Interface TermStructureFactorLoadingsModelParametric

    • Method Detail

      • getParameter

        double[] getParameter()
        Get the parameters of determining this parametric covariance model. The parameters are usually free parameters which may be used in calibration.
        Returns:
        Parameter vector.
      • getCloneWithModifiedParameters

        TermStructureCovarianceModelParametric getCloneWithModifiedParameters​(double[] parameters)
        Return an instance of this model using a new set of parameters. Note: To improve performance it is admissible to return the same instance of the object given that the parameters have not changed. Models should be immutable.
        Parameters:
        parameters - The new set of parameters.
        Returns:
        An instance of AbstractLIBORCovarianceModelParametric with modified parameters.