AnalyticVolatilityCubeProduct (finmath lib 5.1.3 API)

All Superinterfaces:

AnalyticProduct, Product

All Known Implementing Classes:

AbstractAnalyticVolatilityCubeProduct, AbstractSingleSwapRateProduct, AnnuityDummyProduct, CashSettledPayerSwaption, CashSettledReceiverSwaption, ConstantMaturitySwap, NormalizingDummyProduct
```
public interface AnalyticVolatilityCubeProduct
extends AnalyticProduct
```
The interface of a product to be evaluated using a VolatilityCubeModel.

Author:

Christian Fries, Roland Bachl

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	Description
`double`	`getValue(double evaluationTime, VolatilityCubeModel model)`	Return the valuation of the product using the given model.

Methods inherited from interface net.finmath.marketdata.products.AnalyticProduct
getValue

Methods inherited from interface net.finmath.modelling.Product
getValue, getValues

- Method Detail
  - getValue
```
double getValue(double evaluationTime,
                VolatilityCubeModel model)
```
    Return the valuation of the product using the given model. The model has to implement the modes of VolatilityCubeModel.
    
    Parameters:
    
    evaluationTime - The evaluation time as double. Cash flows prior and including this time are not considered.
    
    model - The model under which the product is valued.
    
    Returns:
    
    The value of the product using the given model.