Class FDBoundaryFactory

java.lang.Object

net.finmath.finitedifference.assetderivativevaluation.boundaries.FDBoundaryFactory

public final class FDBoundaryFactory
extends Object

Factory for creating FiniteDifferenceBoundary instances.

The factory creates a boundary class based on naming conventions. Given a product and a model, it constructs the boundary class name as

    <ProductSimpleName><ModelCoreName>Boundary

where ModelCoreName is obtained by removing the prefix "FDM" from the model class name.

The boundary class must:

• Be located in the same package as this factory
• Provide a constructor accepting the concrete model type

Author:

Andrea Mazzon

Constructor Summary

Constructors

Constructor	Description
FDBoundaryFactory()

Method Summary

Modifier and Type	Method	Description
static FiniteDifferenceBoundary	createBoundary(FiniteDifferenceModel model, FiniteDifferenceEquityProduct product)	Creates a FiniteDifferenceBoundary corresponding to the given model and product.

Methods inherited from class Object

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

Constructor Details

FDBoundaryFactory

public FDBoundaryFactory()

Method Details

createBoundary

public static FiniteDifferenceBoundary createBoundary(FiniteDifferenceModel model,
 FiniteDifferenceEquityProduct product)

Creates a FiniteDifferenceBoundary corresponding to the given model and product.

Parameters:

model - The finite difference model.

product - The finite difference product.

Returns:

The corresponding boundary implementation.

Throws:

IllegalArgumentException - If the boundary class cannot be created.