Uses of Class
net.finmath.montecarlo.interestrate.models.LIBORMarketModelStandard
Packages that use LIBORMarketModelStandard
Package
Description
Interest rate models implementing
ProcessModel
e.g. by extending AbstractProcessModel.-
Uses of LIBORMarketModelStandard in net.finmath.montecarlo.interestrate.models
Methods in net.finmath.montecarlo.interestrate.models that return LIBORMarketModelStandardModifier and TypeMethodDescriptionLIBORMarketModelStandard.getCloneWithModifiedCovarianceModel(LIBORCovarianceModel covarianceModel) LIBORMarketModelStandard.getCloneWithModifiedData(Map<String, Object> dataModified)