net.finmath.modelling.descriptor.BlackScholesModelDescriptor

public class BlackScholesModelDescriptor
extends Object
implements AssetModelDescriptor

Constructor Summary

Constructors
Constructor	Description
`BlackScholesModelDescriptor(LocalDate referenceDate, Double initialValue, DiscountCurve discountCurveForForwardRate, DiscountCurve discountCurveForDiscountRate, Double volatility)`

Method Summary

Modifier and Type	Method	Description
`DiscountCurve`	`getDiscountCurveForDiscountRate()`
`DiscountCurve`	`getDiscountCurveForForwardRate()`
`Double`	`getInitialValue()`
`LocalDate`	`getReferenceDate()`
`Double`	`getVolatility()`
`String`	`name()`	Return the name of the model represented by this descriptor.
`Integer`	`version()`	Return the version of the model description.

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

Constructor Details
- BlackScholesModelDescriptor
  
  public BlackScholesModelDescriptor(LocalDate referenceDate, Double initialValue, DiscountCurve discountCurveForForwardRate, DiscountCurve discountCurveForDiscountRate, Double volatility)
Method Details
- version
  
  public Integer version()
  
  Description copied from interface: ModelDescriptor
  
  Return the version of the model description.
  
  Specified by:
  
  version in interface ModelDescriptor
  
  Returns:
  
  Version number.
- name
  
  public String name()
  
  Description copied from interface: ModelDescriptor
  
  Return the name of the model represented by this descriptor.
  
  Specified by:
  
  name in interface ModelDescriptor
  
  Returns:
  
  Name of the model.
- getReferenceDate
  
  public LocalDate getReferenceDate()
  
  Returns:
  
  the referenceDate
- getInitialValue
  
  public Double getInitialValue()
  
  Returns:
  
  the initialValue
- getDiscountCurveForForwardRate
  
  public DiscountCurve getDiscountCurveForForwardRate()
  
  Returns:
  
  the discountCurveForForwardRate
- getDiscountCurveForDiscountRate
  
  public DiscountCurve getDiscountCurveForDiscountRate()
  
  Returns:
  
  the discountCurveForDiscountRate
- getVolatility
  
  public Double getVolatility()
  
  Returns:
  
  the volatility