| Package | Description |
|---|---|
| net.finmath.montecarlo.interestrate |
Provides classes needed to generate a LIBOR market model (using numerical
algorithms from
net.finmath.montecarlo.process. |
| Modifier and Type | Method and Description |
|---|---|
LIBORMarketModelStandard.Measure |
LIBORMarketModelStandard.getMeasure() |
static LIBORMarketModelStandard.Measure |
LIBORMarketModelStandard.Measure.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static LIBORMarketModelStandard.Measure[] |
LIBORMarketModelStandard.Measure.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
void |
LIBORMarketModelStandard.setMeasure(LIBORMarketModelStandard.Measure measure) |
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