Package net.finmath.marketdata.products
Interface AnalyticProduct
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- All Superinterfaces:
Product
- All Known Subinterfaces:
AnalyticVolatilityCubeProduct
- All Known Implementing Classes:
AbstractAnalyticProduct
,AbstractAnalyticVolatilityCubeProduct
,AbstractSingleSwapRateProduct
,AnnuityDummyProduct
,Bond
,Cap
,CapShiftedVol
,Cashflow
,CashSettledPayerSwaption
,CashSettledReceiverSwaption
,CDS
,ConstantMaturitySwap
,Deposit
,Forward
,ForwardRateAgreement
,MarketForwardRateAgreement
,NormalizingDummyProduct
,Performance
,Portfolio
,Swap
,SwapAnnuity
,SwapLeg
,UnsupportedProduct
public interface AnalyticProduct extends Product
The interface which has to be implemented by a product which may be evaluated using anAnalyticModelFromCuvesAndVols
.- Version:
- 1.0
- Author:
- Christian Fries
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
getValue(double evaluationTime, AnalyticModel model)
Return the valuation of the product using the given model.
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Method Detail
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getValue
double getValue(double evaluationTime, AnalyticModel model)
Return the valuation of the product using the given model. The model has to implement the modes ofAnalyticModel
.- 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:
- The value of the product using the given model.
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