net.finmath.montecarlo.interestrate.models.funding.DefaultFactors 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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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;
}
}