java.lang.Object
net.finmath.modelling.descriptor.BlackScholesModelDescriptor
- All Implemented Interfaces:
AssetModelDescriptor
,ModelDescriptor
public class BlackScholesModelDescriptor extends Object implements AssetModelDescriptor
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description BlackScholesModelDescriptor(LocalDate referenceDate, Double initialValue, DiscountCurve discountCurveForForwardRate, DiscountCurve discountCurveForDiscountRate, Double volatility)
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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.
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Constructor Details
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BlackScholesModelDescriptor
public BlackScholesModelDescriptor(LocalDate referenceDate, Double initialValue, DiscountCurve discountCurveForForwardRate, DiscountCurve discountCurveForDiscountRate, Double volatility)
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Method Details
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version
Description copied from interface:ModelDescriptor
Return the version of the model description.- Specified by:
version
in interfaceModelDescriptor
- Returns:
- Version number.
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name
Description copied from interface:ModelDescriptor
Return the name of the model represented by this descriptor.- Specified by:
name
in interfaceModelDescriptor
- Returns:
- Name of the model.
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getReferenceDate
- Returns:
- the referenceDate
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getInitialValue
- Returns:
- the initialValue
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getDiscountCurveForForwardRate
- Returns:
- the discountCurveForForwardRate
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getDiscountCurveForDiscountRate
- Returns:
- the discountCurveForDiscountRate
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getVolatility
- Returns:
- the volatility
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