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

Packages that use ShortRateVolatilityModelParametric

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

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

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 ShortRateVolatilityModelParametric

Modifier and Type	Method	Description
ShortRateVolatilityModelParametric	ShortRateVolatilityModelParametric.getCloneWithModifiedParameters(double[] parameters)	Return an instance of this model using a new set of parameters.
ShortRateVolatilityModelParametric	ShortRateVolatilityModelParametric.getCloneWithModifiedParameters(RandomVariable[] parameters)	Return an instance of this model using a new set of parameters.