| Package | Description |
|---|---|
| net.finmath.smartcontract.oracle |
Interface defining valuation oracles.
|
| net.finmath.smartcontract.simulation.scenariogeneration |
Classes providing interest rate curve scenarios.
|
| Class and Description |
|---|
| IRMarketDataScenario
IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
|
| Class and 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
|
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