AnalyticProduct (finmath lib 5.0.2 API)

All Superinterfaces:

Product

All Known Subinterfaces:

AnalyticVolatilityCubeProduct

All Known Implementing Classes:

AbstractAnalyticProduct, AbstractAnalyticVolatilityCubeProduct, AbstractSingleSwapRateProduct, AnnuityDummyProduct, Bond, Cap, CapShiftedVol, Cashflow, CashSettledPayerSwaption, CashSettledReceiverSwaption, ConstantMaturitySwap, Deposit, Forward, ForwardRateAgreement, MarketForwardRateAgreement, NormalizingDummyProduct, 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 AnalyticModelFromCurvesAndVols.

Version:

1.0

Author:

Christian Fries

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method	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.