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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 11.10.2013
*/
package net.finmath.modelling;
import java.util.Map;
/**
* Interface implemented by all financial product which may be valued by a model.
*
* @author Christian Fries
* @version 1.0
*/
public interface Product {
/**
* Return the valuation of the product using the given model.
*
* Implement this method using a checked cast of the model to a derived model for which the product
* provides a valuation algorithm. Example: an interest rate product requires that the passed model
* object implements the interface of an interest rate model. Since there is no polymorphism on
* arguments (see Double Dynamic Dispatch), we reply on a checked cast.
*
* @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 Object containing the value of the product using the given model.
*/
Object getValue(double evaluationTime, Model model);
/**
* Return the valuation of the product using the given model.
*
* Implement this method using a checked cast of the model to a derived model for which the product
* provides a valuation algorithm. Example: an interest rate product requires that the passed model
* object implements the interface of an interest rate model. Since there is no polymorphism on
* arguments (see Double Dynamic Dispatch), we reply on a checked cast.
*
* @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 Map containing the value of the product using the given model.
*/
default Map getValues(final double evaluationTime, final Model model) { throw new UnsupportedOperationException(); }
}