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

Interface TermStructureTenorTimeScaling

All Known Subinterfaces:
TermStructureCovarianceModel
All Known Implementing Classes:
TermStructCovarianceModelFromLIBORCovarianceModelParametric, TermStructureCovarianceModelParametric, TermStructureTenorTimeScalingPicewiseConstant
public interface TermStructureTenorTimeScaling
Version:
1.0
Author:
Christian Fries

  • Method Details

    • getScaledTenorTime

      double getScaledTenorTime(double periodStart, double periodEnd)

    • getCloneWithModifiedParameters

      TermStructureTenorTimeScaling getCloneWithModifiedParameters(double[] parameters)
      Create a new object constructed from a clone of this time scaling, where some parameters have been modified.
      Parameters:
      parameters - The set of new parameters.
      Returns:
      A new object constructed from a clone of this time scaling, where some parameters have been modified.

    • getParameter

      double[] getParameter()
      Returns:
      The parameter set representing the state of this object.

    • clone

      TermStructureTenorTimeScaling clone()
      Returns:
      A clone of this object.