net.finmath.montecarlo.interestrate.models.covariance.TermStructureCovarianceModel Maven / Gradle / Ivy
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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 24.12.2016
*/
package net.finmath.montecarlo.interestrate.models.covariance;
/**
* A base class and interface description for the instantaneous covariance of
* an forward rate interest rate model.
*
* @author Christian Fries
* @version 1.0
*/
public interface TermStructureCovarianceModel extends TermStructureTenorTimeScaling, TermStructureFactorLoadingsModel {
}