net.finmath.montecarlo.hybridassetinterestrate.RiskFactorForwardRate Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of finmath-lib Show documentation
Show all versions of finmath-lib Show documentation
finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
The newest version!
package net.finmath.montecarlo.hybridassetinterestrate;
public class RiskFactorForwardRate implements RiskFactorID {
private final String name;
private final double periodStart;
private final double periodEnd;
public RiskFactorForwardRate(String name, double periodStart, double periodEnd) {
super();
this.name = name;
this.periodStart = periodStart;
this.periodEnd = periodEnd;
}
@Override
public String getName() {
return name;
}
public double getPeriodStart() {
return periodStart;
}
public double getPeriodEnd() {
return periodEnd;
}
}