public class Deposit extends AbstractAnalyticProduct implements AnalyticProduct
Constructor and Description |
---|
Deposit(Schedule schedule,
double rate,
String discountCurveName) |
Modifier and Type | Method and Description |
---|---|
String |
getDiscountCurveName() |
double |
getFixingTime() |
double |
getPeriodEndTime() |
double |
getRate() |
RandomVariable |
getRate(AnalyticModel model)
Return the deposit rate implied by the given model's curve.
|
Schedule |
getSchedule() |
RandomVariable |
getValue(double evaluationTime,
AnalyticModel model)
Return the valuation of the product using the given model.
|
String |
toString() |
getValue, getValue
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.public RandomVariable getRate(AnalyticModel model)
model
- The given model containing the curve of name discountCurveName
.public Schedule getSchedule()
public String getDiscountCurveName()
public double getRate()
public double getPeriodEndTime()
public double getFixingTime()
Copyright © 2019. All rights reserved.