| Package | Description |
|---|---|
| net.finmath.smartcontract.oracle |
Interface defining valuation oracles.
|
| net.finmath.smartcontract.simulation.scenariogeneration |
Classes providing interest rate curve scenarios.
|
| Constructor and Description |
|---|
ValuationOraclePlainSwapHistoricScenarios(Swap product,
double notionalAmount,
List<IRMarketDataScenario> scenarioList)
Oracle will be instantiated based on a Swap product an market data scenario list
|
| Modifier and Type | Method and Description |
|---|---|
static List<IRMarketDataScenario> |
IRScenarioGenerator.getScenariosFromJsonFile(String fileName,
DateTimeFormatter dateFormatter)
Static method which parses a json file and converts it to a list of market data scenarios
|
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