}                         // required for geerics

        public PdeShortRate(OneFactorModel.ShortRateDynamics d)
        {
            dynamics_ = d;
        }
Пример #2
0
 public static TridiagonalOperator getOperator(OneFactorModel.ShortRateDynamics process, Vector grid)
 {
     throw new NotImplementedException();
     //! Interest-rate single factor model differential operator
     //return new PdeOperator<PdeShortRate>(grid, process);
 }
Пример #3
0
 public static TridiagonalOperator getOperator(OneFactorModel.ShortRateDynamics process, Vector grid)
 {
     throw new NotImplementedException();
 }