Module net.finmath.lib

Package net.finmath.montecarlo.interestrate.models

Class FundingCapacity.DefaultFactors

java.lang.Object

net.finmath.montecarlo.interestrate.models.FundingCapacity.DefaultFactors

Enclosing class:

FundingCapacity

public class FundingCapacity.DefaultFactors
extends Object

Constructor Summary

Constructors

Constructor	Description
DefaultFactors(RandomVariable survivalProbability, RandomVariable defaultCompensation)

Method Summary

Modifier and Type	Method	Description
RandomVariable	getDefaultCompensation()
RandomVariable	getSurvivalProbability()

Methods inherited from class java.lang.Object

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

Constructor Detail

DefaultFactors

public DefaultFactors(RandomVariable survivalProbability,
                      RandomVariable defaultCompensation)

Method Detail

getSurvivalProbability

public RandomVariable getSurvivalProbability()

getDefaultCompensation

public RandomVariable getDefaultCompensation()