Interface TermStructureTenorTimeScaling

    • Method Detail

      • 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.