public class Cashflow extends AbstractAnalyticProduct implements AnalyticProduct
Constructor and Description |
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Cashflow(String currency,
double flowAmount,
double flowDate,
boolean isPayer,
String discountCurveName)
Create a single deterministic cashflow at a fixed time.
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Modifier and Type | Method and Description |
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RandomVariable |
getValue(double evaluationTime,
AnalyticModel model)
Return the valuation of the product using the given model.
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getValue, getValue
public Cashflow(String currency, double flowAmount, double flowDate, boolean isPayer, String discountCurveName)
currency
- The currency.flowAmount
- The amount of the cash flow.flowDate
- The flow date.isPayer
- If true, this cash flow will be multiplied by -1 prior valuation.discountCurveName
- Name of the discount curve for the cashflow.public RandomVariable getValue(double evaluationTime, AnalyticModel model)
AnalyticProduct
AnalyticModel
.getValue
in interface AnalyticProduct
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.Copyright © 2019. All rights reserved.