finMath lib documentation
net.finmath.montecarlo.interestrate.models.covariance

## Interface ShortRateVolatilityModel

• ### Method Summary

All Methods
Modifier and Type Method and Description
RandomVariable getMeanReversion(int timeIndex)
Returns the value of $$a(t)$$ for $$t_{i} \leq t < t_{i+1}$$.
TimeDiscretization getTimeDiscretization()
Returns the time discretization $$\{ t_{i} \}$$ associated with the piecewise constant functions.
RandomVariable getVolatility(int timeIndex)
Returns the value of $$\sigma(t)$$ for $$t_{i} \leq t < t_{i+1}$$.
• ### Method Detail

• #### getTimeDiscretization

TimeDiscretization getTimeDiscretization()
Returns the time discretization $$\{ t_{i} \}$$ associated with the piecewise constant functions.
Returns:
the time discretization $$\{ t_{i} \}$$
• #### getVolatility

RandomVariable getVolatility(int timeIndex)
Returns the value of $$\sigma(t)$$ for $$t_{i} \leq t < t_{i+1}$$.
Parameters:
timeIndex - The index $$i$$.
Returns:
the value of $$\sigma(t)$$ for $$t_{i} \leq t < t_{i+1}$$
• #### getMeanReversion

RandomVariable getMeanReversion(int timeIndex)
Returns the value of $$a(t)$$ for $$t_{i} \leq t < t_{i+1}$$.
Parameters:
timeIndex - The index $$i$$.
Returns:
the value of $$a(t)$$ for $$t_{i} \leq t < t_{i+1}$$