# Interface AnalyticModel

All Superinterfaces:
Cloneable, Model
All Known Implementing Classes:
AnalyticModelFromCurvesAndVols

public interface AnalyticModel extends Model, Cloneable
A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.
Version:
1.0
Author:
Christian Fries
• ## Method Summary

Modifier and Type
Method
Description
AnalyticModel
addCurve​(String name, Curve curve)
Add a reference to a given curve under a given name to this model.
AnalyticModel
addCurves​(Set<Curve> curves)
Create a new analytic model consisting of a clone of this one together with the given curves added.
AnalyticModel
addCurves​(Curve... curves)
Create a new analytic model consisting of a clone of this one together with the given curves added.
AnalyticModel
addVolatilitySurfaces​(Set<VolatilitySurface> volatilitySurfaces)
Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
AnalyticModel
addVolatilitySurfaces​(VolatilitySurface... volatilitySurfaces)

AnalyticModel
clone()

AnalyticModel
getCloneForParameter​(Map<ParameterObject,​RandomVariable[]> curvesParameterPairs)

Curve
getCurve​(String name)
Get a curve by a given curve name.
Map<String,​Curve>
getCurves()
Returns an unmodifiable map of all curves.
DiscountCurveInterface
getDiscountCurve​(String discountCurveName)
Returns a discount curve for a given name.
ForwardCurveInterface
getForwardCurve​(String forwardCurveName)
Returns a forward curve for a given name.
RandomVariable
getRandomVariableForConstant​(double value)

VolatilitySurface
getVolatilitySurface​(String name)
Returns a volatility surface for a given name.
Map<String,​VolatilitySurface>
getVolatilitySurfaces()
Returns an unmodifiable map of all volatility surfaces.
void
setCurve​(Curve curve)
Deprecated.
• ## Method Details

• ### getRandomVariableForConstant

RandomVariable getRandomVariableForConstant(double value)
• ### getCurve

Curve getCurve(String name)
Get a curve by a given curve name.
Parameters:
name - The name of the curve.
Returns:
The curve with the corresponding name, given that it is part of this model, otherwise null is return.
• ### getCurves

Map<String,​Curve> getCurves()
Returns an unmodifiable map of all curves.
Returns:
Map of all curves.

Add a reference to a given curve under a given name to this model. It is not necessary that the name given agrees with curve.getName(). This method comes in handy, if you like to create curve mappings.
Parameters:
name - Name under which the curve is known in the model.
curve - The curve.
Returns:
A clone of this model, containing the curves of this model which are not known under the given name and the new curve under the given name.

Create a new analytic model consisting of a clone of this one together with the given curves added.
Parameters:
curves - The set of curves to add.
Returns:
A new analytic model.

Create a new analytic model consisting of a clone of this one together with the given curves added.
Parameters:
curves - The list of curves to add.
Returns:
A new analytic model.
• ### setCurve

void setCurve(Curve curve)
Deprecated.
• ### getDiscountCurve

DiscountCurveInterface getDiscountCurve(String discountCurveName)
Returns a discount curve for a given name.
Parameters:
discountCurveName - The name of the requested curve.
Returns:
discount curve corresponding to discountCurveName or null if no discountCurve with this name exists in the model
• ### getForwardCurve

ForwardCurveInterface getForwardCurve(String forwardCurveName)
Returns a forward curve for a given name.
Parameters:
forwardCurveName - The name of the requested curve.
Returns:
forward curve corresponding to forwardCurveName or null if no forwardCurve with this name exists in the model
• ### getVolatilitySurface

VolatilitySurface getVolatilitySurface(String name)
Returns a volatility surface for a given name.
Parameters:
name - THe name of the requested surface.
Returns:
The volatility surface corresponding to the name.
• ### getVolatilitySurfaces

getVolatilitySurfaces()
Returns an unmodifiable map of all volatility surfaces.
Returns:
Map of all volatility surfaces.

volatilitySurfaces - The list of volatility surfaces to add.
CloneNotSupportedException