@Override
public RandomVariableInterface getValue(
double evaluationTime, LIBORModelMonteCarloSimulationInterface model)
throws CalculationException {
AnalyticModelInterface analyticModel = model.getModel().getAnalyticModel();
if (analyticModel == null)
throw new IllegalArgumentException(
"Provided model does not carry an associated analytic model.");
CurveInterface curve = analyticModel.getCurve(curveName);
if (curve == null)
throw new IllegalArgumentException(
"Associated analytic model does not carry a curve of the name " + curveName + ".");
double index = curve.getValue(analyticModel, evaluationTime + fixingOffet);
return model.getRandomVariableForConstant(index);
}
@Override
public RandomVariableInterface getValue(
double evaluationTime, LIBORModelMonteCarloSimulationInterface model) {
return getValues(evaluationTime, model.getModel());
}
