net.finmath.montecarlo.interestrate.modelplugins.TermStructureCovarianceModelInterface Maven / Gradle / Ivy

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finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

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/*
 * (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
 *
 * Created on 24.12.2016
 */
package net.finmath.montecarlo.interestrate.modelplugins;

/**
 * A base class and interface description for the instantaneous covariance of
 * an forward rate interest rate model.
 * 
 * @author Christian Fries
 */
public interface TermStructureCovarianceModelInterface extends TermStructureTenorTimeScalingInterface, TermStructureFactorLoadingsModelInterface {
}