net.finmath.montecarlo.interestrate.models.funding.DefaultFactors Maven / Gradle / Ivy
package net.finmath.montecarlo.interestrate.models.funding;
import net.finmath.stochastic.RandomVariable;
public class DefaultFactors {
private final RandomVariable survivalProbability;
private final RandomVariable defaultCompensation;
public DefaultFactors(RandomVariable survivalProbability, RandomVariable defaultCompensation) {
this.survivalProbability = survivalProbability;
this.defaultCompensation = defaultCompensation;
}
public RandomVariable getSurvivalProbability() {
return survivalProbability;
}
public RandomVariable getDefaultCompensation() {
return defaultCompensation;
}
}