AnalyticModel (finmath lib 3.2.6 API)

java.lang.Object
- net.finmath.analytic.model.AnalyticModel

All Implemented Interfaces:

Serializable, Cloneable, AnalyticModelInterface, Model
```
public class AnalyticModel
extends Object
implements AnalyticModelInterface, Serializable, Cloneable
```
Implements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves"). This can be seen as a model to be used in analytic pricing formulas - hence this class is termed AnalyticModel.

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors
Constructor and Description
`AnalyticModel()` Create an empty analytic model.
`AnalyticModel(AbstractRandomVariableFactory randomVariableFactory)` Create an empty analytic model using a given AbstractRandomVariableFactory for construction of result types.
`AnalyticModel(AbstractRandomVariableFactory randomVariableFactory, CurveInterface[] curves)` Create an analytic model with the given curves using a given AbstractRandomVariableFactory for construction of result types.
`AnalyticModel(Collection<CurveInterface> curves)` Create an analytic model with the given curves.
`AnalyticModel(CurveInterface[] curves)` Create an analytic model with the given curves.

Method Summary

All Methods Instance Methods Concrete Methods Deprecated Methods
Modifier and Type	Method and Description
`AnalyticModelInterface`	`addCurve(CurveInterface curve)`
`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`	`addVolatilitySurface(VolatilitySurfaceInterface volatilitySurface)`
`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)`
`AnalyticModel`	`clone()`
`AnalyticModelInterface`	`getCloneForParameter(Map<ParameterObjectInterface,RandomVariableInterface[]> curveParameterPairs)`
`CurveInterface`	`getCurve(String name)` Get a curve by a given curve name.
`Map<String,CurveInterface>`	`getCurves()` Returns an unmodifiable map of all curves.
`DiscountCurveInterface`	`getDiscountCurve(String discountCurveName)` Returns a discount curve for a given name.
`ForwardCurveInterface`	`getForwardCurve(String forwardCurveName)` Returns a forward curve for a given name.
`RandomVariableInterface`	`getRandomVariableForConstant(double value)`
`VolatilitySurfaceInterface`	`getVolatilitySurface(String name)`
`void`	`setCurve(CurveInterface curve)` Deprecated. This class will become immutable. Use addCurve instead.
`void`	`setCurves(CurveInterface[] curves)` Deprecated. This class will become immutable. Use addCurve instead.
`String`	`toString()`

Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface net.finmath.modelling.Model
getDescriptor, getProductFromDesciptor

- Constructor Detail
  - AnalyticModel
```
public AnalyticModel()
```
    Create an empty analytic model.
  - AnalyticModel
```
public AnalyticModel(AbstractRandomVariableFactory randomVariableFactory)
```
    Create an empty analytic model using a given AbstractRandomVariableFactory for construction of result types.
    
    Parameters:
    
    randomVariableFactory - given AbstractRandomVariableFactory for construction of result types.
  - AnalyticModel
```
public AnalyticModel(CurveInterface[] curves)
```
    Create an analytic model with the given curves.
    
    Parameters:
    
    curves - The vector of curves.
  - AnalyticModel
```
public AnalyticModel(AbstractRandomVariableFactory randomVariableFactory,
                     CurveInterface[] curves)
```
    Create an analytic model with the given curves using a given AbstractRandomVariableFactory for construction of result types.
    
    Parameters:
    
    randomVariableFactory - given AbstractRandomVariableFactory for construction of result types.
    
    curves - The vector of curves.
  - AnalyticModel
```
public AnalyticModel(Collection<CurveInterface> curves)
```
    Create an analytic model with the given curves.
    
    Parameters:
    
    curves - A collection of curves.
- Method Detail
  - getRandomVariableForConstant
```
public RandomVariableInterface getRandomVariableForConstant(double value)
```
    Specified by:
    
    getRandomVariableForConstant in interface AnalyticModelInterface
  - getCurve
```
public CurveInterface getCurve(String name)
```
    Description copied from interface: AnalyticModelInterface
    
    Get a curve by a given curve name.
    
    Specified by:
    
    getCurve in interface AnalyticModelInterface
    
    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.
  - getCurves
```
public Map<String,CurveInterface> getCurves()
```
    Description copied from interface: AnalyticModelInterface
    
    Returns an unmodifiable map of all curves.
    
    Specified by:
    
    getCurves in interface AnalyticModelInterface
    
    Returns:
    
    Map of all curves.
  - addCurve
```
public AnalyticModelInterface addCurve(String name,
                                       CurveInterface curve)
```
    Description copied from interface: AnalyticModelInterface
    
    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.
    
    Specified by:
    
    addCurve in interface AnalyticModelInterface
    
    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.
  - addCurve
```
public AnalyticModelInterface addCurve(CurveInterface curve)
```
  - addCurves
```
public AnalyticModelInterface addCurves(CurveInterface... curves)
```
    Description copied from interface: AnalyticModelInterface
    
    Create a new analytic model consisting of a clone of this one together with the given curves added.
    
    Specified by:
    
    addCurves in interface AnalyticModelInterface
    
    Parameters:
    
    curves - The set of curves to add.
    
    Returns:
    
    A new analytic model.
  - addCurves
```
public AnalyticModelInterface addCurves(Set<CurveInterface> curves)
```
    Description copied from interface: AnalyticModelInterface
    
    Create a new analytic model consisting of a clone of this one together with the given curves added.
    
    Specified by:
    
    addCurves in interface AnalyticModelInterface
    
    Parameters:
    
    curves - The list of curves to add.
    
    Returns:
    
    A new analytic model.
  - setCurve
```
@Deprecated
public void setCurve(CurveInterface curve)
```
    Deprecated. This class will become immutable. Use addCurve instead.
    
    Specified by:
    
    setCurve in interface AnalyticModelInterface
  - setCurves
```
@Deprecated
public void setCurves(CurveInterface[] curves)
```
    Deprecated. This class will become immutable. Use addCurve instead.
    
    Set some curves.
    
    Parameters:
    
    curves - Array of curves to set.
  - getDiscountCurve
```
public DiscountCurveInterface getDiscountCurve(String discountCurveName)
```
    Description copied from interface: AnalyticModelInterface
    
    Returns a discount curve for a given name.
    
    Specified by:
    
    getDiscountCurve in interface AnalyticModelInterface
    
    Parameters:
    
    discountCurveName - The name of the requested curve.
    
    Returns:
    
    discount curve corresponding to discountCurveName or null if no discountCurve with this name exists in the model
  - getForwardCurve
```
public ForwardCurveInterface getForwardCurve(String forwardCurveName)
```
    Description copied from interface: AnalyticModelInterface
    
    Returns a forward curve for a given name.
    
    Specified by:
    
    getForwardCurve in interface AnalyticModelInterface
    
    Parameters:
    
    forwardCurveName - The name of the requested curve.
    
    Returns:
    
    forward curve corresponding to forwardCurveName or null if no forwardCurve with this name exists in the model
  - getVolatilitySurface
```
public VolatilitySurfaceInterface getVolatilitySurface(String name)
```
    Specified by:
    
    getVolatilitySurface in interface AnalyticModelInterface
  - addVolatilitySurface
```
public AnalyticModelInterface addVolatilitySurface(VolatilitySurfaceInterface volatilitySurface)
```
  - addVolatilitySurfaces
```
public AnalyticModelInterface addVolatilitySurfaces(VolatilitySurfaceInterface... volatilitySurfaces)
```
    Specified by:
    
    addVolatilitySurfaces in interface AnalyticModelInterface
  - addVolatilitySurfaces
```
public AnalyticModelInterface addVolatilitySurfaces(Set<AbstractVolatilitySurface> volatilitySurfaces)
```
    Description copied from interface: AnalyticModelInterface
    
    Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
    
    Specified by:
    
    addVolatilitySurfaces in interface AnalyticModelInterface
    
    Parameters:
    
    volatilitySurfaces - The list of volatility surfaces to add.
    
    Returns:
    
    A new analytic model.
  - clone
```
public AnalyticModel clone()
```
    Specified by:
    
    clone in interface AnalyticModelInterface
    
    Overrides:
    
    clone in class Object
  - getCloneForParameter
```
public AnalyticModelInterface getCloneForParameter(Map<ParameterObjectInterface,RandomVariableInterface[]> curveParameterPairs)
                                            throws CloneNotSupportedException
```
    Specified by:
    
    getCloneForParameter in interface AnalyticModelInterface
    
    Throws:
    
    CloneNotSupportedException
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Class AnalyticModel

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface net.finmath.modelling.Model

Constructor Detail

AnalyticModel

AnalyticModel

AnalyticModel

AnalyticModel

AnalyticModel

Method Detail

getRandomVariableForConstant

getCurve

getCurves

addCurve

addCurve

addCurves

addCurves

setCurve

setCurves

getDiscountCurve

getForwardCurve

getVolatilitySurface

addVolatilitySurface

addVolatilitySurfaces

addVolatilitySurfaces

clone

getCloneForParameter

toString