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

Packages that use TermStructureTenorTimeScaling

Package	Description
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 TermStructureTenorTimeScaling in net.finmath.montecarlo.interestrate.models.covariance

Subinterfaces of TermStructureTenorTimeScaling in net.finmath.montecarlo.interestrate.models.covariance

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

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

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.
class	TermStructureTenorTimeScalingPicewiseConstant

Methods in net.finmath.montecarlo.interestrate.models.covariance that return TermStructureTenorTimeScaling

Modifier and Type	Method	Description
TermStructureTenorTimeScaling	TermStructureTenorTimeScaling.clone()
TermStructureTenorTimeScaling	TermStructureTenorTimeScalingPicewiseConstant.clone()
TermStructureTenorTimeScaling	TermStructureTenorTimeScaling.getCloneWithModifiedParameters(double[] parameters)	Create a new object constructed from a clone of this time scaling, where some parameters have been modified.
TermStructureTenorTimeScaling	TermStructureTenorTimeScalingPicewiseConstant.getCloneWithModifiedParameters(double[] parameters)

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

Modifier	Constructor	Description
	TermStructCovarianceModelFromLIBORCovarianceModelParametric(TermStructureTenorTimeScaling tenorTimeScalingModel, AbstractLIBORCovarianceModelParametric covarianceModel)