Module net.finmath.lib

Package net.finmath.modelling.descriptor

Class BlackScholesModelDescriptor

java.lang.Object

net.finmath.modelling.descriptor.BlackScholesModelDescriptor

All Implemented Interfaces:

AssetModelDescriptor, ModelDescriptor

public class BlackScholesModelDescriptor
extends Object
implements AssetModelDescriptor

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
BlackScholesModelDescriptor(LocalDate referenceDate, Double initialValue, DiscountCurve discountCurveForForwardRate, DiscountCurve discountCurveForDiscountRate, Double volatility)

Method Summary

Modifier and Type	Method	Description
DiscountCurve	getDiscountCurveForDiscountRate()
DiscountCurve	getDiscountCurveForForwardRate()
Double	getInitialValue()
LocalDate	getReferenceDate()
Double	getVolatility()
String	name()	Return the name of the model represented by this descriptor.
Integer	version()	Return the version of the model description.

Methods inherited from class java.lang.Object

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

Constructor Details

BlackScholesModelDescriptor

public BlackScholesModelDescriptor(LocalDate referenceDate,
 Double initialValue,
 DiscountCurve discountCurveForForwardRate,
 DiscountCurve discountCurveForDiscountRate,
 Double volatility)

Method Details

version

public Integer version()

Description copied from interface: ModelDescriptor

Return the version of the model description.

Specified by:

version in interface ModelDescriptor

Returns:

Version number.

name

public String name()

Description copied from interface: ModelDescriptor

Return the name of the model represented by this descriptor.

Specified by:

name in interface ModelDescriptor

Returns:

Name of the model.

getReferenceDate

public LocalDate getReferenceDate()

Returns:

the referenceDate

getInitialValue

public Double getInitialValue()

Returns:

the initialValue

getDiscountCurveForForwardRate

public DiscountCurve getDiscountCurveForForwardRate()

Returns:

the discountCurveForForwardRate

getDiscountCurveForDiscountRate

public DiscountCurve getDiscountCurveForDiscountRate()

Returns:

the discountCurveForDiscountRate

getVolatility

public Double getVolatility()

Returns:

the volatility