Module net.finmath.lib

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

Class TermStructureTenorTimeScalingPicewiseConstant

java.lang.Object

net.finmath.montecarlo.interestrate.models.covariance.TermStructureTenorTimeScalingPicewiseConstant

All Implemented Interfaces:

TermStructureTenorTimeScaling

public class TermStructureTenorTimeScalingPicewiseConstant
extends Object
implements TermStructureTenorTimeScaling

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
TermStructureTenorTimeScalingPicewiseConstant(TimeDiscretization timeDiscretization, double[] parameters)

Method Summary

Modifier and Type	Method	Description
TermStructureTenorTimeScaling	clone()
TermStructureTenorTimeScaling	getCloneWithModifiedParameters(double[] parameters)	Create a new object constructed from a clone of this time scaling, where some parameters have been modified.
double[]	getParameter()
double	getScaledTenorTime(double periodStart, double periodEnd)

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

TermStructureTenorTimeScalingPicewiseConstant

public TermStructureTenorTimeScalingPicewiseConstant(TimeDiscretization timeDiscretization,
 double[] parameters)

Method Details

getScaledTenorTime

public double getScaledTenorTime(double periodStart,
 double periodEnd)

Specified by:

getScaledTenorTime in interface TermStructureTenorTimeScaling

getCloneWithModifiedParameters

public TermStructureTenorTimeScaling getCloneWithModifiedParameters(double[] parameters)

Description copied from interface: TermStructureTenorTimeScaling

Create a new object constructed from a clone of this time scaling, where some parameters have been modified.

Specified by:

getCloneWithModifiedParameters in interface TermStructureTenorTimeScaling

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

public double[] getParameter()

Specified by:

getParameter in interface TermStructureTenorTimeScaling

Returns:

The parameter set representing the state of this object.

clone

public TermStructureTenorTimeScaling clone()

Specified by:

clone in interface TermStructureTenorTimeScaling

Overrides:

clone in class Object

Returns:

A clone of this object.