net.finmath.modelling

Class UnsupportedProduct

java.lang.Object

net.finmath.modelling.UnsupportedProduct

All Implemented Interfaces:

Serializable, AnalyticProductInterface, ProductInterface

public class UnsupportedProduct
extends Object
implements ProductInterface, AnalyticProductInterface, Serializable

A product throwing an exception if its getValue method is called. This class can be used to created products trigger an exception only upon valuation (i.e., late).

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
UnsupportedProduct(Exception exception) Creates an unsupported product throwing an exception if its getValue method is called.

Method Summary

Modifier and Type	Method and Description
double	getValue(double evaluationTime, AnalyticModelInterface model) Return the valuation of the product using the given model.
Object	getValue(double evaluationTime, ModelInterface model) Return the valuation of the product using the given model.
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

UnsupportedProduct

public UnsupportedProduct(Exception exception)

Creates an unsupported product throwing an exception if its getValue method is called.

Parameters:

exception - The exception to be thrown if this product is evaluated.

Method Detail

getValue

public Object getValue(double evaluationTime,
                       ModelInterface model)

Description copied from interface: ProductInterface

Return the valuation of the product using the given model.

Specified by:

getValue in interface ProductInterface

Parameters:

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.

Returns:

The value of the product using the given model.

getValue

public double getValue(double evaluationTime,
                       AnalyticModelInterface model)

Description copied from interface: AnalyticProductInterface

Return the valuation of the product using the given model. The model has to implement the modes of AnalyticModelInterface.

Specified by:

getValue in interface AnalyticProductInterface

Parameters:

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.

Returns:

The value of the product using the given model.

toString

public String toString()

Overrides:

toString in class Object