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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 20.05.2006
*/
package net.finmath.montecarlo.interestrate;
import net.finmath.montecarlo.interestrate.models.covariance.ShortRateVolatilityModel;
/**
* Interface for Short Rate models which are determined by a ShortRateVolatilityModelInterface.
*
* @author Christian Fries
* @version 1.0
*/
public interface ShortRateModel {
/**
* Create a new object implementing ShortRateModel, using the new volatility model.
*
* @param volatilityModel The new volatility model.
* @return A new object implementing ShortRateModel, using the new volatility model.
*/
ShortRateModel getCloneWithModifiedVolatilityModel(ShortRateVolatilityModel volatilityModel);
/**
* Return the volatility model.
*
* @return The volatility model.
*/
ShortRateVolatilityModel getVolatilityModel();
/**
* Return the number of factors.
*
* @return The number of factors.
*/
int getNumberOfFactors();
}