Module net.finmath.lib
Class RiskFactorForwardRate
- java.lang.Object
-
- net.finmath.montecarlo.hybridassetinterestrate.RiskFactorForwardRate
-
- All Implemented Interfaces:
RiskFactorID
public class RiskFactorForwardRate extends Object implements RiskFactorID
-
-
Constructor Summary
Constructors Constructor Description RiskFactorForwardRate(String name, double periodStart, double periodEnd)
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description String
getName()
double
getPeriodEnd()
double
getPeriodStart()
-
-
-
Constructor Detail
-
RiskFactorForwardRate
public RiskFactorForwardRate(String name, double periodStart, double periodEnd)
-
-
Method Detail
-
getName
public String getName()
- Specified by:
getName
in interfaceRiskFactorID
- Returns:
- The name of the risk factor.
-
getPeriodStart
public double getPeriodStart()
-
getPeriodEnd
public double getPeriodEnd()
-
-