Product

A payoff recorded against a market record M (Seam 1). M is EquityMarket for the built-in equity catalogue; any double-only record works, so a rates or FX payoff records against its own market type through the same interface.

An implementation writes the valuation in plain Java over ADouble scalars and calls rec.output(...) exactly once. It never touches a device or a Greek: the engine records the tape and one adjoint sweep produces every sensitivity.

The built-ins live in Products. To price something the catalogue does not cover, pass a lambda of this shape straight to of(Product) — changing a payoff is a three-line diff, not a fork.

View source ↗Full module reference on javadoc.io ↗

Methods

void record(AadRecorder rec, Nabla.Inputs<M> in, TimeGrid grid)

Records the discounted payoff.

rec: the recorder in progress
in: the market inputs, read by accessor: in.of(EquityMarket::spot)
grid: the simulation schedule; grid.steps() time steps, step i spanning maturity * grid.fraction(i)

String label()

Short label used in reports and example output.