AssetMonteCarloProduct (finmath lib 4.0.11 API)

All Known Implementing Classes:

AbstractAssetMonteCarloProduct, AsianOption, BasketOption, BermudanDigitalOption, BermudanOption, BlackScholesDeltaHedgedPortfolio, BlackScholesHedgedPortfolio, DeltaHedgedPortfolioWithAAD, DigitalOption, DigitalOptionDeltaLikelihood, EuropeanOption, FiniteDifferenceDeltaHedgedPortfolio, LocalRiskMinimizingHedgePortfolio, SingleAssetMonteCarloProductFactory.DigitalOptionMonteCarlo, SingleAssetMonteCarloProductFactory.EuropeanOptionMonteCarlo
```
public interface AssetMonteCarloProduct
```
Interface for products requiring an AssetModelMonteCarloSimulationModel for valuation.

Version:

1.0

Author:

Christian Fries

- Method Summary
  
  All Methods Instance Methods Abstract Methods
  Modifier and Type Method and Description
  
  RandomVariable getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)

All Methods Instance Methods Abstract Methods
Modifier and Type	Method and Description
`RandomVariable`	`getValue(double evaluationTime, AssetModelMonteCarloSimulationModel model)`

Method Detail

getValue

RandomVariable getValue(double evaluationTime,
                        AssetModelMonteCarloSimulationModel model)
                 throws CalculationException

Throws:: CalculationException

Interface AssetMonteCarloProduct

Method Summary

Method Detail

getValue