/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.credit.ratingtransitionmodel;
/**
* Class to hold a matrix giving the transition threshold probabilities for migrations between different rating states
*/
public class RatingTransitionMatrix {
private final int _numberOfRatingStates;
private final double[][] _ratingTransitionMatrix;
public RatingTransitionMatrix(final int numberOfRatingStates, final double[][] ratingTransitionMatrix) {
_numberOfRatingStates = numberOfRatingStates;
_ratingTransitionMatrix = ratingTransitionMatrix;
}
public int getNumberOfRatingStates() {
return _numberOfRatingStates;
}
public double[][] getRatingTransitionMatrix() {
return _ratingTransitionMatrix;
}
}