/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.montecarlo;
/**
* The data bundle with the Monte Carlo discount factors and the reference amounts.
*/
public class MonteCarloDiscountFactorDataBundle {
/**
* The paths discount factors. The dimensions are path/step/cash-flow.
*/
private final Double[][][] _pathDiscountingFactor;
/**
* The reference amounts at the impact dates. The dimensions are step/cash-flow.
*/
private final double[][] _impactAmount;
/**
* Constructor.
* @param pathDiscountingFactor The paths discount factors.
* @param impactAmount The reference amounts at the impact dates.
*/
public MonteCarloDiscountFactorDataBundle(Double[][][] pathDiscountingFactor, double[][] impactAmount) {
super();
_pathDiscountingFactor = pathDiscountingFactor;
_impactAmount = impactAmount;
}
/**
* Gets the path discounting factors.
* @return The path discounting factors.
*/
public Double[][][] getPathDiscountingFactor() {
return _pathDiscountingFactor;
}
/**
* Gets the impact amounts.
* @return The impact amounts.
*/
public double[][] getImpactAmount() {
return _impactAmount;
}
}