net.finmath.modelling.descriptor.SingleAssetFourierProductFactory 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;
import net.finmath.modelling.SingleAssetProductDescriptor;

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

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

	@Override
	public Product getProductFromDescription(SingleAssetProductDescriptor descriptor) {

		if(descriptor instanceof SingleAssetEuropeanOptionProductDescriptor) {
			final Product product = new net.finmath.fouriermethod.products.EuropeanOption((SingleAssetEuropeanOptionProductDescriptor) descriptor);
			return product;
		}
		else {
			String name = descriptor.name();
			throw new IllegalArgumentException("Unsupported product type " + name);
		}

	}
}