public interface FourierTransformProduct extends Product
Modifier and Type | Method and Description |
---|---|
double |
getIntegrationDomainImagLowerBound()
Return the lower bound of the imaginary part of the domain where
the characteristic function can be integrated.
|
double |
getIntegrationDomainImagUpperBound()
Return the upper bound of the imaginary part of the domain where
the characteristic function can be integrated.
|
double |
getMaturity()
Return the maturity of the associated payoff.
|
double |
getValue(CharacteristicFunctionModel model)
This method returns the value random variable of the product within the specified model, evaluated at a given evalutationTime.
|
Double |
getValue(double evaluationTime,
Model model)
Return the valuation of the product using the given model.
|
Map<String,Object> |
getValues(double evaluationTime,
Model model)
Return the valuation of the product using the given model.
|
Double getValue(double evaluationTime, Model model)
Product
Map<String,Object> getValues(double evaluationTime, Model model)
Product
double getValue(CharacteristicFunctionModel model) throws CalculationException
model
- The model used to price the product.CalculationException
- Thrown if the valuation fails, specific cause may be available via the cause()
method.double getMaturity()
double getIntegrationDomainImagLowerBound()
double getIntegrationDomainImagUpperBound()
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