net.finmath.modelling.descriptor.SingleAssetEuropeanOptionMonteCarloProductFactory Maven / Gradle / Ivy

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

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/*
 * (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
 *
 * Created on 09.02.2018
 */

package net.finmath.modelling.descriptor;

import net.finmath.modelling.Product;
import net.finmath.modelling.ProductFactory;

/**
 * @author Christian Fries
 */
public class SingleAssetEuropeanOptionMonteCarloProductFactory implements ProductFactory {

	/**
	 * Create factory.
	 */
	public SingleAssetEuropeanOptionMonteCarloProductFactory() {
	}

	@Override
	public Product getProductFromDescription(SingleAssetEuropeanOptionProductDescriptor descriptor) {

		Product product = new net.finmath.montecarlo.assetderivativevaluation.products.EuropeanOption((SingleAssetEuropeanOptionProductDescriptor) descriptor);
		return product;
	}
}