[RD-FFK-NET8] Removed GBMEstimator.dll direct linking fairmat/dev/fai…

…rmatserver#3493
fairmat · May 6, 2024 · 04c3f90 · 04c3f90
1 parent 3d5a2ec
commit 04c3f90
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Showing 3 changed files with 8 additions and 5 deletions.
diff --git a/Heston/Heston.csproj b/Heston/Heston.csproj
@@ -26,6 +26,11 @@
     <Copyright>Copyright © Fairmat SRL 2009-2015</Copyright>
     <Product>Heston</Product>
   </PropertyGroup>
+  <ItemGroup>
+    <Compile Remove="Refs\**" />
+    <EmbeddedResource Remove="Refs\**" />
+    <None Remove="Refs\**" />
+  </ItemGroup>
   <ItemGroup>
     <Reference Include="CoreExtensions">
       <HintPath>..\..\DVPLReferences\CoreExtensions.dll</HintPath>
@@ -50,9 +55,6 @@
       <HintPath>..\..\DVPLReferences\Fairmat.Optimization.dll</HintPath>
       <Private>False</Private>
     </Reference>
-    <Reference Include="GBMEstimation">
-      <HintPath>..\..\DVPLReferences\Plugins\GBMEstimation.dll</HintPath>
-    </Reference>
   </ItemGroup>
   <ItemGroup>
     <BootstrapperPackage Include="Microsoft.Net.Client.3.5">

diff --git a/Heston/HestonEstimator.cs b/Heston/HestonEstimator.cs
@@ -24,6 +24,7 @@
 using Fairmat.Optimization;
 using DVPLI.MarketDataTypes;
 using Heston;
+using Fairmat.Math;
 
 namespace HestonEstimator
 {
@@ -279,8 +280,8 @@ internal static IFunction IstantaneousDividendYield(EquityCalibrationData ecd)
         {
             double support = Math.Min(6, Math.Max(2, (ecd.dyFunc as PFunction).Support[Range.End]));
 
-            var avgDy = new GBM.FunctionParamPiecewiseConstant(support, 0);//positive f.
-            (avgDy as GBM.FunctionParamBase).FitToMean(ecd.dyFunc, 0, support);
+            var avgDy = new FunctionParamPiecewiseConstant(support, 0);//positive f.
+            (avgDy as FunctionParamBase).FitToMean(ecd.dyFunc, 0, support);
             return avgDy;
         }
 

diff --git a/Heston/Refs/GBMEstimation.dll b/Heston/Refs/GBMEstimation.dll