| Package | Description |
|---|---|
| net.finmath.montecarlo.interestrate.models |
Interest rate models implementing
ProcessModel
e.g. by extending AbstractProcessModel. |
| Modifier and Type | Method and Description |
|---|---|
LIBORMarketModelFromCovarianceModel.Measure |
LIBORMarketModelFromCovarianceModel.getMeasure() |
static LIBORMarketModelFromCovarianceModel.Measure |
LIBORMarketModelFromCovarianceModel.Measure.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static LIBORMarketModelFromCovarianceModel.Measure[] |
LIBORMarketModelFromCovarianceModel.Measure.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
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