net.finmath.smartcontract.oracle

Interface ValuationOracle

All Known Implementing Classes:

ValuationOraclePlainSwapHistoricScenarios, ValuationOracleSamplePath

public interface ValuationOracle

Interface for Oracles providing a valuation at a given time.

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
MonetaryAmount	getAmount(LocalDateTime evaluationTime, LocalDateTime marketDataTime) Provides the value of the Oracle at a given evaluation time.
Double	getValue(LocalDateTime evaluationTime, LocalDateTime marketDataTime) Provides the value of the Oracle at a given evaluation time using market data from a given time.

Method Detail

getValue

Double getValue(LocalDateTime evaluationTime,
                LocalDateTime marketDataTime)

Provides the value of the Oracle at a given evaluation time using market data from a given time. Note: The use of two different dates allows to model the accrual/discounting at a (market data given) accrual rate.

Parameters:

evaluationTime - The evaluation time.

marketDataTime - The market data time.

Returns:

The value.

getAmount

MonetaryAmount getAmount(LocalDateTime evaluationTime,
                         LocalDateTime marketDataTime)

Provides the value of the Oracle at a given evaluation time. Note: The use of two different dates allows to model the accrual/discounting at a (market data given) accrual rate.

Parameters:

evaluationTime - The evaluation time.

marketDataTime - The market data time.

Returns:

The amount.