net.finmath.montecarlo.interestrate.models.covariance.AbstractShortRateVolatilityModel Maven / Gradle / Ivy
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 20.05.2006
*/
package net.finmath.montecarlo.interestrate.models.covariance;
import java.io.Serializable;
import net.finmath.time.TimeDiscretization;
/**
* A base class and interface description for the instantaneous volatility of
* an short rate model.
*
* @author Christian Fries
* @version 1.0
*/
public abstract class AbstractShortRateVolatilityModel implements ShortRateVolatilityModel, Serializable {
private static final long serialVersionUID = 5364544247367259329L;
private final TimeDiscretization timeDiscretization;
/**
* Constructor consuming time discretizations, which are handled by the super class.
*
* @param timeDiscretization The vector of simulation time discretization points.
*/
public AbstractShortRateVolatilityModel(final TimeDiscretization timeDiscretization) {
super();
this.timeDiscretization = timeDiscretization;
}
/**
* The simulation time discretization associated with this model.
*
* @return the timeDiscretizationFromArray
*/
@Override
public TimeDiscretization getTimeDiscretization() {
return timeDiscretization;
}
}