Class WorstOfExpressCertificate

  • All Implemented Interfaces:

    public class WorstOfExpressCertificate
    extends Object
    implements Product
    Christian Fries
    • Constructor Detail

      • WorstOfExpressCertificate

        public WorstOfExpressCertificate​(double maturity,
                                         double[] baseLevels,
                                         double[] exerciseDates,
                                         double[] triggerLevels,
                                         double[] redemption,
                                         double redemptionFinal)
    • Method Detail

      • 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
        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.
        Object containing the value of the product using the given model.