net.finmath.modelling.modelfactory

Class AnalyticModelFactory.DescribedAnalyticModel

java.lang.Object

net.finmath.marketdata.model.AnalyticModelFromCuvesAndVols

net.finmath.modelling.modelfactory.AnalyticModelFactory.DescribedAnalyticModel

All Implemented Interfaces:

Serializable, Cloneable, AnalyticModel, DescribedModel<AnalyticModelDescriptor>, Model

Enclosing class:

AnalyticModelFactory

public static class AnalyticModelFactory.DescribedAnalyticModel
extends AnalyticModelFromCuvesAndVols
implements DescribedModel<AnalyticModelDescriptor>

Class extending AnalyticModelFromCuvesAndVols with the funtionality of a described model.

Author:

Christian Fries, Roland Bachl

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
DescribedAnalyticModel(LocalDate referenceDate, Map<String,Curve> curvesMap, Map<String,VolatilitySurface> volatilitySurfaceMap)

Method Summary

Modifier and Type	Method and Description
AnalyticModelDescriptor	getDescriptor() Return a model descriptor representing this model.
DescribedProduct<? extends ProductDescriptor>	getProductFromDescriptor(ProductDescriptor productDescriptor) Construct a product from a product descriptor, which may be valued by this model.

Methods inherited from class net.finmath.marketdata.model.AnalyticModelFromCuvesAndVols

addCurve, addCurve, addCurves, addCurves, addVolatilitySurface, addVolatilitySurfaces, addVolatilitySurfaces, clone, getCloneForParameter, getCurve, getCurves, getDiscountCurve, getForwardCurve, getReferenceDate, getVolatilitySurface, getVolatilitySurfaces, setCurve, setCurves, setVolatilitySurface, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

DescribedAnalyticModel

public DescribedAnalyticModel(LocalDate referenceDate,
                              Map<String,Curve> curvesMap,
                              Map<String,VolatilitySurface> volatilitySurfaceMap)

Method Detail

getDescriptor

public AnalyticModelDescriptor getDescriptor()

Description copied from interface: DescribedModel

Return a model descriptor representing this model.

Specified by:

getDescriptor in interface DescribedModel<AnalyticModelDescriptor>

Returns:

The model descriptor of this model.

getProductFromDescriptor

public DescribedProduct<? extends ProductDescriptor> getProductFromDescriptor(ProductDescriptor productDescriptor)

Description copied from interface: DescribedModel

Construct a product from a product descriptor, which may be valued by this model.

Specified by:

getProductFromDescriptor in interface DescribedModel<AnalyticModelDescriptor>

Parameters:

productDescriptor - Given product descriptor.

Returns:

An instance of a product implementation.