Added getter for displacement.
package net.finmath.montecarlo.interestrate.models.covariance;
import net.finmath.marketdata.model.curves.ForwardCurve;
+import net.finmath.montecarlo.RandomVariableFromDoubleArray;
import net.finmath.stochastic.RandomVariable;
import net.finmath.stochastic.Scalar;
@@ -191,4 +192,8 @@ public class DisplacedLocalVolatilityModel extends AbstractLIBORCovarianceModelP
public RandomVariable getFactorLoadingPseudoInverse(int timeIndex, int component, int factor, RandomVariable[] realizationAtTimeIndex) {
throw new UnsupportedOperationException();
}
+
+ public RandomVariable getDisplacement() {
+ return displacement;
+ }
}
