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

Packages that use LIBORCorrelationModelThreeParameterExponentialDecay

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

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

Modifier and Type	Method	Description
LIBORCorrelationModelThreeParameterExponentialDecay	LIBORCorrelationModelThreeParameterExponentialDecay.getCloneWithModifiedParameter(RandomVariable[] parameter)