Package net.finmath.smartcontract.simulation.scenariogeneration

Classes providing interest rate curve scenarios.

See: Description

Class Summary

Class	Description
IRCurveData	A IRCurveData Class holds a Set of CalibrationDataPoints and its own curve key
IRMarketDataScenario	IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
IRScenarioGenerator	Scenario Generator generates IRScenarios from a given json file

Package net.finmath.smartcontract.simulation.scenariogeneration Description

Classes providing interest rate curve scenarios.

Author:

Peter Kohl-Landgraf, Luca Del Re, Christian Fries