net.finmath.modelling.ProductInterface Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of finmath-lib Show documentation

finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

There is a newer version: 6.0.19

Show newest version

/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: [email protected].
 *
 * Created on 11.10.2013
 */

package net.finmath.modelling;


/**
 * Interface implemented by all financial product which may be valued by a model.
 * 
 * @author Christian Fries
 */
public interface ProductInterface {

	/**
	 * Return the valuation of the product using the given model.
	 * 
	 * @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.
	 */
	Object getValue(double evaluationTime, ModelInterface model);
}