net.finmath.montecarlo.interestrate.models.funding.FundingCapacity Maven / Gradle / Ivy
package net.finmath.montecarlo.interestrate.models.funding;
import net.finmath.stochastic.RandomVariable;
public interface FundingCapacity {
/**
* Apply a new funding requirement to this funding capacity
* and return the associated DefaultFactors.
*
* @param time The time at which the funding is required.
* @param fundingRequirement The required funding.
* @return A DefaultFactors that reflects the amount that has to be contracted to secure the funding.
*/
DefaultFactors getDefaultFactors(double time, RandomVariable fundingRequirement);
}