Performance (finmath lib 5.0.4 API)

java.lang.Object
- net.finmath.marketdata.products.AbstractAnalyticProduct
- - net.finmath.marketdata.products.Performance

All Implemented Interfaces:

AnalyticProduct, Product
```
public class Performance
extends AbstractAnalyticProduct
implements AnalyticProduct
```
Implements an analytic product given by the ratio of two analytic products. This class may become handy when constructing calibrations products. For example: The swap rate is the performance of a SwapLeg relative to a SwapAnnuity. Note: In the strict sense, the performance is an index an not a product (e.g. it does not have a currency unit). With respect to the implementation we do not make a difference here and implement the AbstractAnalyticProduct interface.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors
Constructor Description

Performance(AbstractAnalyticProduct productNumerator, AbstractAnalyticProduct productDenominator)
Creates a Performance product.

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.
`String`	`toString()`

Methods inherited from class net.finmath.marketdata.products.AbstractAnalyticProduct
getValue, getValue

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface net.finmath.modelling.Product
getValue, getValues

- Constructor Detail
  - Performance
```
public Performance(AbstractAnalyticProduct productNumerator,
                   AbstractAnalyticProduct productDenominator)
```
    Creates a Performance product.
    
    Parameters:
    
    productNumerator - A product implementing AbstractAnalyticProduct for the numerator.
    
    productDenominator - A product implementing AbstractAnalyticProduct for the denominator.
- Method Detail
  - 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 of AnalyticModel.
    
    Specified by:
    
    getValue in interface AnalyticProduct
    
    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.
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object