public HullWhite(Handle <YieldTermStructure> termStructure, double a, double sigma) : base(termStructure.link.forwardRate(0.0, 0.0, Compounding.Continuous, Frequency.NoFrequency).rate(), a, 0.0, sigma, 0.0) { this.termStructure_ = termStructure; b_ = arguments_[1] = new NullParameter(); //to change lambda_ = arguments_[3] = new NullParameter(); //to change generateArguments(); termStructure.registerWith(update); }
public HullWhite(Handle<YieldTermStructure> termStructure, double a, double sigma) : base(termStructure.link.forwardRate(0.0, 0.0, Compounding.Continuous, Frequency.NoFrequency).rate(), a, 0.0, sigma, 0.0) { this.termStructure_ = termStructure; b_ = arguments_[1] = new NullParameter(); //to change lambda_ = arguments_[3] = new NullParameter(); //to change generateArguments(); termStructure.registerWith(update); }