java.lang.Object
- net.finmath.marketdata2.model.AnalyticModelFromCurvesAndVols

All Implemented Interfaces:

Serializable, Cloneable, AnalyticModel, Model
```
public class AnalyticModelFromCurvesAndVols
extends Object
implements AnalyticModel, Serializable, Cloneable
```
Implements a collection of market data objects (e.g., discount curves, forward curve) which provide interpolation of market data or other derived quantities ("calibrated curves"). This can be seen as a model to be used in analytic pricing formulas - hence this class is termed AnalyticModelFromCuvesAndVols.

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors
Constructor	Description
`AnalyticModelFromCurvesAndVols()`	Create an empty analytic model.
`AnalyticModelFromCurvesAndVols(Collection<Curve> curves)`	Create an analytic model with the given curves.
`AnalyticModelFromCurvesAndVols(Curve[] curves)`	Create an analytic model with the given curves.
`AnalyticModelFromCurvesAndVols(RandomVariableFactory abstractRandomVariableFactory)`	Create an empty analytic model using a given AbstractRandomVariableFactory for construction of result types.
`AnalyticModelFromCurvesAndVols(RandomVariableFactory abstractRandomVariableFactory, Curve[] curves)`	Create an analytic model with the given curves using a given AbstractRandomVariableFactory for construction of result types.

Method Summary

All Methods Instance Methods Concrete Methods Deprecated Methods
Modifier and Type	Method	Description
`AnalyticModel`	`addCurve(String name, Curve curve)`	Add a reference to a given curve under a given name to this model.
`AnalyticModel`	`addCurve(Curve curve)`
`AnalyticModel`	`addCurves(Set<Curve> curves)`	Create a new analytic model consisting of a clone of this one together with the given curves added.
`AnalyticModel`	`addCurves(Curve... curves)`	Create a new analytic model consisting of a clone of this one together with the given curves added.
`AnalyticModel`	`addVolatilitySurface(VolatilitySurface volatilitySurface)`
`AnalyticModel`	`addVolatilitySurfaces(Set<VolatilitySurface> volatilitySurfaces)`	Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
`AnalyticModel`	`addVolatilitySurfaces(VolatilitySurface... volatilitySurfaces)`
`AnalyticModelFromCurvesAndVols`	`clone()`
`AnalyticModel`	`getCloneForParameter(Map<ParameterObject,RandomVariable[]> curveParameterPairs)`
`Curve`	`getCurve(String name)`	Get a curve by a given curve name.
`Map<String,Curve>`	`getCurves()`	Returns an unmodifiable map of all curves.
`DiscountCurveInterface`	`getDiscountCurve(String discountCurveName)`	Returns a discount curve for a given name.
`ForwardCurveInterface`	`getForwardCurve(String forwardCurveName)`	Returns a forward curve for a given name.
`RandomVariable`	`getRandomVariableForConstant(double value)`
`VolatilitySurface`	`getVolatilitySurface(String name)`	Returns a volatility surface for a given name.
`Map<String,VolatilitySurface>`	`getVolatilitySurfaces()`	Returns an unmodifiable map of all volatility surfaces.
`void`	`setCurve(Curve curve)`	Deprecated. This class will become immutable.
`void`	`setCurves(Curve[] curves)`	Deprecated. This class will become immutable.
`String`	`toString()`

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

- Constructor Detail
  - AnalyticModelFromCurvesAndVols
```
public AnalyticModelFromCurvesAndVols()
```
    Create an empty analytic model.
  - AnalyticModelFromCurvesAndVols
```
public AnalyticModelFromCurvesAndVols(RandomVariableFactory abstractRandomVariableFactory)
```
    Create an empty analytic model using a given AbstractRandomVariableFactory for construction of result types.
    
    Parameters:
    
    abstractRandomVariableFactory - given AbstractRandomVariableFactory for construction of result types.
  - AnalyticModelFromCurvesAndVols
```
public AnalyticModelFromCurvesAndVols(Curve[] curves)
```
    Create an analytic model with the given curves.
    
    Parameters:
    
    curves - The vector of curves.
  - AnalyticModelFromCurvesAndVols
```
public AnalyticModelFromCurvesAndVols(RandomVariableFactory abstractRandomVariableFactory,
                                      Curve[] curves)
```
    Create an analytic model with the given curves using a given AbstractRandomVariableFactory for construction of result types.
    
    Parameters:
    
    abstractRandomVariableFactory - given AbstractRandomVariableFactory for construction of result types.
    
    curves - The vector of curves.
  - AnalyticModelFromCurvesAndVols
```
public AnalyticModelFromCurvesAndVols(Collection<Curve> curves)
```
    Create an analytic model with the given curves.
    
    Parameters:
    
    curves - A collection of curves.
- Method Detail
  - getRandomVariableForConstant
```
public RandomVariable getRandomVariableForConstant(double value)
```
    Specified by:
    
    getRandomVariableForConstant in interface AnalyticModel
  - getCurve
```
public Curve getCurve(String name)
```
    Description copied from interface: AnalyticModel
    
    Get a curve by a given curve name.
    
    Specified by:
    
    getCurve in interface AnalyticModel
    
    Parameters:
    
    name - The name of the curve.
    
    Returns:
    
    The curve with the corresponding name, given that it is part of this model, otherwise null is return.
  - getCurves
```
public Map<String,Curve> getCurves()
```
    Description copied from interface: AnalyticModel
    
    Returns an unmodifiable map of all curves.
    
    Specified by:
    
    getCurves in interface AnalyticModel
    
    Returns:
    
    Map of all curves.
  - addCurve
```
public AnalyticModel addCurve(String name,
                              Curve curve)
```
    Description copied from interface: AnalyticModel
    
    Add a reference to a given curve under a given name to this model. It is not necessary that the name given agrees with curve.getName(). This method comes in handy, if you like to create curve mappings.
    
    Specified by:
    
    addCurve in interface AnalyticModel
    
    Parameters:
    
    name - Name under which the curve is known in the model.
    
    curve - The curve.
    
    Returns:
    
    A clone of this model, containing the curves of this model which are not known under the given name and the new curve under the given name.
  - addCurve
```
public AnalyticModel addCurve(Curve curve)
```
  - addCurves
```
public AnalyticModel addCurves(Curve... curves)
```
    Description copied from interface: AnalyticModel
    
    Create a new analytic model consisting of a clone of this one together with the given curves added.
    
    Specified by:
    
    addCurves in interface AnalyticModel
    
    Parameters:
    
    curves - The set of curves to add.
    
    Returns:
    
    A new analytic model.
  - addCurves
```
public AnalyticModel addCurves(Set<Curve> curves)
```
    Description copied from interface: AnalyticModel
    
    Create a new analytic model consisting of a clone of this one together with the given curves added.
    
    Specified by:
    
    addCurves in interface AnalyticModel
    
    Parameters:
    
    curves - The list of curves to add.
    
    Returns:
    
    A new analytic model.
  - setCurve
```
@Deprecated
public void setCurve(Curve curve)
```
    Deprecated.
    This class will become immutable. Use addCurve instead.
    
    Specified by:
    
    setCurve in interface AnalyticModel
  - setCurves
```
@Deprecated
public void setCurves(Curve[] curves)
```
    Deprecated.
    This class will become immutable. Use addCurve instead.
    
    Set some curves.
    
    Parameters:
    
    curves - Array of curves to set.
  - getDiscountCurve
```
public DiscountCurveInterface getDiscountCurve(String discountCurveName)
```
    Description copied from interface: AnalyticModel
    
    Returns a discount curve for a given name.
    
    Specified by:
    
    getDiscountCurve in interface AnalyticModel
    
    Parameters:
    
    discountCurveName - The name of the requested curve.
    
    Returns:
    
    discount curve corresponding to discountCurveName or null if no discountCurve with this name exists in the model
  - getForwardCurve
```
public ForwardCurveInterface getForwardCurve(String forwardCurveName)
```
    Description copied from interface: AnalyticModel
    
    Returns a forward curve for a given name.
    
    Specified by:
    
    getForwardCurve in interface AnalyticModel
    
    Parameters:
    
    forwardCurveName - The name of the requested curve.
    
    Returns:
    
    forward curve corresponding to forwardCurveName or null if no forwardCurve with this name exists in the model
  - getVolatilitySurface
```
public VolatilitySurface getVolatilitySurface(String name)
```
    Description copied from interface: AnalyticModel
    
    Returns a volatility surface for a given name.
    
    Specified by:
    
    getVolatilitySurface in interface AnalyticModel
    
    Parameters:
    
    name - THe name of the requested surface.
    
    Returns:
    
    The volatility surface corresponding to the name.
  - getVolatilitySurfaces
```
public Map<String,VolatilitySurface> getVolatilitySurfaces()
```
    Description copied from interface: AnalyticModel
    
    Returns an unmodifiable map of all volatility surfaces.
    
    Specified by:
    
    getVolatilitySurfaces in interface AnalyticModel
    
    Returns:
    
    Map of all volatility surfaces.
  - addVolatilitySurface
```
public AnalyticModel addVolatilitySurface(VolatilitySurface volatilitySurface)
```
  - addVolatilitySurfaces
```
public AnalyticModel addVolatilitySurfaces(VolatilitySurface... volatilitySurfaces)
```
    Specified by:
    
    addVolatilitySurfaces in interface AnalyticModel
  - addVolatilitySurfaces
```
public AnalyticModel addVolatilitySurfaces(Set<VolatilitySurface> volatilitySurfaces)
```
    Description copied from interface: AnalyticModel
    
    Create a new analytic model consisting of a clone of this one together with the given volatility surfaces added.
    
    Specified by:
    
    addVolatilitySurfaces in interface AnalyticModel
    
    Parameters:
    
    volatilitySurfaces - The list of volatility surfaces to add.
    
    Returns:
    
    A new analytic model.
  - clone
```
public AnalyticModelFromCurvesAndVols clone()
```
    Specified by:
    
    clone in interface AnalyticModel
    
    Overrides:
    
    clone in class Object
  - getCloneForParameter
```
public AnalyticModel getCloneForParameter(Map<ParameterObject,RandomVariable[]> curveParameterPairs)
                                   throws CloneNotSupportedException
```
    Specified by:
    
    getCloneForParameter in interface AnalyticModel
    
    Throws:
    
    CloneNotSupportedException
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Class AnalyticModelFromCurvesAndVols

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

AnalyticModelFromCurvesAndVols

AnalyticModelFromCurvesAndVols

AnalyticModelFromCurvesAndVols

AnalyticModelFromCurvesAndVols

AnalyticModelFromCurvesAndVols

Method Detail

getRandomVariableForConstant

getCurve

getCurves

addCurve

addCurve

addCurves

addCurves

setCurve

setCurves

getDiscountCurve

getForwardCurve

getVolatilitySurface

getVolatilitySurfaces

addVolatilitySurface

addVolatilitySurfaces

addVolatilitySurfaces

clone

getCloneForParameter

toString