public interface AnalyticModel extends Model, Cloneable
Modifier and Type | Method and Description |
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AnalyticModel |
addCurve(String name,
Curve curve)
Add a reference to a given curve under a given name to this model.
|
AnalyticModel |
addCurves(Curve... curves)
Create a new analytic model consisting of a clone of this one together with the given curves added.
|
AnalyticModel |
addCurves(Set<Curve> curves)
Create a new analytic model consisting of a clone of this one together with the given curves added.
|
AnalyticModel |
addVolatilitySurfaces(Set<VolatilitySurface> volatilitySurfaces)
Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
|
AnalyticModel |
addVolatilitySurfaces(VolatilitySurface... volatilitySurfaces) |
AnalyticModel |
clone() |
AnalyticModel |
getCloneForParameter(Map<ParameterObject,RandomVariable[]> curvesParameterPairs) |
Curve |
getCurve(String name)
Get a curve by a given curve name.
|
Map<String,Curve> |
getCurves()
Returns an unmodifiable map of all curves.
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DiscountCurveInterface |
getDiscountCurve(String discountCurveName)
Returns a discount curve for a given name.
|
ForwardCurveInterface |
getForwardCurve(String forwardCurveName)
Returns a forward curve for a given name.
|
RandomVariable |
getRandomVariableForConstant(double value) |
VolatilitySurface |
getVolatilitySurface(String name)
Returns a volatility surface for a given name.
|
Map<String,VolatilitySurface> |
getVolatilitySurfaces()
Returns an unmodifiable map of all volatility surfaces.
|
void |
setCurve(Curve curve)
Deprecated.
|
RandomVariable getRandomVariableForConstant(double value)
Curve getCurve(String name)
name
- The name of the curve.Map<String,Curve> getCurves()
AnalyticModel addCurve(String name, Curve curve)
curve.getName()
. This method comes in handy, if you like to create curve mappings.name
- Name under which the curve is known in the model.curve
- The curve.AnalyticModel addCurves(Curve... curves)
curves
- The set of curves to add.AnalyticModel addCurves(Set<Curve> curves)
curves
- The list of curves to add.@Deprecated void setCurve(Curve curve)
DiscountCurveInterface getDiscountCurve(String discountCurveName)
discountCurveName
- The name of the requested curve.ForwardCurveInterface getForwardCurve(String forwardCurveName)
forwardCurveName
- The name of the requested curve.VolatilitySurface getVolatilitySurface(String name)
name
- THe name of the requested surface.Map<String,VolatilitySurface> getVolatilitySurfaces()
AnalyticModel addVolatilitySurfaces(VolatilitySurface... volatilitySurfaces)
AnalyticModel addVolatilitySurfaces(Set<VolatilitySurface> volatilitySurfaces)
volatilitySurfaces
- The list of volatility surfaces to add.AnalyticModel clone()
AnalyticModel getCloneForParameter(Map<ParameterObject,RandomVariable[]> curvesParameterPairs) throws CloneNotSupportedException
CloneNotSupportedException
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