| Package | Description |
|---|---|
| net.finmath.smartcontract.contract |
Classes supporting the implementation of a smart derivative contract.
|
| net.finmath.smartcontract.oracle |
Interface defining valuation oracles.
|
| Constructor and Description |
|---|
SmartDerivativeContractMargining(ValuationOracle derivativeValuationOracle) |
| Modifier and Type | Class and Description |
|---|---|
class |
ValuationOraclePlainSwapHistoricScenarios
An oracle for swap valuation which generates values using externally provided historical market data scenarios.
|
class |
ValuationOracleSamplePath
A valuation oracle constructed from a simulation providing a stochastic valuation oracle
by extracting a given sample path.
|
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