Uses of Class
net.finmath.montecarlo.interestrate.models.funding.DefaultFactors
Packages that use DefaultFactors
Package
Description
Model components related to non-linear discounting / funding.
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Uses of DefaultFactors in net.finmath.montecarlo.interestrate.models.funding
Methods in net.finmath.montecarlo.interestrate.models.funding that return DefaultFactorsModifier and TypeMethodDescriptionFundingCapacity.getDefaultFactors(double time, RandomVariable fundingRequirement)
Apply a new funding requirement to this funding capacity and return the associatedDefaultFactors
.FundingCapacityWithMemory.getDefaultFactors(double time, RandomVariable fundingRequirement)
Apply a new funding requirement to this funding capacity and return the associatedDefaultFactors
.FundingCapacityWithoutMemory.getDefaultFactors(double time, RandomVariable fundingRequirement)
Apply a new funding requirement to this funding capacity and return the associatedDefaultFactors
.