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Class interestRate.LogNormal 

java.lang.Object
   |
   +----interestRate.AbstractTermStructure
           |
           +----interestRate.LogNormal
public class LogNormal
extends AbstractTermStructure

Constructor Index

o LogNormal(int, double[], double[])

Method Index

o F(int, int, double, double)
The form of the short rate at the node (time,up_ticks)

Constructors

o LogNormal 
 public LogNormal(int T,
                  double yield[],
                  double volatilities[])

Methods

o F 
 public double F(int time,
                 int up_ticks,
                 double r,
                 double k)
The form of the short rate at the node (time,up_ticks)

Overrides:
F in class AbstractTermStructure 
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