Module net.finmath.lib
Interface FiniteDifference1DProduct
- All Superinterfaces:
Product
- All Known Implementing Classes:
FDMEuropeanCallOption
,FDMEuropeanPutOption
Interface one dimensional finite difference products.
- Version:
- 1.0
- Author:
- Christian Fries
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Method Summary
Modifier and TypeMethodDescriptiondouble[][]
getValue
(double evaluationTime, FiniteDifference1DModel model) Return the value of the product under the given model.default Object
Return the valuation of the product using the given model.
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Method Details
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getValue
Return the value of the product under the given model.- Parameters:
evaluationTime
- The time at which the value (valuation) is requested.model
- The model under which the valuation should be performed.- Returns:
- The random variable representing the valuation result.
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getValue
Description copied from interface:Product
Return the valuation of the product using the given model. Implement this method using a checked cast of the model to a derived model for which the product provides a valuation algorithm. Example: an interest rate product requires that the passed model object implements the interface of an interest rate model. Since there is no polymorphism on arguments (see Double Dynamic Dispatch), we reply on a checked cast.
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