Module net.finmath.lib
Class AbstractShortRateVolatilityModel
- java.lang.Object
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- net.finmath.montecarlo.interestrate.models.covariance.AbstractShortRateVolatilityModel
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- All Implemented Interfaces:
Serializable
,ShortRateVolatilityModel
- Direct Known Subclasses:
AbstractShortRateVolatilityModelParametric
public abstract class AbstractShortRateVolatilityModel extends Object implements ShortRateVolatilityModel, Serializable
A base class and interface description for the instantaneous volatility of an short rate model.- Version:
- 1.0
- Author:
- Christian Fries
- See Also:
- Serialized Form
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Constructor Summary
Constructors Constructor Description AbstractShortRateVolatilityModel(TimeDiscretization timeDiscretization)
Constructor consuming time discretizations, which are handled by the super class.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description TimeDiscretization
getTimeDiscretization()
The simulation time discretization associated with this model.-
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface net.finmath.montecarlo.interestrate.models.covariance.ShortRateVolatilityModel
getMeanReversion, getVolatility
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Constructor Detail
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AbstractShortRateVolatilityModel
public AbstractShortRateVolatilityModel(TimeDiscretization timeDiscretization)
Constructor consuming time discretizations, which are handled by the super class.- Parameters:
timeDiscretization
- The vector of simulation time discretization points.
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Method Detail
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getTimeDiscretization
public TimeDiscretization getTimeDiscretization()
The simulation time discretization associated with this model.- Specified by:
getTimeDiscretization
in interfaceShortRateVolatilityModel
- Returns:
- the timeDiscretizationFromArray
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