Module net.finmath.lib
Package net.finmath.montecarlo.interestrate

Interface ShortRateModel

All Known Implementing Classes:
HullWhiteModel
public interface ShortRateModel
Interface for Short Rate models which are determined by a ShortRateVolatilityModelInterface.
Version:
1.0
Author:
Christian Fries

  • Method Details

    • getCloneWithModifiedVolatilityModel

      ShortRateModel getCloneWithModifiedVolatilityModel(ShortRateVolatilityModel volatilityModel)
      Create a new object implementing ShortRateModel, using the new volatility model.
      Parameters:
      volatilityModel - The new volatility model.
      Returns:
      A new object implementing ShortRateModel, using the new volatility model.

    • getVolatilityModel

      ShortRateVolatilityModel getVolatilityModel()
      Return the volatility model.
      Returns:
      The volatility model.

    • getNumberOfFactors

      int getNumberOfFactors()
      Return the number of factors.
      Returns:
      The number of factors.