SingleAssetMonteCarloProductFactory (finmath lib 5.0.5 API)

java.lang.Object
- net.finmath.modelling.productfactory.SingleAssetMonteCarloProductFactory

All Implemented Interfaces:

ProductFactory<SingleAssetProductDescriptor>
```
public class SingleAssetMonteCarloProductFactory
extends Object
implements ProductFactory<SingleAssetProductDescriptor>
```
Product factory of single asset derivatives for use with a Monte-Carlo method based model.

Version:

1.0

Author:

Christian Fries, Roland Bachl

Nested Class Summary

Nested Classes
Modifier and Type	Class	Description
`static class`	`SingleAssetMonteCarloProductFactory.DigitalOptionMonteCarlo`	Monte-Carlo method based implementation of a digital option from a product descriptor.
`static class`	`SingleAssetMonteCarloProductFactory.EuropeanOptionMonteCarlo`	Monte-Carlo method based implementation of a European option from a product descriptor.

Constructor Summary

Constructors
Constructor Description

SingleAssetMonteCarloProductFactory(LocalDate referenceDate)
Create the product factory.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`DescribedProduct<? extends SingleAssetProductDescriptor>`	`getProductFromDescriptor(ProductDescriptor descriptor)`	Constructs the product from a given product descriptor.

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

- Constructor Detail
  - SingleAssetMonteCarloProductFactory
```
public SingleAssetMonteCarloProductFactory(LocalDate referenceDate)
```
    Create the product factory.
    
    Parameters:
    
    referenceDate - To be used when converting absolute dates to relative dates in double.
- Method Detail
  - getProductFromDescriptor
```
public DescribedProduct<? extends SingleAssetProductDescriptor> getProductFromDescriptor(ProductDescriptor descriptor)
```
    Description copied from interface: ProductFactory
    
    Constructs the product from a given product descriptor.
    
    Specified by:
    
    getProductFromDescriptor in interface ProductFactory<SingleAssetProductDescriptor>
    
    Parameters:
    
    descriptor - A product descriptor.
    
    Returns:
    
    An instance of the product describable by this descriptor.