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;
}
