net.finmath.marketdata.products

Class Cashflow

java.lang.Object

net.finmath.marketdata.products.AbstractAnalyticProduct

net.finmath.marketdata.products.Cashflow

All Implemented Interfaces:

AnalyticProductInterface, ProductInterface

public class Cashflow
extends AbstractAnalyticProduct
implements AnalyticProductInterface

Implements the valuation of a single cashflow by a discount curve.

Constructor Summary

Constructors

Constructor and Description
Cashflow(java.lang.String currency, double flowAmount, double flowDate, boolean isPayer, java.lang.String discountCurveName) Create a single deterministic cashflow at a fixed time.

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 class net.finmath.marketdata.products.AbstractAnalyticProduct

getValue, getValue

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.finmath.modelling.ProductInterface

getValue

Constructor Detail

Cashflow

public Cashflow(java.lang.String currency,
                double flowAmount,
                double flowDate,
                boolean isPayer,
                java.lang.String discountCurveName)

Create a single deterministic cashflow at a fixed time.

Parameters:

currency - The currency.

flowAmount - The amount of the cash flow.

flowDate - The flow date.

isPayer - If true, this cash flow will be multiplied by -1 prior valuation.

discountCurveName - Name of the discount curve for the cashflow.

Method Detail

getValue

public double getValue(double evaluationTime,
                       AnalyticModelInterface model)

Description copied from interface: AnalyticProductInterface

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

Specified by:

getValue in interface AnalyticProductInterface

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.