Uses of Interface
net.finmath.montecarlo.interestrate.models.covariance.TermStructureCovarianceModel

Packages that use TermStructureCovarianceModel

Package	Description
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g.
net.finmath.montecarlo.interestrate.models.covariance	Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.

Uses of TermStructureCovarianceModel in net.finmath.montecarlo.interestrate.models

Methods in net.finmath.montecarlo.interestrate.models that return TermStructureCovarianceModel

Modifier and Type	Method	Description
TermStructureCovarianceModel	LIBORMarketModelWithTenorRefinement.getCovarianceModel()	Returns the term structure covariance model.

Constructors in net.finmath.montecarlo.interestrate.models with parameters of type TermStructureCovarianceModel

Constructor	Description
LIBORMarketModelWithTenorRefinement(TimeDiscretization[] liborPeriodDiscretizations, Integer[] numberOfDiscretizationIntervalls, AnalyticModel analyticModel, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, TermStructureCovarianceModel covarianceModel, CalibrationProduct[] calibrationProducts, Map<String,?> properties)	Creates a model for given covariance.

Uses of TermStructureCovarianceModel in net.finmath.montecarlo.interestrate.models.covariance

Classes in net.finmath.montecarlo.interestrate.models.covariance that implement TermStructureCovarianceModel

Modifier and Type	Class	Description
class	TermStructCovarianceModelFromLIBORCovarianceModelParametric
class	TermStructureCovarianceModelParametric	A base class and interface description for the instantaneous covariance of an forward rate interest rate model.