net.finmath.modelling

Interface ProductInterface

All Known Subinterfaces:

AnalyticProductInterface

All Known Implementing Classes:

AbstractAnalyticProduct, AbstractAssetMonteCarloProduct, AbstractIndex, AbstractLIBORMonteCarloProduct, AbstractMonteCarloProduct, AbstractPeriod, AbstractProductComponent, AccrualAccount, AccruedInterest, AnalyticModelForwardCurveIndex, AnalyticModelIndex, AsianOption, BermudanOption, BermudanSwaption, BlackScholesDeltaHedgedPortfolio, BlackScholesHedgedPortfolio, Bond, Cap, Caplet, CappedFlooredIndex, Cashflow, Cashflow, CMSOption, ConstantMaturitySwaprate, DateIndex, DigitalCaplet, EuropeanOption, Exposure, FixedCoupon, FlexiCap, Forward, ForwardRateVolatilitySurfaceCurvature, FowardCurveIndex, IndexedValue, LaggedIndex, LIBORIndex, LinearCombinationIndex, MarketForwardRateAgreement, MaxIndex, MinIndex, MoneyMarketAccount, Option, Performance, PerformanceIndex, Period, Portfolio, Portfolio, PortfolioMonteCarloProduct, PowIndex, ProductCollection, ProductIndex, SimpleSwap, Swap, Swap, SwapAnnuity, SwapLeg, SwapLeg, SwaprateCovarianceAnalyticApproximation, Swaption, SwaptionAnalyticApproximation, SwaptionAnalyticApproximationRebonato, SwaptionSimple, SwaptionSingleCurveAnalyticApproximation, TimeDiscreteEndOfMonthIndex, TriggerIndex, UnsupportedIndex, UnsupportedProduct, WorstOfExpressCertificate

public interface ProductInterface

Interface implemented by all financial product which may be valued by a model.

Method Summary

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

Method Detail

getValue

java.lang.Object getValue(double evaluationTime,
                          ModelInterface model)

Return the valuation of the product using the given model.

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.