Uses of Class
net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel
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Uses of LIBORMarketModelFromCovarianceModel in net.finmath.montecarlo.interestrate.models
Modifier and TypeMethodDescriptionLIBORMarketModelFromCovarianceModel.getCloneWithModifiedCovarianceModel
(LIBORCovarianceModel covarianceModel) LIBORMarketModelFromCovarianceModel.getCloneWithModifiedData
(Map<String, Object> dataModified) LIBORMarketModelFromCovarianceModel.of
(TimeDiscretization liborPeriodDiscretization, AnalyticModel analyticModel, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, RandomVariableFactory randomVariableFactory, LIBORCovarianceModel covarianceModel, CalibrationProduct[] calibrationProducts, Map<String, ?> properties) Creates a LIBOR Market Model for given covariance with a calibration (if calibration items are given).