/** * Gets the three fitting parameters derivatives with respect to the SABR parameters. * * @return the parameters derivative */ public double[][] getParameterDerivativeSabr() { if (parameterDerivativeSabr == null) { parameterDerivativeSabr = computesParametersDerivativeSabr(); } return parameterDerivativeSabr; }
parameterDerivativeSabr = computesParametersDerivativeSabr();