Uses of Interface
net.finmath.montecarlo.interestrate.models.covariance.TermStructureTenorTimeScaling
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 TermStructureTenorTimeScaling in net.finmath.montecarlo.interestrate.models.covariance
Modifier and TypeInterfaceDescriptioninterface
A base class and interface description for the instantaneous covariance of an forward rate interest rate model.Modifier and TypeClassDescriptionclass
class
A base class and interface description for the instantaneous covariance of an forward rate interest rate model.class
Modifier and TypeMethodDescriptionTermStructureTenorTimeScaling.clone()
TermStructureTenorTimeScalingPicewiseConstant.clone()
TermStructureTenorTimeScaling.getCloneWithModifiedParameters
(double[] parameters) Create a new object constructed from a clone of this time scaling, where some parameters have been modified.TermStructureTenorTimeScalingPicewiseConstant.getCloneWithModifiedParameters
(double[] parameters) ModifierConstructorDescriptionTermStructCovarianceModelFromLIBORCovarianceModelParametric
(TermStructureTenorTimeScaling tenorTimeScalingModel, AbstractLIBORCovarianceModelParametric covarianceModel)