Uses of Class
net.finmath.montecarlo.interestrate.models.covariance.LIBORVolatilityModelMaturityDependentFourParameterExponentialForm

Packages that use LIBORVolatilityModelMaturityDependentFourParameterExponentialForm

Package	Description
net.finmath.montecarlo.interestrate.models.covariance	Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.

Uses of LIBORVolatilityModelMaturityDependentFourParameterExponentialForm in net.finmath.montecarlo.interestrate.models.covariance

Methods in net.finmath.montecarlo.interestrate.models.covariance that return LIBORVolatilityModelMaturityDependentFourParameterExponentialForm

Modifier and Type	Method	Description
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm	LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.getCloneWithModifiedParameter(RandomVariable[] parameter)