderlyingInfo underInfo)
{
Date today = Settings.evaluationDate();
List <Handle <Quote> > underlyingH = new List <Handle <Quote> >();
// bootstrap the yield/dividend/vol curves
CorrelationSetting corrSetting = new CorrelationSetting();
List <Underlying> underlyings = underInfo.underlyings();
Matrix CorrMatrix = corrSetting.correlationMatrix(today);
List <StochasticProcess1D> process1DList = new List <StochasticProcess1D>();
for (int i = 0; i < underlyings.Count; i++)
{
process1DList.Add(ProcessFactory.buildProcess1D(underlyings[i]));
}
StochasticProcessArray processArr = new StochasticProcessArray(process1DList, CorrMatrix);
return(processArr);
}
