net.finmath.marketdata.products

Interface AnalyticProductInterface

All Superinterfaces:

ProductInterface

All Known Implementing Classes:

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

public interface AnalyticProductInterface
extends ProductInterface

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

Method Summary

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

Methods inherited from interface net.finmath.modelling.ProductInterface

getValue

Method Detail

getValue

double getValue(double evaluationTime,
                AnalyticModelInterface model)

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

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.