| Package | Description |
|---|---|
| net.finmath.montecarlo.interestrate.models |
Interest rate models implementing
ProcessModel
e.g. by extending AbstractProcessModel. |
| Modifier and Type | Method and Description |
|---|---|
LIBORMarketModelStandard |
LIBORMarketModelStandard.getCloneWithModifiedCovarianceModel(LIBORCovarianceModel covarianceModel) |
LIBORMarketModelStandard |
LIBORMarketModelStandard.getCloneWithModifiedData(Map<String,Object> dataModified) |
Copyright © 2019. All rights reserved.