Uses of Class
net.finmath.montecarlo.interestrate.models.LIBORMarketModelFromCovarianceModel

Packages that use LIBORMarketModelFromCovarianceModel

Package	Description
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g.
net.finmath.montecarlo.interestrate.simple	Simplified version of Monte-Carlo interest rate model - LIBOR Market Model.

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

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

Modifier and Type	Method	Description
LIBORMarketModelFromCovarianceModel	LIBORMarketModelFromCovarianceModel.getCloneWithModifiedCovarianceModel(LIBORCovarianceModel covarianceModel)
LIBORMarketModelFromCovarianceModel	LIBORMarketModelFromCovarianceModel.getCloneWithModifiedData(Map<String,Object> dataModified)
static LIBORMarketModelFromCovarianceModel	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).

Uses of LIBORMarketModelFromCovarianceModel in net.finmath.montecarlo.interestrate.simple

Methods in net.finmath.montecarlo.interestrate.simple that return LIBORMarketModelFromCovarianceModel

Modifier and Type	Method	Description
LIBORMarketModelFromCovarianceModel	SimpleLIBORMarketModel.getModel()