Class FDInterestRateBoundaryFactory

java.lang.Object

net.finmath.finitedifference.interestrate.boundaries.FDInterestRateBoundaryFactory

public final class FDInterestRateBoundaryFactory
extends Object

Factory for creating finite-difference interest-rate boundary 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:

Alessandro Gnoatto

Method Summary

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

Methods inherited from class Object

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

Method Details

createBoundary

public static FiniteDifferenceInterestRateBoundary createBoundary(FiniteDifferenceModel model,
 FiniteDifferenceInterestRateProduct product)

Creates a boundary corresponding to the given model and product.

Parameters:

model - The finite-difference model.

product - The finite-difference interest-rate product.

Returns:

The corresponding boundary implementation.