Uses of Class
net.finmath.montecarlo.interestrate.models.covariance.TermStructureCovarianceModelParametric
Package
Description
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.
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Uses of TermStructureCovarianceModelParametric in net.finmath.montecarlo.interestrate.models.covariance
Modifier and TypeClassDescriptionclass
Modifier and TypeMethodDescriptionTermStructCovarianceModelFromLIBORCovarianceModelParametric.clone()
TermStructureCovarianceModelParametric.clone()
TermStructureCovarianceModelParametric.getCloneCalibrated
(TermStructureModel calibrationModel, CalibrationProduct[] calibrationProducts, Map<String, Object> calibrationParameters) Return a calibrated clone of the covariance model.TermStructCovarianceModelFromLIBORCovarianceModelParametric.getCloneWithModifiedParameters
(double[] parameters) TermStructureCovarianceModelParametric.getCloneWithModifiedParameters
(double[] parameters) Return an instance of this model using a new set of parameters.TermStructureFactorLoadingsModelParametric.getCloneWithModifiedParameters
(double[] parameters) Return an instance of this model using a new set of parameters.