Uses of Class
net.finmath.montecarlo.interestrate.models.covariance.TermStructureCovarianceModelParametric

Packages that use TermStructureCovarianceModelParametric

Package	Description
net.finmath.montecarlo.interestrate.models.covariance	Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.

Uses of TermStructureCovarianceModelParametric in net.finmath.montecarlo.interestrate.models.covariance

Subclasses of TermStructureCovarianceModelParametric in net.finmath.montecarlo.interestrate.models.covariance

Modifier and Type	Class	Description
class	TermStructCovarianceModelFromLIBORCovarianceModelParametric

Methods in net.finmath.montecarlo.interestrate.models.covariance that return TermStructureCovarianceModelParametric

Modifier and Type	Method	Description
TermStructureCovarianceModelParametric	TermStructCovarianceModelFromLIBORCovarianceModelParametric.clone()
abstract TermStructureCovarianceModelParametric	TermStructureCovarianceModelParametric.clone()
TermStructureCovarianceModelParametric	TermStructureCovarianceModelParametric.getCloneCalibrated(TermStructureModel calibrationModel, CalibrationProduct[] calibrationProducts, Map<String,Object> calibrationParameters)	Return a calibrated clone of the covariance model.
TermStructureCovarianceModelParametric	TermStructCovarianceModelFromLIBORCovarianceModelParametric.getCloneWithModifiedParameters(double[] parameters)
abstract TermStructureCovarianceModelParametric	TermStructureCovarianceModelParametric.getCloneWithModifiedParameters(double[] parameters)	Return an instance of this model using a new set of parameters.
TermStructureCovarianceModelParametric	TermStructureFactorLoadingsModelParametricInterface.getCloneWithModifiedParameters(double[] parameters)	Return an instance of this model using a new set of parameters.