- java.lang.Object
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- net.finmath.marketdata.products.AbstractAnalyticProduct
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- All Implemented Interfaces:
AnalyticProduct
,Product
- Direct Known Subclasses:
Bond
,Cap
,Cashflow
,Deposit
,Forward
,ForwardRateAgreement
,MarketForwardRateAgreement
,Performance
,Portfolio
,Swap
,SwapAnnuity
,SwapLeg
public abstract class AbstractAnalyticProduct extends Object implements AnalyticProduct
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description AbstractAnalyticProduct()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Object
getValue(double evaluationTime, Model model)
Return the valuation of the product using the given model.double
getValue(AnalyticModel model)
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface net.finmath.marketdata.products.AnalyticProduct
getValue
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Method Detail
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getValue
public Object getValue(double evaluationTime, Model model)
Description copied from interface:Product
Return the valuation of the product using the given model. Implement this method using a checked cast of the model to a derived model for which the product provides a valuation algorithm. Example: an interest rate product requires that the passed model object implements the interface of an interest rate model. Since there is no polymorphism on arguments (see Double Dynamic Dispatch), we reply on a checked cast.
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getValue
public double getValue(AnalyticModel model)
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