Module net.finmath.lib

Package net.finmath.modelling

Class UnsupportedProduct

java.lang.Object

net.finmath.modelling.UnsupportedProduct

All Implemented Interfaces:

Serializable, AnalyticProduct, Product

public class UnsupportedProduct
extends Object
implements Product, AnalyticProduct, Serializable

A product throwing an exception if its getValue method is called. This class can be used to created products trigger an exception only upon valuation (i.e., late).

Version:

1.0

Author:

Christian Fries

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
UnsupportedProduct(Exception exception)	Creates an unsupported product throwing an exception if its getValue method is called.

Method Summary

Modifier and Type	Method	Description
double	getValue(double evaluationTime, AnalyticModel model)	Return the valuation of the product using the given model.
Object	getValue(double evaluationTime, Model model)	Return the valuation of the product using the given model.
Map<String,Object>	getValues(double evaluationTime, Model model)	Return the valuation of the product using the given model.
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

UnsupportedProduct

public UnsupportedProduct(Exception exception)

Creates an unsupported product throwing an exception if its getValue method is called.

Parameters:

exception - The exception to be thrown if this product is evaluated.

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 double 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

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.

getValues

public Map<String,Object> getValues(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:

getValues 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:

Map containing the value of the product using the given model.

toString

public String toString()

Overrides:

toString in class Object