net.finmath.montecarlo.interestrate.models.covariance.TermStructureTenorTimeScaling Maven / Gradle / Ivy
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 04.02.2017
*/
package net.finmath.montecarlo.interestrate.models.covariance;
/**
* @author Christian Fries
*
* @version 1.0
*/
public interface TermStructureTenorTimeScaling {
double getScaledTenorTime(double periodStart, double periodEnd);
/**
* Create a new object constructed from a clone of this time scaling, where some parameters have been modified.
*
* @param parameters The set of new parameters.
* @return A new object constructed from a clone of this time scaling, where some parameters have been modified.
*/
TermStructureTenorTimeScaling getCloneWithModifiedParameters(double[] parameters);
/**
* @return The parameter set representing the state of this object.
*/
double[] getParameter();
/**
* @return A clone of this object.
*/
TermStructureTenorTimeScaling clone();
}