Clone
Because the Products and Simulators are slightly stateful they need to be copyied for use in each thread during a valuation. The Clone method is implemented on the base class using in memory binary serialization. If for some reason it is not possible to mark your implementation of one of these classes as Serializeable then you need to overwrite the Clone method.
As always cloning can be risky business. Unless you are absolutely certain that a field in the object is immutable take a deep copy of all data members in the Clone method.
Serialize
As discussed above all implementations of Product and Simulator need to be serializable. Currently this is only used to allow generic cloning of these objects but may be more widely required when the calculations are moved into a grid or cloud.