net.finmath.analytic.products

Class AbstractAnalyticProduct

java.lang.Object

net.finmath.analytic.products.AbstractAnalyticProduct

All Implemented Interfaces:

AnalyticProduct, Product

Direct Known Subclasses:

Cashflow, Deposit, Forward, ForwardRateAgreement, MarketForwardRateAgreement, Performance, Portfolio, Swap, SwapAnnuity, SwapLeg

public abstract class AbstractAnalyticProduct
extends Object
implements AnalyticProduct

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
AbstractAnalyticProduct()

Method Summary

Modifier and Type	Method and Description
RandomVariable	getValue(AnalyticModel model)
Object	getValue(double evaluationTime, Model model) Return the valuation of the product using the given model.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.finmath.analytic.products.AnalyticProduct

getValue

Methods inherited from interface net.finmath.modelling.Product

getValues

Constructor Detail

AbstractAnalyticProduct

public AbstractAnalyticProduct()

Method Detail

getValue

public Object getValue(double evaluationTime,
                       Model model)

Description copied from interface: Product

Return the valuation of the product using the given model. Implement this method using a checked cast of the model to a derived model for which the product provides a valuation algorithm. Example: an interest rate product requires that the passed model object implements the interface of an interest rate model. Since there is no polymorphism on arguments (see Double Dynamic Dispatch), we reply on a checked cast.

Specified by:

getValue in interface Product

Parameters:

evaluationTime - The evaluation time as double. Cash flows prior and including this time are not considered.

model - The model under which the product is valued.

Returns:

Object containing the value of the product using the given model.

getValue

public RandomVariable getValue(AnalyticModel model)