- java.lang.Object
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- net.finmath.modelling.descriptor.BlackScholesModelDescriptor
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- All Implemented Interfaces:
AssetModelDescriptor
,ModelDescriptor
public class BlackScholesModelDescriptor extends Object implements AssetModelDescriptor
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description BlackScholesModelDescriptor(LocalDate referenceDate, Double initialValue, DiscountCurve discountCurveForForwardRate, DiscountCurve discountCurveForDiscountRate, Double volatility)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DiscountCurve
getDiscountCurveForDiscountRate()
DiscountCurve
getDiscountCurveForForwardRate()
Double
getInitialValue()
LocalDate
getReferenceDate()
Double
getVolatility()
String
name()
Return the name of the model represented by this descriptor.Integer
version()
Return the version of the model description.
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Constructor Detail
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BlackScholesModelDescriptor
public BlackScholesModelDescriptor(LocalDate referenceDate, Double initialValue, DiscountCurve discountCurveForForwardRate, DiscountCurve discountCurveForDiscountRate, Double volatility)
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Method Detail
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version
public Integer version()
Description copied from interface:ModelDescriptor
Return the version of the model description.- Specified by:
version
in interfaceModelDescriptor
- Returns:
- Version number.
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name
public String name()
Description copied from interface:ModelDescriptor
Return the name of the model represented by this descriptor.- Specified by:
name
in interfaceModelDescriptor
- Returns:
- Name of the model.
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getReferenceDate
public LocalDate getReferenceDate()
- Returns:
- the referenceDate
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getInitialValue
public Double getInitialValue()
- Returns:
- the initialValue
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getDiscountCurveForForwardRate
public DiscountCurve getDiscountCurveForForwardRate()
- Returns:
- the discountCurveForForwardRate
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getDiscountCurveForDiscountRate
public DiscountCurve getDiscountCurveForDiscountRate()
- Returns:
- the discountCurveForDiscountRate
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getVolatility
public Double getVolatility()
- Returns:
- the volatility
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