Uses of Class
net.finmath.montecarlo.interestrate.models.covariance.AbstractShortRateVolatilityModelParametric

Packages that use AbstractShortRateVolatilityModelParametric

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 AbstractShortRateVolatilityModelParametric in net.finmath.montecarlo.interestrate.models.covariance

Subclasses of AbstractShortRateVolatilityModelParametric in net.finmath.montecarlo.interestrate.models.covariance

Modifier and Type	Class and Description
class	ShortRateVolatilityModelPiecewiseConstant

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

Modifier and Type	Method and Description
AbstractShortRateVolatilityModelParametric	AbstractShortRateVolatilityModelParametric.getCloneCalibrated(ShortRateModel calibrationModel, CalibrationProduct[] calibrationProducts, Map<String,Object> calibrationParameters) Performs a generic calibration of the parametric model by trying to match a given vector of calibration product to a given vector of target values using a given vector of weights.
AbstractShortRateVolatilityModelParametric	AbstractShortRateVolatilityModelParametric.getCloneCalibratedLegazy(ShortRateModel calibrationModel, CalibrationProduct[] calibrationProducts, Map<String,Object> calibrationParameters) Performs a generic calibration of the parametric model by trying to match a given vector of calibration product to a given vector of target values using a given vector of weights.
abstract AbstractShortRateVolatilityModelParametric	AbstractShortRateVolatilityModelParametric.getCloneWithModifiedParameters(double[] parameters) Return an instance of this model using a new set of parameters.
AbstractShortRateVolatilityModelParametric	ShortRateVolatilityModelPiecewiseConstant.getCloneWithModifiedParameters(double[] parameters)
abstract AbstractShortRateVolatilityModelParametric	AbstractShortRateVolatilityModelParametric.getCloneWithModifiedParameters(RandomVariable[] parameters) Return an instance of this model using a new set of parameters.
AbstractShortRateVolatilityModelParametric	ShortRateVolatilityModelPiecewiseConstant.getCloneWithModifiedParameters(RandomVariable[] parameters)