net.finmath.marketdata.model

Interface AnalyticModelInterface

All Superinterfaces:

Cloneable, ModelInterface

All Known Implementing Classes:

AnalyticModel

public interface AnalyticModelInterface
extends ModelInterface, Cloneable

A collection of objects representing analytic valuations, i.e., curves and volatility surfaces.

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
AnalyticModelInterface	addCurve(String name, CurveInterface curve) Add a reference to a given curve under a given name to this model.
AnalyticModelInterface	addCurves(CurveInterface... curves) Create a new analytic model consisting of a clone of this one together with the given curves added.
AnalyticModelInterface	addCurves(Set<CurveInterface> curves) Create a new analytic model consisting of a clone of this one together with the given curves added.
AnalyticModelInterface	addVolatilitySurfaces(Set<AbstractVolatilitySurface> volatilitySurfaces) Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
AnalyticModelInterface	addVolatilitySurfaces(VolatilitySurfaceInterface... volatilitySurfaces)
AnalyticModelInterface	clone()
AnalyticModelInterface	getCloneForParameter(Map<ParameterObjectInterface,double[]> curvesParameterPairs)
CurveInterface	getCurve(String name) Get a curve by a given curve name.
DiscountCurveInterface	getDiscountCurve(String discountCurveName)
ForwardCurveInterface	getForwardCurve(String forwardCurveName)
VolatilitySurfaceInterface	getVolatilitySurface(String name)
void	setCurve(CurveInterface curve) Deprecated.
void	setVolatilitySurface(VolatilitySurfaceInterface volatilitySurface) Deprecated.

Method Detail

getCurve

CurveInterface getCurve(String name)

Get a curve by a given curve name.

Parameters:

name - The name of the curve.

Returns:

The curve with the corresponding name, given that it is part of this model, otherwise null is return.

addCurve

AnalyticModelInterface addCurve(String name,
                                CurveInterface curve)

Add a reference to a given curve under a given name to this model. It is not necessary that the name given agrees with curve.getName(). This method comes in handy, if you like to create curve mappings.

Parameters:

name - Name under which the curve is known in the model.

curve - The curve.

Returns:

A clone of this model, containing the curves of this model which are not known under the given name and the new curve under the given name.

addCurves

AnalyticModelInterface addCurves(CurveInterface... curves)

Create a new analytic model consisting of a clone of this one together with the given curves added.

Parameters:

curves - The set of curves to add.

Returns:

A new analytic model.

addCurves

AnalyticModelInterface addCurves(Set<CurveInterface> curves)

Create a new analytic model consisting of a clone of this one together with the given curves added.

Parameters:

curves - The list of curves to add.

Returns:

A new analytic model.

setCurve

@Deprecated
void setCurve(CurveInterface curve)

Deprecated.

getDiscountCurve

DiscountCurveInterface getDiscountCurve(String discountCurveName)

getForwardCurve

ForwardCurveInterface getForwardCurve(String forwardCurveName)

getVolatilitySurface

VolatilitySurfaceInterface getVolatilitySurface(String name)

addVolatilitySurfaces

AnalyticModelInterface addVolatilitySurfaces(VolatilitySurfaceInterface... volatilitySurfaces)

addVolatilitySurfaces

AnalyticModelInterface addVolatilitySurfaces(Set<AbstractVolatilitySurface> volatilitySurfaces)

Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.

Parameters:

volatilitySurfaces - The list of volatility surfaces to add.

Returns:

A new analytic model.

setVolatilitySurface

@Deprecated
void setVolatilitySurface(VolatilitySurfaceInterface volatilitySurface)

Deprecated.

clone

AnalyticModelInterface clone()

getCloneForParameter

AnalyticModelInterface getCloneForParameter(Map<ParameterObjectInterface,double[]> curvesParameterPairs)
                                     throws CloneNotSupportedException

Throws:

CloneNotSupportedException