Uses of Class
net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel
Packages that use LIBORMarketModelFromCovarianceModel
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Uses of LIBORMarketModelFromCovarianceModel in net.finmath.montecarlo.interestrate.models
Methods in net.finmath.montecarlo.interestrate.models that return LIBORMarketModelFromCovarianceModelModifier and TypeMethodDescriptionLIBORMarketModelFromCovarianceModel.getCloneWithModifiedCovarianceModel(LIBORCovarianceModel covarianceModel)
LIBORMarketModelFromCovarianceModel.getCloneWithModifiedData(Map<String,Object> dataModified)
LIBORMarketModelFromCovarianceModel.of(TimeDiscretization liborPeriodDiscretization, AnalyticModel analyticModel, ForwardCurve forwardRateCurve, DiscountCurve discountCurve, RandomVariableFactory randomVariableFactory, LIBORCovarianceModel covarianceModel, CalibrationProduct[] calibrationProducts, Map<String,?> properties)
Creates a LIBOR Market Model for given covariance with a calibration (if calibration items are given).