Module net.finmath.lib
Package net.finmath.marketdata.model

Interface AnalyticModel

    • Method Detail

      • getCurve

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

      • getCurves

        Map<String,​Curve> getCurves()
        Returns an unmodifiable map of all curves.
        Returns:
        Map of all curves.

      • addCurve

        AnalyticModel addCurve​(String name,
                       Curve curve)
        Add a reference to a given curve under a given name to this model. It is not necessary that the name given agrees with curve.getName(). This method comes in handy, if you like to create curve mappings.
        Parameters:
        name - Name under which the curve is known in the model.
        curve - The curve.
        Returns:
        A clone of this model, containing the curves of this model which are not known under the given name and the new curve under the given name.

      • addCurves

        AnalyticModel addCurves​(Curve... curves)
        Create a new analytic model consisting of a clone of this one together with the given curves added.
        Parameters:
        curves - The set of curves to add.
        Returns:
        A new analytic model.

      • addCurves

        AnalyticModel addCurves​(Set<Curve> curves)
        Create a new analytic model consisting of a clone of this one together with the given curves added.
        Parameters:
        curves - The list of curves to add.
        Returns:
        A new analytic model.

      • getDiscountCurve

        DiscountCurve getDiscountCurve​(String discountCurveName)
        Returns a discount curve for a given name.
        Parameters:
        discountCurveName - The name of the requested curve.
        Returns:
        discount curve corresponding to discountCurveName or null if no discountCurve with this name exists in the model

      • getForwardCurve

        ForwardCurve getForwardCurve​(String forwardCurveName)
        Returns a forward curve for a given name.
        Parameters:
        forwardCurveName - The name of the requested curve.
        Returns:
        forward curve corresponding to forwardCurveName or null if no forwardCurve with this name exists in the model

      • getVolatilitySurface

        VolatilitySurface getVolatilitySurface​(String name)
        Returns a volatility surface for a given name.
        Parameters:
        name - THe name of the requested surface.
        Returns:
        The volatility surface corresponding to the name.

      • getVolatilitySurfaces

        Map<String,​VolatilitySurface> getVolatilitySurfaces()
        Returns an unmodifiable map of all volatility surfaces.
        Returns:
        Map of all volatility surfaces.

      • addVolatilitySurfaces

        AnalyticModel addVolatilitySurfaces​(VolatilitySurface... volatilitySurfaces)
        Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
        Parameters:
        volatilitySurfaces - The list of volatility surfaces to add.
        Returns:
        A new analytic model.

      • addVolatilitySurfaces

        AnalyticModel addVolatilitySurfaces​(Set<VolatilitySurface> volatilitySurfaces)
        Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
        Parameters:
        volatilitySurfaces - The list of volatility surfaces to add.
        Returns:
        A new analytic model.