public abstract class AbstractShortRateVolatilityModel extends Object implements ShortRateVolatilityModel, Serializable
|Constructor and Description|
Constructor consuming time discretizations, which are handled by the super class.
|Modifier and Type||Method and Description|
The simulation time discretization associated with this model.
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
public AbstractShortRateVolatilityModel(TimeDiscretization timeDiscretization)
timeDiscretization- The vector of simulation time discretization points.
Copyright © 2019. All rights reserved.