AbstractShortRateVolatilityModel (finmath lib 5.0.5 API)

java.lang.Object
- net.finmath.montecarlo.interestrate.models.covariance.AbstractShortRateVolatilityModel

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

Constructor Summary

Constructors
Constructor	Description
`AbstractShortRateVolatilityModel(TimeDiscretization timeDiscretization)`	Constructor consuming time discretizations, which are handled by the super class.

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
- Methods inherited from interface net.finmath.montecarlo.interestrate.models.covariance.ShortRateVolatilityModel
  getMeanReversion, getVolatility

- Constructor Detail
  - 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.
- Method Detail
  - getTimeDiscretization
```
public TimeDiscretization getTimeDiscretization()
```
    The simulation time discretization associated with this model.
    
    Specified by:
    
    getTimeDiscretization in interface ShortRateVolatilityModel
    
    Returns:
    
    the timeDiscretizationFromArray