| Package | Description |
|---|---|
| net.finmath.smartcontract.oracle |
Interface defining valuation oracles.
|
| Modifier and Type | Class and Description |
|---|---|
class |
BrownianMotionOracle
A dummy oracle which generates values using a geometric Brownian motion.
|
class |
ContinouslyCompoundedBankAccountOracle
A dummy oracle which generates values as initalValue * Math.exp(r T).
|
class |
GeometricBrownianMotionOracle
A dummy oracle which generates values using a geometric Brownian motion.
|
| Constructor and Description |
|---|
ValuationOracleSamplePath(StochasticValuationOracle stochasticValuationOracle,
int path)
Create a valuation oracle from a simulation providing a stochastic valuation oracle
by extracting a given sample path.
|
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