Class CalibrationProduct

java.lang.Object
net.finmath.montecarlo.interestrate.CalibrationProduct

public class CalibrationProduct extends Object
A class for calibration products, that is a triple (P,V,w) where P is a product, V is a target value and w is a weight.
Author:
Christian Fries
  • Constructor Details

  • Method Details

    • getName

      public String getName()
      The method returns a short name for this calibration product. If no short name was given, the method returns getProduct().toString().
      Returns:
      A short name for this calibration product. If no short name was given, the method returns getProduct().toString()
    • getProduct

      Returns:
      the product.
    • getTargetValue

      public RandomVariable getTargetValue()
      Returns:
      the target value.
    • getWeight

      public double getWeight()
      Returns:
      the calibrationWeight
    • getPriority

      public Integer getPriority()
      Returns:
      the priority
    • toString

      public String toString()
      Overrides:
      toString in class Object