Class Cashflow

    • Constructor Detail

      • Cashflow

        public Cashflow​(String currency,
                        double flowAmount,
                        double flowDate,
                        boolean isPayer,
                        String discountCurveName)
        Create a single deterministic cashflow at a fixed time.
        currency - The currency.
        flowAmount - The amount of the cash flow.
        flowDate - The flow date.
        isPayer - If true, this cash flow will be multiplied by -1 prior valuation.
        discountCurveName - Name of the discount curve for the cashflow.
    • Method Detail

      • getValue

        public RandomVariable getValue​(double evaluationTime,
                                       AnalyticModel model)
        Description copied from interface: AnalyticProduct
        Return the valuation of the product using the given model. The model has to implement the modes of AnalyticModel.
        Specified by:
        getValue in interface AnalyticProduct
        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.
        The value of the product using the given model.