ShortRateModel (finmath lib 5.0.5 API)

All Known Implementing Classes:

HullWhiteModel
```
public interface ShortRateModel
```
Interface for Short Rate models which are determined by a ShortRateVolatilityModelInterface.

Version:

1.0

Author:

Christian Fries

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`ShortRateModel`	`getCloneWithModifiedVolatilityModel(ShortRateVolatilityModel volatilityModel)`	Create a new object implementing ShortRateModel, using the new volatility model.
`int`	`getNumberOfFactors()`	Return the number of factors.
`ShortRateVolatilityModel`	`getVolatilityModel()`	Return the volatility model.

- Method Detail
  - getCloneWithModifiedVolatilityModel
```
ShortRateModel getCloneWithModifiedVolatilityModel(ShortRateVolatilityModel volatilityModel)
```
    Create a new object implementing ShortRateModel, using the new volatility model.
    
    Parameters:
    
    volatilityModel - The new volatility model.
    
    Returns:
    
    A new object implementing ShortRateModel, using the new volatility model.
  - getVolatilityModel
```
ShortRateVolatilityModel getVolatilityModel()
```
    Return the volatility model.
    
    Returns:
    
    The volatility model.
  - getNumberOfFactors
```
int getNumberOfFactors()
```
    Return the number of factors.
    
    Returns:
    
    The number of factors.