Uses of Interface
net.finmath.montecarlo.interestrate.models.covariance.ShortRateVolatilityModelCalibrateable

Packages that use ShortRateVolatilityModelCalibrateable

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 ShortRateVolatilityModelCalibrateable in net.finmath.montecarlo.interestrate.models.covariance

Classes in net.finmath.montecarlo.interestrate.models.covariance that implement ShortRateVolatilityModelCalibrateable

Modifier and Type	Class	Description
class	AbstractShortRateVolatilityModelParametric	Base class for parametric volatility models, see also AbstractShortRateVolatilityModel.
class	ShortRateVolatilityModelPiecewiseConstant	Short rate volatility model with a piecewise constant volatility and a piecewise constant mean reversion.

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

Modifier and Type	Method	Description
ShortRateVolatilityModelCalibrateable	ShortRateVolatilityModelCalibrateable.getCloneCalibrated(ShortRateModel calibrationModel, CalibrationProduct[] calibrationProducts, Map<String,Object> calibrationParameters)	Performs a calibration of the model by trying to match a given vector of calibration product to a given vector of target values using a given vector of weights.