net.finmath.smartcontract.simulation.scenariogeneration

Class IRScenarioGenerator

java.lang.Object

net.finmath.smartcontract.simulation.scenariogeneration.IRScenarioGenerator

public class IRScenarioGenerator
extends Object

Scenario Generator generates IRScenarios from a given json file

Author:

Peter Kohl-Landgraf

Constructor Summary

Constructors

Constructor and Description
IRScenarioGenerator()

Method Summary

Modifier and Type	Method and Description
static List<IRMarketDataScenario>	getScenariosFromJsonFile(String fileName, DateTimeFormatter dateFormatter) Static method which parses a json file and converts it to a list of market data scenarios

Methods inherited from class java.lang.Object

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

Constructor Detail

IRScenarioGenerator

public IRScenarioGenerator()

Method Detail

getScenariosFromJsonFile

public static final List<IRMarketDataScenario> getScenariosFromJsonFile(String fileName,
                                                                        DateTimeFormatter dateFormatter)
                                                                 throws UnsupportedEncodingException,
                                                                        IOException

Static method which parses a json file and converts it to a list of market data scenarios

Parameters:

fileName - Name of the input file.

dateFormatter - Date formatter to be used.

Returns:

List of IRMarketDataScenario

Throws:

IOException

UnsupportedEncodingException