net.finmath.smartcontract.simulation.scenariogeneration

Class IRMarketDataScenario

java.lang.Object

net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataScenario

public class IRMarketDataScenario
extends Object

IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData

Author:

Peter Kohl-Landgraf

Constructor Summary

Constructors

Constructor and Description
IRMarketDataScenario(Map<String,IRCurveData> curveDataMap, LocalDateTime scenarioDate)

Method Summary

Modifier and Type	Method and Description
IRCurveData	getCurveData(String curveKey)
Stream<CalibrationSpecProvider>	getDataAsCalibrationDataProintStream(CalibrationParser parser) Returns a Stream of CalibrationSpecs, curveData provided as calibration data points, will be converted to calibration specs Currently only Swap-Rates are used.
LocalDateTime	getDate()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

IRMarketDataScenario

public IRMarketDataScenario(Map<String,IRCurveData> curveDataMap,
                            LocalDateTime scenarioDate)

Method Detail

getCurveData

public IRCurveData getCurveData(String curveKey)

getDataAsCalibrationDataProintStream

public Stream<CalibrationSpecProvider> getDataAsCalibrationDataProintStream(CalibrationParser parser)

Returns a Stream of CalibrationSpecs, curveData provided as calibration data points, will be converted to calibration specs Currently only Swap-Rates are used.

Parameters:

parser - Object implementing a CalibrationParser.

Returns:

Stream of calibration spec providers.

getDate

public LocalDateTime getDate()