- java.lang.Object
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- net.finmath.modelling.descriptor.AnalyticModelDescriptor
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- All Implemented Interfaces:
InterestRateModelDescriptor
,ModelDescriptor
public class AnalyticModelDescriptor extends Object implements InterestRateModelDescriptor
- Author:
- Christian Fries, Roland Bachl
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Constructor Summary
Constructors Constructor Description AnalyticModelDescriptor(LocalDate referenceDate, Collection<Curve> curves, Collection<VolatilitySurface> surfaces)
Construct an AnalyticModelDescriptor mapping the collections of curves and volatility surfaces provided.AnalyticModelDescriptor(LocalDate referenceDate, Map<String,Curve> curvesMap, Map<String,VolatilitySurface> volatilitySurfaceMap)
Construct an AnalyticModelDescriptor holding copies of the maps provided.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Map<String,Curve>
getCurvesMap()
LocalDate
getReferenceDate()
Map<String,VolatilitySurface>
getVolatilitySurfaceMap()
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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AnalyticModelDescriptor
public AnalyticModelDescriptor(LocalDate referenceDate, Collection<Curve> curves, Collection<VolatilitySurface> surfaces)
Construct an AnalyticModelDescriptor mapping the collections of curves and volatility surfaces provided.- Parameters:
referenceDate
- The date corresponding to time \( t = 0 \).curves
- The collection of curves.surfaces
- The collection of volatility surfaces.
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AnalyticModelDescriptor
public AnalyticModelDescriptor(LocalDate referenceDate, Map<String,Curve> curvesMap, Map<String,VolatilitySurface> volatilitySurfaceMap)
Construct an AnalyticModelDescriptor holding copies of the maps provided.- Parameters:
referenceDate
- The date corresponding to time \( t = 0 \).curvesMap
- The map of curves.volatilitySurfaceMap
- The map of volatility surfaces.
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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()
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getVolatilitySurfaceMap
public Map<String,VolatilitySurface> getVolatilitySurfaceMap()
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