/*
* (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: email@christian-fries.de.
*
* Created on 26.11.2012
*/
package net.finmath.marketdata.products;
import net.finmath.marketdata.model.AnalyticModelInterface;
import net.finmath.modelling.ProductInterface;
/**
* The interface which has to be implemented by a product which may
* be evaluated using an AnalyticModel.
*
* @author Christian Fries
*/
public interface AnalyticProductInterface extends ProductInterface {
/**
* Return the valuation of the product using the given model.
* The model has to implement the modes of AnalyticModelInterface.
*
* @param evaluationTime The evaluation time as double. Cash flows prior and including this time are not considered.
* @param model The model under which the product is valued.
* @return The value of the product using the given model.
*/
double getValue(double evaluationTime, AnalyticModelInterface model);
}
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