Module net.finmath.lib
Interface TermStructureTenorTimeScalingInterface
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- All Known Subinterfaces:
TermStructureCovarianceModelInterface
- All Known Implementing Classes:
TermStructCovarianceModelFromLIBORCovarianceModelParametric
,TermStructureCovarianceModelParametric
,TermStructureTenorTimeScalingPicewiseConstant
public interface TermStructureTenorTimeScalingInterface
- Version:
- 1.0
- Author:
- Christian Fries
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description TermStructureTenorTimeScalingInterface
clone()
TermStructureTenorTimeScalingInterface
getCloneWithModifiedParameters(double[] parameters)
Create a new object constructed from a clone of this time scaling, where some parameters have been modified.double[]
getParameter()
double
getScaledTenorTime(double periodStart, double periodEnd)
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Method Detail
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getScaledTenorTime
double getScaledTenorTime(double periodStart, double periodEnd)
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getCloneWithModifiedParameters
TermStructureTenorTimeScalingInterface getCloneWithModifiedParameters(double[] parameters)
Create a new object constructed from a clone of this time scaling, where some parameters have been modified.- Parameters:
parameters
- The set of new parameters.- Returns:
- A new object constructed from a clone of this time scaling, where some parameters have been modified.
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getParameter
double[] getParameter()
- Returns:
- The parameter set representing the state of this object.
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clone
TermStructureTenorTimeScalingInterface clone()
- Returns:
- A clone of this object.
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