- java.lang.Object
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- net.finmath.marketdata.products.AbstractAnalyticProduct
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- net.finmath.marketdata.products.Cashflow
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- All Implemented Interfaces:
AnalyticProduct
,Product
public class Cashflow extends AbstractAnalyticProduct implements AnalyticProduct
Implements the valuation of a single cashflow by a discount curve.- Version:
- 1.0
- Author:
- Christian Fries
- To dos:
- Currency is neither checked nor used.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
getValue(double evaluationTime, AnalyticModel model)
Return the valuation of the product using the given model.-
Methods inherited from class net.finmath.marketdata.products.AbstractAnalyticProduct
getValue, getValue
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Constructor Detail
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Cashflow
public Cashflow(String currency, double flowAmount, double flowDate, boolean isPayer, String discountCurveName)
Create a single deterministic cashflow at a fixed time.- Parameters:
currency
- The currency.flowAmount
- The amount of the cash flow.flowDate
- The flow date.isPayer
- If true, this cash flow will be multiplied by -1 prior valuation.discountCurveName
- Name of the discount curve for the cashflow.
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Method Detail
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getValue
public double getValue(double evaluationTime, AnalyticModel model)
Description copied from interface:AnalyticProduct
Return the valuation of the product using the given model. The model has to implement the modes ofAnalyticModel
.- Specified by:
getValue
in interfaceAnalyticProduct
- 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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