Package net.finmath.smartcontract.oracle

Interface defining valuation oracles.

See: Description

Interface Summary

Interface	Description
StochasticValuationOracle	Interface for Oracles providing a valuation random variables at a given time.
ValuationOracle	Interface for Oracles providing a valuation at a given time.

Class Summary

Class	Description
BrownianMotionOracle	A dummy oracle which generates values using a geometric Brownian motion.
ContinouslyCompoundedBankAccountOracle	A dummy oracle which generates values as initalValue * Math.exp(r T).
GeometricBrownianMotionOracle	A dummy oracle which generates values using a geometric Brownian motion.
ValuationOraclePlainSwapHistoricScenarios	An oracle for swap valuation which generates values using externally provided historical market data scenarios.
ValuationOracleSamplePath	A valuation oracle constructed from a simulation providing a stochastic valuation oracle by extracting a given sample path.

Package net.finmath.smartcontract.oracle Description

Interface defining valuation oracles. Classes implementing test oracles.

Author:

Christian Fries