getValue
public Object getValue(double evaluationTime,
Model model)
Description copied from interface: Product
Return the valuation of the product using the given model.
Implement this method using a checked cast of the model to a derived model for which the product
provides a valuation algorithm. Example: an interest rate product requires that the passed model
object implements the interface of an interest rate model. Since there is no polymorphism on
arguments (see Double Dynamic Dispatch), we reply on a checked cast.
- Specified by:
getValue
in interface Product
- 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:
- Object containing the value of the product using the given model.