Module net.finmath.lib

Package net.finmath.montecarlo.interestrate.models.funding

Class DefaultFactors

java.lang.Object

net.finmath.montecarlo.interestrate.models.funding.DefaultFactors

public class DefaultFactors
extends Object

Constructor Summary

Constructors

Constructor	Description
DefaultFactors(RandomVariable survivalProbability, RandomVariable defaultCompensation)

Method Summary

Modifier and Type	Method	Description
RandomVariable	getDefaultCompensation()
RandomVariable	getSurvivalProbability()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

DefaultFactors

public DefaultFactors(RandomVariable survivalProbability,
 RandomVariable defaultCompensation)

Method Details

getSurvivalProbability

public RandomVariable getSurvivalProbability()

getDefaultCompensation

public RandomVariable getDefaultCompensation()