finMath lib documentation
net.finmath.marketdata.model

## Interface AnalyticModelInterface

• ### Method Summary

All Methods
Modifier and Type Method and Description
AnalyticModelInterface addCurve(String name, CurveInterface curve)
Add a reference to a given curve under a given name to this model.
AnalyticModelInterface addCurves(CurveInterface... curves)
Create a new analytic model consisting of a clone of this one together with the given curves added.
AnalyticModelInterface addCurves(Set<CurveInterface> curves)
Create a new analytic model consisting of a clone of this one together with the given curves added.
AnalyticModelInterface addVolatilitySurfaces(Set<VolatilitySurfaceInterface> volatilitySurfaces)
Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
AnalyticModelInterface addVolatilitySurfaces(VolatilitySurfaceInterface... volatilitySurfaces)
AnalyticModelInterface clone()
AnalyticModelInterface getCloneForParameter(Map<ParameterObjectInterface,double[]> curvesParameterPairs)
CurveInterface getCurve(String name)
Get a curve by a given curve name.
Map<String,CurveInterface> getCurves()
Returns an unmodifiable map of all curves.
DiscountCurveInterface getDiscountCurve(String discountCurveName)
Returns a discount curve for a given name.
ForwardCurveInterface getForwardCurve(String forwardCurveName)
Returns a forward curve for a given name.
VolatilitySurfaceInterface getVolatilitySurface(String name)
Returns a volatility surface for a given name.
Map<String,VolatilitySurfaceInterface> getVolatilitySurfaces()
Returns an unmodifiable map of all volatility surfaces.
void setCurve(CurveInterface curve)
Deprecated.
void setVolatilitySurface(VolatilitySurfaceInterface volatilitySurface)
Deprecated.
• ### Method Detail

• #### getCurve

CurveInterface getCurve(String name)
Get a curve by a given curve name.
Parameters:
name - The name of the curve.
Returns:
The curve with the corresponding name, given that it is part of this model, otherwise null is return.
• #### getCurves

Map<String,CurveInterface> getCurves()
Returns an unmodifiable map of all curves.
Returns:
Map of all curves.

AnalyticModelInterface addCurve(String name,
CurveInterface curve)
Add a reference to a given curve under a given name to this model. It is not necessary that the name given agrees with curve.getName(). This method comes in handy, if you like to create curve mappings.
Parameters:
name - Name under which the curve is known in the model.
curve - The curve.
Returns:
A clone of this model, containing the curves of this model which are not known under the given name and the new curve under the given name.

AnalyticModelInterface addCurves(CurveInterface... curves)
Create a new analytic model consisting of a clone of this one together with the given curves added.
Parameters:
curves - The set of curves to add.
Returns:
A new analytic model.

AnalyticModelInterface addCurves(Set<CurveInterface> curves)
Create a new analytic model consisting of a clone of this one together with the given curves added.
Parameters:
curves - The list of curves to add.
Returns:
A new analytic model.
• #### setCurve

@Deprecated
void setCurve(CurveInterface curve)
Deprecated.
• #### getDiscountCurve

DiscountCurveInterface getDiscountCurve(String discountCurveName)
Returns a discount curve for a given name.
Parameters:
discountCurveName - The name of the requested curve.
Returns:
discount curve corresponding to discountCurveName or null if no discountCurve with this name exists in the model
• #### getForwardCurve

ForwardCurveInterface getForwardCurve(String forwardCurveName)
Returns a forward curve for a given name.
Parameters:
forwardCurveName - The name of the requested curve.
Returns:
forward curve corresponding to forwardCurveName or null if no forwardCurve with this name exists in the model
• #### getVolatilitySurface

VolatilitySurfaceInterface getVolatilitySurface(String name)
Returns a volatility surface for a given name.
Parameters:
name - THe name of the requested surface.
Returns:
The volatility surface corresponding to the name.
• #### getVolatilitySurfaces

Map<String,VolatilitySurfaceInterface> getVolatilitySurfaces()
Returns an unmodifiable map of all volatility surfaces.
Returns:
Map of all volatility surfaces.

AnalyticModelInterface addVolatilitySurfaces(VolatilitySurfaceInterface... volatilitySurfaces)

AnalyticModelInterface addVolatilitySurfaces(Set<VolatilitySurfaceInterface> volatilitySurfaces)
Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
Parameters:
volatilitySurfaces - The list of volatility surfaces to add.
Returns:
A new analytic model.
• #### setVolatilitySurface

@Deprecated
void setVolatilitySurface(VolatilitySurfaceInterface volatilitySurface)
Deprecated.
• #### clone

AnalyticModelInterface clone()
• #### getCloneForParameter

AnalyticModelInterface getCloneForParameter(Map<ParameterObjectInterface,double[]> curvesParameterPairs)
throws CloneNotSupportedException
Throws:
CloneNotSupportedException