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