net.finmath.montecarlo.interestrate

Class LIBORMarketModel.CalibrationItem

java.lang.Object

net.finmath.montecarlo.interestrate.LIBORMarketModel.CalibrationItem

Enclosing class:

LIBORMarketModel

public static class LIBORMarketModel.CalibrationItem
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
AbstractLIBORMonteCarloProduct	calibrationProduct
double	calibrationTargetValue
double	calibrationWeight

Constructor Summary

Constructors

Constructor and Description
CalibrationItem(AbstractLIBORMonteCarloProduct calibrationProduct, double calibrationTargetValue, double calibrationWeight)

Method Summary

Modifier and Type	Method and Description
String	toString()

Methods inherited from class java.lang.Object

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

Field Detail

calibrationProduct

public final AbstractLIBORMonteCarloProduct calibrationProduct

calibrationTargetValue

public final double calibrationTargetValue

calibrationWeight

public final double calibrationWeight

Constructor Detail

CalibrationItem

public CalibrationItem(AbstractLIBORMonteCarloProduct calibrationProduct,
                       double calibrationTargetValue,
                       double calibrationWeight)

Method Detail

toString

public String toString()

Overrides:

toString in class Object