Module net.finmath.lib
Package net.finmath.marketdata.products

Interface AnalyticProduct

All Superinterfaces:
Product
All Known Subinterfaces:
AnalyticVolatilityCubeProduct
All Known Implementing Classes:
AbstractAnalyticProduct, AbstractAnalyticVolatilityCubeProduct, AbstractSingleSwapRateProduct, AnnuityDummyProduct, Bond, Cap, CapShiftedVol, Cashflow, CashSettledPayerSwaption, CashSettledReceiverSwaption, ConstantMaturitySwap, Deposit, Forward, ForwardRateAgreement, MarketForwardRateAgreement, NormalizingDummyProduct, Performance, Portfolio, Swap, SwapAnnuity, SwapLeg, UnsupportedProduct
public interface AnalyticProduct extends Product
The interface which has to be implemented by a product which may be evaluated using an AnalyticModelFromCurvesAndVols.
Version:
1.0
Author:
Christian Fries

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    getValue​(double evaluationTime, AnalyticModel model)
    Return the valuation of the product using the given model.

    Methods inherited from interface net.finmath.modelling.Product

    getValue, getValues

  • Method Details

    • getValue

      double getValue​(double evaluationTime, AnalyticModel model)
      Return the valuation of the product using the given model. The model has to implement the modes of AnalyticModel.
      Parameters:
      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.
      Returns:
      The value of the product using the given model.