Module net.finmath.lib

Package net.finmath.singleswaprate.model

Interface VolatilityCubeModel

All Superinterfaces:

AnalyticModel, Cloneable, Model

All Known Implementing Classes:

AnalyticModelWithVolatilityCubes

public interface VolatilityCubeModel
extends AnalyticModel, Cloneable

A collection of objects representing analytic valuations. In addition to the curves and volatility surfaces the base interface handles, this also includes volatility cubes.

Author:

Christian Fries, Roland Bachl

Method Summary

Modifier and Type	Method	Description
VolatilityCubeModel	addVolatilityCube(String volatilityCubeName, VolatilityCube volatilityCube)	Add a reference to the given volatility cube to this model under the name provided.
VolatilityCubeModel	addVolatilityCube(VolatilityCube volatilityCube)	Add a reference to the given volatility cube to this model.
VolatilityCube	getVolatilityCube(String name)	Get a volatility cube by a given name.
Set<String>	getVolatilityCubeNames()	Return a Set view of all volatility cubes of this model.
Map<String,VolatilityCube>	getVolatilityCubes()	Returns an unmodifiable map of all volatility cubes in the model.

Methods inherited from interface net.finmath.marketdata.model.AnalyticModel

addCurve, addCurves, addCurves, addVolatilitySurfaces, addVolatilitySurfaces, clone, getCloneForParameter, getCurve, getCurves, getDiscountCurve, getForwardCurve, getVolatilitySurface, getVolatilitySurfaces

Method Detail

getVolatilityCube

VolatilityCube getVolatilityCube(String name)

Get a volatility cube by a given name.

Parameters:

name - The name of the volatility cube.

Returns:

The cube with the corresponding name, given that it is part of this model, otherwise null is return.

addVolatilityCube

VolatilityCubeModel addVolatilityCube(VolatilityCube volatilityCube)

Add a reference to the given volatility cube to this model.

Parameters:

volatilityCube - The cube.

Returns:

A clone of this model, with the given cube added or overwritten.

addVolatilityCube

VolatilityCubeModel addVolatilityCube(String volatilityCubeName,
                                      VolatilityCube volatilityCube)

Add a reference to the given volatility cube to this model under the name provided.

Parameters:

volatilityCubeName - The name under which this cube is to known in the model.

volatilityCube - The cube.

Returns:

A clone of this model, with the given cube added or overwritten under the name provided.

getVolatilityCubeNames

Set<String> getVolatilityCubeNames()

Return a Set view of all volatility cubes of this model.

Returns:

The set containing all names of volatility cubes referenced in this model.

getVolatilityCubes

Map<String,VolatilityCube> getVolatilityCubes()

Returns an unmodifiable map of all volatility cubes in the model.

Returns:

Map of all volatility cubes.