net.finmath.montecarlo.interestrate.models.covariance

Interface TermStructureTenorTimeScalingInterface

All Known Subinterfaces:

TermStructureCovarianceModelInterface

All Known Implementing Classes:

TermStructCovarianceModelFromLIBORCovarianceModelParametric, TermStructureCovarianceModelParametric, TermStructureTenorTimeScalingPicewiseConstant

public interface TermStructureTenorTimeScalingInterface

Version:

1.0

Author:

Christian Fries

Method Summary

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

Method Detail

getScaledTenorTime

double getScaledTenorTime(double periodStart,
                          double periodEnd)

getCloneWithModifiedParameters

TermStructureTenorTimeScalingInterface getCloneWithModifiedParameters(double[] parameters)

Create a new object constructed from a clone of this time scaling, where some parameters have been modified.

Parameters:

parameters - The set of new parameters.

Returns:

A new object constructed from a clone of this time scaling, where some parameters have been modified.

getParameter

double[] getParameter()

Returns:

The parameter set representing the state of this object.

clone

TermStructureTenorTimeScalingInterface clone()

Returns:

A clone of this object.