Module net.finmath.lib
Interface TermStructureCovarianceModelInterface
-
- All Superinterfaces:
TermStructureFactorLoadingsModelInterface
,TermStructureTenorTimeScalingInterface
- All Known Implementing Classes:
TermStructCovarianceModelFromLIBORCovarianceModelParametric
,TermStructureCovarianceModelParametric
public interface TermStructureCovarianceModelInterface extends TermStructureTenorTimeScalingInterface, TermStructureFactorLoadingsModelInterface
A base class and interface description for the instantaneous covariance of an forward rate interest rate model.- Version:
- 1.0
- Author:
- Christian Fries
-
-
Method Summary
-
Methods inherited from interface net.finmath.montecarlo.interestrate.models.covariance.TermStructureFactorLoadingsModelInterface
getFactorLoading, getNumberOfFactors
-
Methods inherited from interface net.finmath.montecarlo.interestrate.models.covariance.TermStructureTenorTimeScalingInterface
clone, getCloneWithModifiedParameters, getParameter, getScaledTenorTime
-
-