Uses of Interface
net.finmath.montecarlo.interestrate.models.covariance.TermStructureTenorTimeScalingInterface

Packages that use TermStructureTenorTimeScalingInterface

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

Subinterfaces of TermStructureTenorTimeScalingInterface in net.finmath.montecarlo.interestrate.models.covariance

Modifier and Type	Interface and Description
interface	TermStructureCovarianceModelInterface A base class and interface description for the instantaneous covariance of an forward rate interest rate model.

Classes in net.finmath.montecarlo.interestrate.models.covariance that implement TermStructureTenorTimeScalingInterface

Modifier and Type	Class and Description
class	TermStructCovarianceModelFromLIBORCovarianceModelParametric
class	TermStructureCovarianceModelParametric A base class and interface description for the instantaneous covariance of an forward rate interest rate model.
class	TermStructureTenorTimeScalingPicewiseConstant

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

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

Constructors in net.finmath.montecarlo.interestrate.models.covariance with parameters of type TermStructureTenorTimeScalingInterface

Constructor and Description
TermStructCovarianceModelFromLIBORCovarianceModelParametric(TermStructureTenorTimeScalingInterface tenorTimeScalingModel, AbstractLIBORCovarianceModelParametric covarianceModel)