All Classes

Class	Description
ApiUtil
Application	Spring boot entry point.
ApplicationProperties	Implements list of sdcUsers from application.yml
BasicAuthWebSecurityConfiguration
CalibrationContext	Interface for classes providing a calibration context in terms of a reference date and calibration info.
CalibrationContextImpl	A calibration context in terms of a reference date and calibration info.
CalibrationDatapoint	Contains a single data point used for the calibration of a financial model.
CalibrationParser	Interface for parsers generating CalibrationSpecProvider from CalibrationDatapoint.
CalibrationParserDataPoints	Parses calibration data points and converts it to calibration specs
CalibrationResult	Contains the result of a calibration adding additional statistics to the calibrated model.
CalibrationSpecProvider	Provides a way to get a CalibrationSpec for finmath calibration.
CalibrationSpecProviderDeposit	A calibration spec provider for deposits.
CalibrationSpecProviderFRA	A calibration spec provider for fras.
CalibrationSpecProviderOis	A calibration spec provider for OIS swaps.
CalibrationSpecProviderSwap	A calibration spec provider for swaps.
Calibrator	An object calibrating models from a stream of calibration spec providers
Error	Error
InfoApi
InfoController	Controller for the settlement valuation REST service.
IRMarketDataParser	Scenario Generator generates IRScenarios from a given json file
IRMarketDataSet	IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
MarginCalculator	Calculation of the settlement using Smart Derivative Contract with an Swap contained in a FPML, using a valuation oracle with historic market data.
MarginRequest	MarginRequest
MarginResult	MarginResult
MarketDataItem
SDCUser	Represents sdcUser from application.yml
SDCXMLParser	A lean XML parser for the SDC XML format.
SmartDerivativeContractDescriptor	Descriptor for a smart derivative contract.
SmartDerivativeContractDescriptor.Party	Descriptor for a smart derivative contract counterparty.
SmartDerivativeContractSettlementOracle	The margin agreement of a smart derivative contract.
StochasticValuationOracle	Interface for Oracles providing a valuation random variables at a given time.
ValuationApi
ValuationClient	Spring-boot application to demonstrate the ReST service for the valuation oracle, the market data and trade files are taken from the resource folder.
ValuationController	Controller for the settlement valuation REST service.
ValuationOracle	Interface for Oracles providing a valuation at a given time.
ValuationOraclePlainSwap	An oracle for swap valuation which generates values using externally provided historical market data scenarios.
ValuationOracleSamplePath	A valuation oracle constructed from a simulation providing a stochastic valuation oracle by extracting a given sample path.
ValueRequest	ValueRequest
ValueResult	ValueResult
VisualiserSDC	Visualization of the settlement using Smart Derivative Contract with a 10Y swap, using a valuation oracle with historic market data.