public interface ShortRateVolatilityModelParametric extends ShortRateVolatilityModel
Modifier and Type | Method and Description |
---|---|
ShortRateVolatilityModelParametric |
getCloneWithModifiedParameters(double[] parameters)
Return an instance of this model using a new set of parameters.
|
ShortRateVolatilityModelParametric |
getCloneWithModifiedParameters(RandomVariable[] parameters)
Return an instance of this model using a new set of parameters.
|
RandomVariable[] |
getParameter()
Get the parameters of determining this parametric
volatility model.
|
double[] |
getParameterAsDouble()
Get the parameters of determining this parametric
volatility model.
|
getMeanReversion, getTimeDiscretization, getVolatility
RandomVariable[] getParameter()
ShortRateVolatilityModelParametric getCloneWithModifiedParameters(RandomVariable[] parameters)
parameters
- The new set of parameters.double[] getParameterAsDouble()
ShortRateVolatilityModelParametric getCloneWithModifiedParameters(double[] parameters)
parameters
- The new set of parameters.Copyright © 2019. All rights reserved.