- All Superinterfaces:
AnalyticModel
,Cloneable
,Model
- All Known Implementing Classes:
AnalyticModelWithVolatilityCubes
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
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Method Summary
Modifier and TypeMethodDescriptionaddVolatilityCube
(String volatilityCubeName, VolatilityCube volatilityCube) Add a reference to the given volatility cube to this model under the name provided.addVolatilityCube
(VolatilityCube volatilityCube) Add a reference to the given volatility cube to this model.getVolatilityCube
(String name) Get a volatility cube by a given name.Return a Set view of all volatility cubes of this model.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
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Method Details
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getVolatilityCube
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.
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addVolatilityCube
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.
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addVolatilityCube
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.
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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.
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getVolatilityCubes
Map<String,VolatilityCube> getVolatilityCubes()Returns an unmodifiable map of all volatility cubes in the model.- Returns:
- Map of all volatility cubes.
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