TermStructureFactorLoadingsModelParametricInterface (finmath lib 5.0.5 API)

All Superinterfaces:

TermStructureFactorLoadingsModelInterface

All Known Implementing Classes:

TermStructCovarianceModelFromLIBORCovarianceModelParametric, TermStructureCovarianceModelParametric
```
public interface TermStructureFactorLoadingsModelParametricInterface
extends 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

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`TermStructureCovarianceModelParametric`	`getCloneWithModifiedParameters(double[] parameters)`	Return an instance of this model using a new set of parameters.
`double[]`	`getParameter()`	Get the parameters of determining this parametric covariance model.

Methods inherited from interface net.finmath.montecarlo.interestrate.models.covariance.TermStructureFactorLoadingsModelInterface
getFactorLoading, getNumberOfFactors

- Method Detail
  - getParameter
```
double[] getParameter()
```
    Get the parameters of determining this parametric covariance model. The parameters are usually free parameters which may be used in calibration.
    
    Returns:
    
    Parameter vector.
  - getCloneWithModifiedParameters
```
TermStructureCovarianceModelParametric getCloneWithModifiedParameters(double[] parameters)
```
    Return an instance of this model using a new set of parameters. Note: To improve performance it is admissible to return the same instance of the object given that the parameters have not changed. Models should be immutable.
    
    Parameters:
    
    parameters - The new set of parameters.
    
    Returns:
    
    An instance of AbstractLIBORCovarianceModelParametric with modified parameters.