Uses of Class
net.finmath.montecarlo.interestrate.models.LIBORMarketModelStandard
Package | Description |
---|---|
net.finmath.montecarlo.interestrate.models |
Interest rate models implementing
ProcessModel
e.g. by extending AbstractProcessModel . |
-
Uses of LIBORMarketModelStandard in net.finmath.montecarlo.interestrate.models
Methods in net.finmath.montecarlo.interestrate.models that return LIBORMarketModelStandard Modifier and Type Method Description LIBORMarketModelStandard
LIBORMarketModelStandard. getCloneWithModifiedCovarianceModel(LIBORCovarianceModel covarianceModel)
LIBORMarketModelStandard
LIBORMarketModelStandard. getCloneWithModifiedData(Map<String,Object> dataModified)