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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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package net.finmath.montecarlo.model;

import net.finmath.exception.CalculationException;
import net.finmath.montecarlo.process.AbstractProcessInterface;
import net.finmath.stochastic.RandomVariableInterface;
import net.finmath.time.TimeDiscretizationInterface;

/**
 * This class is an abstract base class to implement a model provided to an AbstractProcess.
 * 
 * Manages the delegation to AbstractProcessInterface.
 * 
 * For details see {@link net.finmath.montecarlo.model.AbstractModelInterface}.
 * 
 * @author Christian Fries
 * @see AbstractModelInterface The interface definition contains more details.
 * @version 1.3
 */
public abstract class AbstractModel implements AbstractModelInterface {

	private AbstractProcessInterface       process;

	/**
	 * Returns the initial value of the model.
	 * 
	 * @return The initial value of the model.
	 */
	public RandomVariableInterface[] getInitialValue() {
		RandomVariableInterface[] initialState = getInitialState();

		RandomVariableInterface[] value = new RandomVariableInterface[initialState.length];
		for(int i= 0; icause() method. 
	 * @see net.finmath.montecarlo.process.AbstractProcess#getProcessValue(int, int)
	 */
	public RandomVariableInterface getProcessValue(int timeIndex, int componentIndex) throws CalculationException {
		return process.getProcessValue(timeIndex, componentIndex);
	}

	/**
	 * @param timeIndex The time index of evaluation time (using this models time discretization)
	 * @return A random variable representing the Monte-Carlo probabilities.
	 * @throws net.finmath.exception.CalculationException Thrown if the valuation fails, specific cause may be available via the cause() method. 
	 * @see net.finmath.montecarlo.process.AbstractProcess#getMonteCarloWeights(int)
	 */
	public RandomVariableInterface getMonteCarloWeights(int timeIndex) throws CalculationException {
		return process.getMonteCarloWeights(timeIndex);
	}

	/**
	 * Get the time discretization of the model (simulation time).
	 * @return The time discretization of the model (simulation time).
	 * @see net.finmath.montecarlo.process.AbstractProcess#getTimeDiscretization()
	 */
	public final TimeDiscretizationInterface getTimeDiscretization() {
		return process.getTimeDiscretization();
	}

	/**
	 * Return the simulation time for a given time index.
	 * @param timeIndex Time index
	 * @return Returns the time for a given time index.
	 * @see net.finmath.montecarlo.process.AbstractProcess#getTime(int)
	 */
	public final double getTime(int timeIndex) {
		return process.getTime(timeIndex);
	}

	/**
	 * Return the time index associated for the given simulation time.
	 * @param time A given time.
	 * @return The time index corresponding to the given time.
	 * @see net.finmath.montecarlo.process.AbstractProcess#getTimeIndex(double)
	 */
	public final int getTimeIndex(double time) {
		return process.getTimeIndex(time);
	}
}