net.finmath.smartcontract.oracle

Interface StochasticValuationOracle

All Known Implementing Classes:

BrownianMotionOracle, ContinouslyCompoundedBankAccountOracle, GeometricBrownianMotionOracle

public interface StochasticValuationOracle

Interface for Oracles providing a valuation random variables at a given time. This type of oracle can be used in simulations. The return value is a random variable (sample vector).

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
RandomVariable	getValue(LocalDateTime evaluationTime, LocalDateTime marketDataTime) Provides that value of the Oracle at a given evaluation time.

Method Detail

getValue

RandomVariable getValue(LocalDateTime evaluationTime,
                        LocalDateTime marketDataTime)

Provides that value of the Oracle at a given evaluation time.

Parameters:

evaluationTime - The evaluation time.

marketDataTime - The market data time.

Returns:

The value.