added getter for volatility discretization
@@ -23,6 +23,7 @@ public class ShortRateVolatilityModelPiecewiseConstant extends AbstractShortRate
private TimeDiscretization timeDiscretization;
private TimeDiscretization volatilityTimeDiscretization;
+
private RandomVariable[] volatility;
private RandomVariable[] meanReversion;
private final AbstractRandomVariableFactory randomVariableFactory;
@@ -183,4 +184,11 @@ public class ShortRateVolatilityModelPiecewiseConstant extends AbstractShortRate
);
}
+ /**
+ * @return volatilityTimeDiscretization The volatility discretization.
+ */
+ public TimeDiscretization getVolatilityTimeDiscretization() {
+ return volatilityTimeDiscretization;
+ }
+
}
