Module net.finmath.lib
Package net.finmath.marketdata2.products

Class AbstractAnalyticProduct

java.lang.Object
net.finmath.marketdata2.products.AbstractAnalyticProduct
All Implemented Interfaces:
AnalyticProduct, Product
Direct Known Subclasses:
Cashflow, Deposit, Forward, ForwardRateAgreement, MarketForwardRateAgreement, Performance, Portfolio, Swap, SwapAnnuity, SwapLeg
public abstract class AbstractAnalyticProduct extends Object implements AnalyticProduct
Version:
1.0
Author:
Christian Fries

  • Constructor Details

    • AbstractAnalyticProduct

      public AbstractAnalyticProduct()

  • Method Details

    • getValue

      public Object getValue(double evaluationTime, Model model)
      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.
      Specified by:
      getValue in interface Product
      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:
      Object containing the value of the product using the given model.

    • getValue

      public RandomVariable getValue(AnalyticModel model)