Module net.finmath.lib

Package net.finmath.montecarlo.hybridassetinterestrate

Class RiskFactorForwardRate

java.lang.Object

net.finmath.montecarlo.hybridassetinterestrate.RiskFactorForwardRate

All Implemented Interfaces:

RiskFactorID

public class RiskFactorForwardRate
extends Object
implements RiskFactorID

Constructor Summary

Constructors

Constructor	Description
RiskFactorForwardRate(String name, double periodStart, double periodEnd)

Method Summary

Modifier and Type	Method	Description
String	getName()
double	getPeriodEnd()
double	getPeriodStart()

Methods inherited from class java.lang.Object

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

Constructor Detail

RiskFactorForwardRate

public RiskFactorForwardRate(String name,
                             double periodStart,
                             double periodEnd)

Method Detail

getName

public String getName()

Specified by:

getName in interface RiskFactorID

Returns:

The name of the risk factor.

getPeriodStart

public double getPeriodStart()

getPeriodEnd

public double getPeriodEnd()