Interface AnalyticProduct

All Superinterfaces:

Product

All Known Implementing Classes:

AbstractAnalyticProduct, Cashflow, Deposit, Forward, ForwardRateAgreement, MarketForwardRateAgreement, Performance, Portfolio, Swap, SwapAnnuity, SwapLeg

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
RandomVariable	getValue(double evaluationTime, AnalyticModel model)	Return the valuation of the product using the given model.

Methods inherited from interface Product

getValue, getValues

Method Details

getValue

RandomVariable 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.