Interface VolatilityCubeModel

All Superinterfaces:
AnalyticModel, Cloneable, Model
All Known Implementing Classes:
AnalyticModelWithVolatilityCubes

public interface VolatilityCubeModel extends AnalyticModel, Cloneable
A collection of objects representing analytic valuations. In addition to the curves and volatility surfaces the base interface handles, this also includes volatility cubes.
Author:
Christian Fries, Roland Bachl
  • Method Details

    • getVolatilityCube

      VolatilityCube getVolatilityCube(String name)
      Get a volatility cube by a given name.
      Parameters:
      name - The name of the volatility cube.
      Returns:
      The cube with the corresponding name, given that it is part of this model, otherwise null is return.
    • addVolatilityCube

      VolatilityCubeModel addVolatilityCube(VolatilityCube volatilityCube)
      Add a reference to the given volatility cube to this model.
      Parameters:
      volatilityCube - The cube.
      Returns:
      A clone of this model, with the given cube added or overwritten.
    • addVolatilityCube

      VolatilityCubeModel addVolatilityCube(String volatilityCubeName, VolatilityCube volatilityCube)
      Add a reference to the given volatility cube to this model under the name provided.
      Parameters:
      volatilityCubeName - The name under which this cube is to known in the model.
      volatilityCube - The cube.
      Returns:
      A clone of this model, with the given cube added or overwritten under the name provided.
    • getVolatilityCubeNames

      Set<String> getVolatilityCubeNames()
      Return a Set view of all volatility cubes of this model.
      Returns:
      The set containing all names of volatility cubes referenced in this model.
    • getVolatilityCubes

      Map<String,VolatilityCube> getVolatilityCubes()
      Returns an unmodifiable map of all volatility cubes in the model.
      Returns:
      Map of all volatility cubes.