net.finmath.marketdata.calibration

Interface ParameterObjectInterface

All Known Subinterfaces:

Curve, DiscountCurve, ForwardCurve

All Known Implementing Classes:

AbstractCurve, AbstractForwardCurve, AbstractVolatilitySurfaceParametric, BondCurve, CapletVolatilitiesParametric, CapletVolatilitiesParametricDisplacedFourParameterAnalytic, CapletVolatilitiesParametricFourParameterPicewiseConstant, CurveFromInterpolationPoints, CurveFromProductOfCurves, DiscountCurveFromForwardCurve, DiscountCurveFromProductOfCurves, DiscountCurveInterpolation, DiscountCurveNelsonSiegelSvensson, DiscountCurveRenormalized, ForwardCurveFromDiscountCurve, ForwardCurveInterpolation, ForwardCurveNelsonSiegelSvensson, ForwardCurveWithFixings, IndexCurveFromDiscountCurve, ParameterAggregation, PiecewiseCurve, SeasonalCurve

public interface ParameterObjectInterface

An objects having a dependence on a parameter (double[]). The state of the objects is encoded in the parameter. It can be read or set. Note that the parameter may alter the state of multiple depending objects (e.g. referenced members).

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
ParameterObjectInterface	getCloneForParameter(double[] value) Create a clone with a modified parameter.
double[]	getParameter() Get the current parameter associated with the state of the objects.
void	setParameter(double[] parameter) Deprecated.

Method Detail

getParameter

double[] getParameter()

Get the current parameter associated with the state of the objects.

Returns:

The parameter.

getCloneForParameter

ParameterObjectInterface getCloneForParameter(double[] value)
                                       throws CloneNotSupportedException

Create a clone with a modified parameter.

Parameters:

value - The new parameter.

Returns:

A clone with an otherwise modified parameter.

Throws:

CloneNotSupportedException - Thrown, when the curve could not be cloned.

setParameter

@Deprecated
void setParameter(double[] parameter)

Deprecated.

Set the current parameter and change the state of the objects.

Parameters:

parameter - The parameter associated with the new state of the objects.