Module net.finmath.lib

Package net.finmath.modelling.modelfactory

Class AnalyticModelFactory.DescribedAnalyticModel

java.lang.Object

net.finmath.marketdata.model.AnalyticModelFromCurvesAndVols

net.finmath.modelling.modelfactory.AnalyticModelFactory.DescribedAnalyticModel

All Implemented Interfaces:

Serializable, Cloneable, AnalyticModel, DescribedModel<AnalyticModelDescriptor>, Model

Enclosing class:

AnalyticModelFactory

public static class AnalyticModelFactory.DescribedAnalyticModel
extends AnalyticModelFromCurvesAndVols
implements DescribedModel<AnalyticModelDescriptor>

Class extending AnalyticModelFromCurvesAndVols with the functionality of a described model.

Author:

Christian Fries, Roland Bachl

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
DescribedAnalyticModel(LocalDate referenceDate, Map<String,Curve> curvesMap, Map<String,VolatilitySurface> volatilitySurfaceMap)

Method Summary

Modifier and Type	Method	Description
AnalyticModelDescriptor	getDescriptor()	Return a model descriptor representing this model.
DescribedProduct<? extends ProductDescriptor>	getProductFromDescriptor(ProductDescriptor productDescriptor)	Construct a product from a product descriptor, which may be valued by this model.

Methods inherited from class net.finmath.marketdata.model.AnalyticModelFromCurvesAndVols

addCurve, addCurve, addCurves, addCurves, addVolatilitySurface, addVolatilitySurfaces, addVolatilitySurfaces, clone, getCloneForParameter, getCurve, getCurves, getDiscountCurve, getForwardCurve, getReferenceDate, getVolatilitySurface, getVolatilitySurfaces, toString

Methods inherited from class java.lang.Object

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

Constructor Details

DescribedAnalyticModel

public DescribedAnalyticModel(LocalDate referenceDate,
 Map<String,Curve> curvesMap,
 Map<String,VolatilitySurface> volatilitySurfaceMap)

Method Details

getDescriptor

public AnalyticModelDescriptor getDescriptor()

Description copied from interface: DescribedModel

Return a model descriptor representing this model.

Specified by:

getDescriptor in interface DescribedModel<AnalyticModelDescriptor>

Returns:

The model descriptor of this model.

getProductFromDescriptor

public DescribedProduct<? extends ProductDescriptor> getProductFromDescriptor(ProductDescriptor productDescriptor)

Description copied from interface: DescribedModel

Construct a product from a product descriptor, which may be valued by this model.

Specified by:

getProductFromDescriptor in interface DescribedModel<AnalyticModelDescriptor>

Parameters:

productDescriptor - Given product descriptor.

Returns:

An instance of a product implementation.