Пример #1
0
        double Sample(LocalRandom random)
        {
            // NOTE: don't use an interface and OO to select, makes JSON serialization a big mess
            switch (RateDistribution)
            {
            case RateDistribution.NormalDistribution:
                return(NormalDistribution.Sample(random, Parameters[0], Parameters[1]));

            case RateDistribution.LaplaceDistribution:
                return(LaplaceDistribution.Sample(random, Parameters[0], Parameters[1]));

            case RateDistribution.InflationModel:
                return(InflationModel.Sample(random));

            case RateDistribution.StockModel:
                return(StockModel.Sample(random));

            default:
                throw new NotImplementedException("Unknown RateType in Rate.Sample");
            }
        }