net.finmath.montecarlo.interestrate.models.covariance.TermStructureTenorTimeScalingPicewiseConstant

public class TermStructureTenorTimeScalingPicewiseConstant
extends Object
implements TermStructureTenorTimeScalingInterface

Method Summary

Modifier and Type	Method	Description
`TermStructureTenorTimeScalingInterface`	`clone()`
`TermStructureTenorTimeScalingInterface`	`getCloneWithModifiedParameters(double[] parameters)`	Create a new object constructed from a clone of this time scaling, where some parameters have been modified.
`double[]`	`getParameter()`
`double`	`getScaledTenorTime(double periodStart, double periodEnd)`

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

Constructor Details
- TermStructureTenorTimeScalingPicewiseConstant
  
  public TermStructureTenorTimeScalingPicewiseConstant(TimeDiscretization timeDiscretization, double[] parameters)
Method Details
- getScaledTenorTime
  
  public double getScaledTenorTime(double periodStart, double periodEnd)
  
  Specified by:
  
  getScaledTenorTime in interface TermStructureTenorTimeScalingInterface
- getCloneWithModifiedParameters
  
  public TermStructureTenorTimeScalingInterface getCloneWithModifiedParameters(double[] parameters)
  
  Description copied from interface: TermStructureTenorTimeScalingInterface
  
  Create a new object constructed from a clone of this time scaling, where some parameters have been modified.
  
  Specified by:
  
  getCloneWithModifiedParameters in interface TermStructureTenorTimeScalingInterface
  
  Parameters:
  
  parameters - The set of new parameters.
  
  Returns:
  
  A new object constructed from a clone of this time scaling, where some parameters have been modified.
- getParameter
  
  public double[] getParameter()
  
  Specified by:
  
  getParameter in interface TermStructureTenorTimeScalingInterface
  
  Returns:
  
  The parameter set representing the state of this object.
- clone
  
  public TermStructureTenorTimeScalingInterface clone()
  
  Specified by:
  
  clone in interface TermStructureTenorTimeScalingInterface
  
  Overrides:
  
  clone in class Object
  
  Returns:
  
  A clone of this object.

Class TermStructureTenorTimeScalingPicewiseConstant