net.finmath.marketdata.products

Interface AnalyticProduct

All Superinterfaces:

Product

All Known Implementing Classes:

AbstractAnalyticProduct, Bond, Cap, Cashflow, Deposit, Forward, ForwardRateAgreement, MarketForwardRateAgreement, Performance, Portfolio, Swap, SwapAnnuity, SwapLeg, UnsupportedProduct

public interface AnalyticProduct
extends Product

The interface which has to be implemented by a product which may be evaluated using an AnalyticModelFromCuvesAndVols.

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
double	getValue(double evaluationTime, AnalyticModel model) Return the valuation of the product using the given model.

Methods inherited from interface net.finmath.modelling.Product

getValue, getValues

Method Detail

getValue

double getValue(double evaluationTime,
                AnalyticModel model)

Return the valuation of the product using the given model. The model has to implement the modes of AnalyticModel.

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.