Module net.finmath.lib
Package net.finmath.singleswaprate.model

Interface VolatilityCubeModel

All Superinterfaces:
AnalyticModel, Cloneable, Model
All Known Implementing Classes:
AnalyticModelWithVolatilityCubes
public interface VolatilityCubeModel
extends AnalyticModel, Cloneable
A collection of objects representing analytic valuations. In addition to the curves and volatility surfaces the base interface handles, this also includes volatility cubes.
Author:
Christian Fries, Roland Bachl

  • Method Details

    • getVolatilityCube

      VolatilityCube getVolatilityCube​(String name)
      Get a volatility cube by a given name.
      Parameters:
      name - The name of the volatility cube.
      Returns:
      The cube with the corresponding name, given that it is part of this model, otherwise null is return.

    • addVolatilityCube

      VolatilityCubeModel addVolatilityCube​(VolatilityCube volatilityCube)
      Add a reference to the given volatility cube to this model.
      Parameters:
      volatilityCube - The cube.
      Returns:
      A clone of this model, with the given cube added or overwritten.

    • addVolatilityCube

      VolatilityCubeModel addVolatilityCube​(String volatilityCubeName, VolatilityCube volatilityCube)
      Add a reference to the given volatility cube to this model under the name provided.
      Parameters:
      volatilityCubeName - The name under which this cube is to known in the model.
      volatilityCube - The cube.
      Returns:
      A clone of this model, with the given cube added or overwritten under the name provided.

    • getVolatilityCubeNames

      Set<String> getVolatilityCubeNames()
      Return a Set view of all volatility cubes of this model.
      Returns:
      The set containing all names of volatility cubes referenced in this model.

    • getVolatilityCubes

      Map<String,​VolatilityCube> getVolatilityCubes()
      Returns an unmodifiable map of all volatility cubes in the model.
      Returns:
      Map of all volatility cubes.