Module net.finmath.lib
Class TermStructureTenorTimeScalingPicewiseConstant
- java.lang.Object
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- net.finmath.montecarlo.interestrate.models.covariance.TermStructureTenorTimeScalingPicewiseConstant
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- All Implemented Interfaces:
TermStructureTenorTimeScalingInterface
public class TermStructureTenorTimeScalingPicewiseConstant extends Object implements TermStructureTenorTimeScalingInterface
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description TermStructureTenorTimeScalingPicewiseConstant(TimeDiscretization timeDiscretization, double[] parameters)
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Method Summary
All Methods Instance Methods Concrete Methods 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)
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Constructor Detail
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TermStructureTenorTimeScalingPicewiseConstant
public TermStructureTenorTimeScalingPicewiseConstant(TimeDiscretization timeDiscretization, double[] parameters)
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Method Detail
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getScaledTenorTime
public double getScaledTenorTime(double periodStart, double periodEnd)
- Specified by:
getScaledTenorTime
in interfaceTermStructureTenorTimeScalingInterface
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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 interfaceTermStructureTenorTimeScalingInterface
- 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.
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getParameter
public double[] getParameter()
- Specified by:
getParameter
in interfaceTermStructureTenorTimeScalingInterface
- Returns:
- The parameter set representing the state of this object.
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clone
public TermStructureTenorTimeScalingInterface clone()
- Specified by:
clone
in interfaceTermStructureTenorTimeScalingInterface
- Overrides:
clone
in classObject
- Returns:
- A clone of this object.
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