net.finmath.montecarlo.interestrate

Class CalibrationProduct

java.lang.Object

net.finmath.montecarlo.interestrate.CalibrationProduct

public class CalibrationProduct
extends Object

A class for calibration products, that is a triple (P,V,w) where P is a product, V is a target value and w is a weight.

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
CalibrationProduct(AbstractLIBORMonteCarloProduct product, double targetValue, double weight)
CalibrationProduct(AbstractLIBORMonteCarloProduct product, RandomVariable targetValue, double weight)
CalibrationProduct(String name, AbstractLIBORMonteCarloProduct product, double targetValue, double weight)
CalibrationProduct(String name, AbstractLIBORMonteCarloProduct product, RandomVariable targetValue, double weight)
CalibrationProduct(String name, AbstractLIBORMonteCarloProduct product, RandomVariable targetValue, double weight, int priority) Construct a calibration product.

Method Summary

Modifier and Type	Method and Description
String	getName() The method returns a short name for this calibration product.
Integer	getPriority()
AbstractLIBORMonteCarloProduct	getProduct()
RandomVariable	getTargetValue()
double	getWeight()
String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

CalibrationProduct

public CalibrationProduct(String name,
                          AbstractLIBORMonteCarloProduct product,
                          RandomVariable targetValue,
                          double weight,
                          int priority)

Construct a calibration product. A calibration product consists of a product implementing AbstractLIBORMonteCarloProduct, a target value given as RandomVariable and a weight. In addition you may give a short name which may be printed by the logger.

Parameters:

name - A short name (for example a "SYMBOL" representing the product.

product - The product.

targetValue - The target value.

weight - The calibration weight.

priority - The priority (may be used when submitting the product for calculation)

CalibrationProduct

public CalibrationProduct(String name,
                          AbstractLIBORMonteCarloProduct product,
                          RandomVariable targetValue,
                          double weight)

CalibrationProduct

public CalibrationProduct(String name,
                          AbstractLIBORMonteCarloProduct product,
                          double targetValue,
                          double weight)

CalibrationProduct

public CalibrationProduct(AbstractLIBORMonteCarloProduct product,
                          RandomVariable targetValue,
                          double weight)

CalibrationProduct

public CalibrationProduct(AbstractLIBORMonteCarloProduct product,
                          double targetValue,
                          double weight)

Method Detail

getName

public String getName()

The method returns a short name for this calibration product. If no short name was given, the method returns getProduct().toString().

Returns:

A short name for this calibration product. If no short name was given, the method returns getProduct().toString()

getProduct

public AbstractLIBORMonteCarloProduct getProduct()

Returns:

the product.

getTargetValue

public RandomVariable getTargetValue()

Returns:

the target value.

getWeight

public double getWeight()

Returns:

the calibrationWeight

getPriority

public Integer getPriority()

Returns:

the priority

toString

public String toString()

Overrides:

toString in class Object