org.jquantlib.legacy.libormarkets

Class LmCorrelationModel

java.lang.Object

org.jquantlib.legacy.libormarkets.LmCorrelationModel

Direct Known Subclasses:

LmLinearExponentialCorrelationModel

public abstract class LmCorrelationModel
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
LmCorrelationModel(int size, int nArguments)

Method Summary

Modifier and Type	Method and Description
Matrix	correlation(double t)
abstract Matrix	correlation(double t, Array x)
double	correlation(int i, int j, double t)
double	correlation(int i, int j, double t, Array x)
int	factors()
boolean	isTimeIndependent()
java.util.List<Parameter>	params()
Matrix	pseudoSqrt(double t, Array x)
void	setParams(java.util.List<Parameter> arguments)
int	size()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LmCorrelationModel

public LmCorrelationModel(int size,
                          int nArguments)

Method Detail

size

public int size()

factors

public int factors()

isTimeIndependent

public boolean isTimeIndependent()

pseudoSqrt

public Matrix pseudoSqrt(double t,
                         Array x)

correlation

public double correlation(int i,
                          int j,
                          double t,
                          Array x)

correlation

public double correlation(int i,
                          int j,
                          double t)

correlation

public abstract Matrix correlation(double t,
                                   Array x)

correlation

public Matrix correlation(double t)

params

public java.util.List<Parameter> params()

setParams

public void setParams(java.util.List<Parameter> arguments)