Struct AndreasenHugeCalibrationError

Namespace

NanoQL.TermStructures

Assembly

NanoQL.dll

AndreasenHugeVolatilityInterpl's calibration error in volatility units, QuantLib's calibrationError() tuple: each calibrated option's price error divided by its vega.

public readonly struct AndreasenHugeCalibrationError : IEquatable<AndreasenHugeCalibrationError>

Implements

IEquatable<AndreasenHugeCalibrationError>

Inherited Members

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Constructors

AndreasenHugeCalibrationError(double, double, double)

AndreasenHugeVolatilityInterpl's calibration error in volatility units, QuantLib's calibrationError() tuple: each calibrated option's price error divided by its vega.

public AndreasenHugeCalibrationError(double Min, double Max, double Avg)

Parameters

Min double

The smallest error.

Max double

The largest error.

Avg double

The errors' sum over the number of options in the calibration set.

Properties

Avg

The errors' sum over the number of options in the calibration set.

public double Avg { get; init; }

Property Value

double

Max

The largest error.

public double Max { get; init; }

Property Value

double

Min

The smallest error.

public double Min { get; init; }

Property Value

double

Methods

Deconstruct(out double, out double, out double)

public void Deconstruct(out double Min, out double Max, out double Avg)

Parameters

Min double

Max double

Avg double

Equals(AndreasenHugeCalibrationError)

public bool Equals(AndreasenHugeCalibrationError other)

Parameters

other AndreasenHugeCalibrationError

Returns

bool

Equals(object)

public override bool Equals(object obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

ToString()

public override string ToString()

Returns

string

Operators

operator ==(AndreasenHugeCalibrationError, AndreasenHugeCalibrationError)

public static bool operator ==(AndreasenHugeCalibrationError left, AndreasenHugeCalibrationError right)

Parameters

left AndreasenHugeCalibrationError

right AndreasenHugeCalibrationError

Returns

bool

operator !=(AndreasenHugeCalibrationError, AndreasenHugeCalibrationError)

public static bool operator !=(AndreasenHugeCalibrationError left, AndreasenHugeCalibrationError right)

Parameters

left AndreasenHugeCalibrationError

right AndreasenHugeCalibrationError

Returns

bool