protected BHat ( double t, double s, double dt ) : double | ||
t | double | The valuation date. |
s | double | The maturity. |
dt | double | The delta between this t position and the previous one. |
return | double |
protected BHat ( double t, double s, double dt ) : double | ||
t | double | The valuation date. |
s | double | The maturity. |
dt | double | The delta between this t position and the previous one. |
return | double |