Class Cashflow

All Implemented Interfaces:
AnalyticProduct, Product

public class Cashflow extends AbstractAnalyticProduct implements AnalyticProduct
Implements the valuation of a single cashflow by a discount curve.
Christian Fries
To dos:
Currency is neither checked nor used.
  • Constructor Details

    • 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 Details

    • 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.