示例#1
0
 public AbcdSquared(double a, double b, double c, double d, double T, double S)
 {
     abcd_ = new AbcdFunction(a, b, c, d);
     T_    = T;
     S_    = S;
 }
示例#2
0
        public double abcdBlackVolatility(double u, double a, double b, double c, double d)
        {
            AbcdFunction model = new AbcdFunction(a, b, c, d);

            return(model.volatility(0.0, u, u));
        }