## 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 Summary

All Methods
Modifier and Type Method Description
VolatilityCubeModel addVolatilityCube​(String volatilityCubeName, VolatilityCube volatilityCube)
Add a reference to the given volatility cube to this model under the name provided.
VolatilityCubeModel addVolatilityCube​(VolatilityCube volatilityCube)
Add a reference to the given volatility cube to this model.
VolatilityCube getVolatilityCube​(String name)
Get a volatility cube by a given name.
Set<String> getVolatilityCubeNames()
Return a Set view of all volatility cubes of this model.
Map<String,​VolatilityCube> getVolatilityCubes()
Returns an unmodifiable map of all volatility cubes in the model.
• ### Methods inherited from interface net.finmath.marketdata.model.AnalyticModel

addCurve, addCurves, addCurves, addVolatilitySurfaces, addVolatilitySurfaces, clone, getCloneForParameter, getCurve, getCurves, getDiscountCurve, getForwardCurve, getVolatilitySurface, getVolatilitySurfaces
• ### Method Detail

• #### 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.

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.

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.