net.finmath.analytic.products.AnalyticProductInterface Maven / Gradle / Ivy

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/*
 * (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
 *
 * Created on 26.11.2012
 */
package net.finmath.analytic.products;

import net.finmath.analytic.model.AnalyticModelInterface;
import net.finmath.modelling.Product;
import net.finmath.stochastic.RandomVariableInterface;

/**
 * The interface which has to be implemented by a product which may
 * be evaluated using an AnalyticModel.
 * 
 * @author Christian Fries
 */
public interface AnalyticProductInterface extends Product {

	/**
	 * 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.
     */
    RandomVariableInterface getValue(double evaluationTime, AnalyticModelInterface model);
}