Index (finmath-smart-derivative-contract 1.0.0 API)

A B C D E F G H I M N P S T U V _
All Classes|All Packages|Constant Field Values

A

ApiUtil - Class in net.finmath.smartcontract.api
ApiUtil() - Constructor for class net.finmath.smartcontract.api.ApiUtil
Application - Class in net.finmath.smartcontract.service: Spring boot entry point.
Application() - Constructor for class net.finmath.smartcontract.service.Application
ApplicationProperties - Class in net.finmath.smartcontract.service.utils: Implements list of sdcUsers from application.yml
ApplicationProperties() - Constructor for class net.finmath.smartcontract.service.utils.ApplicationProperties

B

BasicAuthWebSecurityConfiguration - Class in net.finmath.smartcontract.service.config
BasicAuthWebSecurityConfiguration() - Constructor for class net.finmath.smartcontract.service.config.BasicAuthWebSecurityConfiguration

C

calibrateModel(Stream<CalibrationSpecProvider>, CalibrationContext) - Method in class net.finmath.smartcontract.simulation.curvecalibration.Calibrator
CalibrationContext - Interface in net.finmath.smartcontract.simulation.curvecalibration: Interface for classes providing a calibration context in terms of a reference date and calibration info.
CalibrationContextImpl - Class in net.finmath.smartcontract.simulation.curvecalibration: A calibration context in terms of a reference date and calibration info.
CalibrationContextImpl(LocalDate, double) - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.CalibrationContextImpl
CalibrationDatapoint - Class in net.finmath.smartcontract.simulation.curvecalibration: Contains a single data point used for the calibration of a financial model.
CalibrationDatapoint(String, String, String, double) - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.CalibrationDatapoint
CalibrationParser - Interface in net.finmath.smartcontract.simulation.curvecalibration: Interface for parsers generating CalibrationSpecProvider from CalibrationDatapoint.
CalibrationParserDataPoints - Class in net.finmath.smartcontract.simulation.curvecalibration: Parses calibration data points and converts it to calibration specs
CalibrationParserDataPoints() - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.CalibrationParserDataPoints
CalibrationResult - Class in net.finmath.smartcontract.simulation.curvecalibration: Contains the result of a calibration adding additional statistics to the calibrated model.
CalibrationResult(CalibratedCurves, CalibratedCurves.CalibrationSpec...) - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.CalibrationResult
CalibrationSpecProvider - Interface in net.finmath.smartcontract.simulation.curvecalibration: Provides a way to get a CalibrationSpec for finmath calibration.
CalibrationSpecProviderDeposit - Class in net.finmath.smartcontract.simulation.curvecalibration: A calibration spec provider for deposits.
CalibrationSpecProviderDeposit(String, String, double) - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProviderDeposit
CalibrationSpecProviderFRA - Class in net.finmath.smartcontract.simulation.curvecalibration: A calibration spec provider for fras.
CalibrationSpecProviderFRA(String, String, double) - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProviderFRA
CalibrationSpecProviderOis - Class in net.finmath.smartcontract.simulation.curvecalibration: A calibration spec provider for OIS swaps.
CalibrationSpecProviderOis(String, String, double) - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProviderOis
CalibrationSpecProviderSwap - Class in net.finmath.smartcontract.simulation.curvecalibration: A calibration spec provider for swaps.
CalibrationSpecProviderSwap(String, String, String, double) - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProviderSwap
Calibrator - Class in net.finmath.smartcontract.simulation.curvecalibration: An object calibrating models from a stream of calibration spec providers
Calibrator() - Constructor for class net.finmath.smartcontract.simulation.curvecalibration.Calibrator
code(Integer) - Method in class net.finmath.smartcontract.model.Error
currency(String) - Method in class net.finmath.smartcontract.model.MarginResult
currency(String) - Method in class net.finmath.smartcontract.model.ValueResult

D

DISCOUNT_EUR_OIS - Static variable in class net.finmath.smartcontract.simulation.curvecalibration.Calibrator

E

equals(Object) - Method in class net.finmath.smartcontract.model.Error
equals(Object) - Method in class net.finmath.smartcontract.model.MarginRequest
equals(Object) - Method in class net.finmath.smartcontract.model.MarginResult
equals(Object) - Method in class net.finmath.smartcontract.model.ValueRequest
equals(Object) - Method in class net.finmath.smartcontract.model.ValueResult
Error - Class in net.finmath.smartcontract.model: Error
Error() - Constructor for class net.finmath.smartcontract.model.Error

F

filterChain(HttpSecurity) - Method in class net.finmath.smartcontract.service.config.BasicAuthWebSecurityConfiguration

G

getAccuracy() - Method in interface net.finmath.smartcontract.simulation.curvecalibration.CalibrationContext
getAccuracy() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationContextImpl
getAddress() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor.Party
getAmount(LocalDateTime, LocalDateTime) - Method in class net.finmath.smartcontract.oracle.interestrates.ValuationOraclePlainSwap
getAmount(LocalDateTime, LocalDateTime) - Method in interface net.finmath.smartcontract.oracle.ValuationOracle: Provides the value of the Oracle at a given evaluation time.
getAmount(LocalDateTime, LocalDateTime) - Method in class net.finmath.smartcontract.oracle.ValuationOracleSamplePath
getCalibratedModel() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationResult
getCalibrationSpec(CalibrationContext) - Method in interface net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProvider
getCalibrationSpec(CalibrationContext) - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProviderDeposit
getCalibrationSpec(CalibrationContext) - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProviderFRA
getCalibrationSpec(CalibrationContext) - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProviderOis
getCalibrationSpec(CalibrationContext) - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationSpecProviderSwap
getClonedScaled(double) - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationDatapoint
getCode() - Method in class net.finmath.smartcontract.model.Error: Get code
getCounterparties() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor
getCurrency() - Method in class net.finmath.smartcontract.model.MarginResult: Get currency
getCurrency() - Method in class net.finmath.smartcontract.model.ValueResult: Get currency
getCurveKey() - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
getCurveName() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationDatapoint
getDataAsCalibrationDataPointStream(CalibrationParser) - Method in class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataSet: Returns a Stream of CalibrationSpecs, curveData provided as calibration data points, will be converted to calibration specs Currently Swap-Rates, FRAS and Deposit Specs are are used.
getDataPoints() - Method in class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataSet
getDate() - Method in class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataSet
getFreshness() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationResult
getHref() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor.Party
getId() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor.Party
getMargin(LocalDateTime, LocalDateTime) - Method in class net.finmath.smartcontract.oracle.SmartDerivativeContractSettlementOracle: Get the margin of the contract based on the valuation oracles.
getMarginAccount(String) - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor
getMarketData() - Method in class net.finmath.smartcontract.model.ValueRequest: Get marketData
getMarketDataEnd() - Method in class net.finmath.smartcontract.model.MarginRequest: Get marketDataEnd
getMarketDataStart() - Method in class net.finmath.smartcontract.model.MarginRequest: Get marketDataStart
getMaturity() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationDatapoint
getMaturityKey() - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
getMessage() - Method in class net.finmath.smartcontract.model.Error: Get message
getName() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor.Party
getPassword() - Method in class net.finmath.smartcontract.service.utils.SDCUser
getPenaltyFee(String) - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor: Get the penalty fee for the party.
getProductKey() - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
getProductName() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationDatapoint
getQuote() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationDatapoint
getReferenceDate() - Method in interface net.finmath.smartcontract.simulation.curvecalibration.CalibrationContext
getReferenceDate() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationContextImpl
getRequest() - Method in interface net.finmath.smartcontract.api.InfoApi
getRequest() - Method in interface net.finmath.smartcontract.api.ValuationApi
getRole() - Method in class net.finmath.smartcontract.service.utils.SDCUser
getScaled(double) - Method in class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataSet
getScenarioDate() - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
getScenariosFromCSVFile(String) - Static method in class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataParser: Static method which parses a csv file - using jackson csv mapper - and converts it to a list of market data scenarios
getScenariosFromJsonFile(String) - Static method in class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataParser: Static method which parses a json file from its file name and converts it to a list of market data scenarios
getScenariosFromJsonString(String) - Static method in class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataParser: Static method which parses a json file from its string content and converts it to a list of market data scenarios
getSumOfSquaredErrors() - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationResult
getTradeData() - Method in class net.finmath.smartcontract.model.MarginRequest: Get tradeData
getTradeData() - Method in class net.finmath.smartcontract.model.ValueRequest: Get tradeData
getTradeDate() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor
getUnderlying() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor: Get the FPML XML node describing the underlying.
getUnderlyingReceiverPartyID() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor: A positive value of the underlying represents a claim for the partyID returned by this method and a liability of the other party.
getUsername() - Method in class net.finmath.smartcontract.service.utils.SDCUser
getUsers() - Method in class net.finmath.smartcontract.service.utils.ApplicationProperties
getValuationDate() - Method in class net.finmath.smartcontract.model.MarginRequest: Get valuationDate
getValuationDate() - Method in class net.finmath.smartcontract.model.MarginResult: Get valuationDate
getValuationDate() - Method in class net.finmath.smartcontract.model.ValueRequest: Get valuationDate
getValuationDate() - Method in class net.finmath.smartcontract.model.ValueResult: Get valuationDate
getValue() - Method in class net.finmath.smartcontract.model.MarginResult: Get value
getValue() - Method in class net.finmath.smartcontract.model.ValueResult: Get value
getValue() - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
getValue(String, String) - Method in class net.finmath.smartcontract.valuation.MarginCalculator
getValue(String, String, String) - Method in class net.finmath.smartcontract.valuation.MarginCalculator: Calculates the margin between t_2 and t_1.
getValue(LocalDateTime, LocalDateTime) - Method in class net.finmath.smartcontract.oracle.interestrates.ValuationOraclePlainSwap
getValue(LocalDateTime, LocalDateTime) - Method in interface net.finmath.smartcontract.oracle.StochasticValuationOracle: Provides that value of the Oracle at a given evaluation time.
getValue(LocalDateTime, LocalDateTime) - Method in interface net.finmath.smartcontract.oracle.ValuationOracle: Provides the value of the Oracle at a given evaluation time using market data from a given time.
getValue(LocalDateTime, LocalDateTime) - Method in class net.finmath.smartcontract.oracle.ValuationOracleSamplePath

H

hashCode() - Method in class net.finmath.smartcontract.model.Error
hashCode() - Method in class net.finmath.smartcontract.model.MarginRequest
hashCode() - Method in class net.finmath.smartcontract.model.MarginResult
hashCode() - Method in class net.finmath.smartcontract.model.ValueRequest
hashCode() - Method in class net.finmath.smartcontract.model.ValueResult

I

InfoApi - Interface in net.finmath.smartcontract.api
InfoController - Class in net.finmath.smartcontract.service: Controller for the settlement valuation REST service.
InfoController() - Constructor for class net.finmath.smartcontract.service.InfoController
infoFinmath() - Method in interface net.finmath.smartcontract.api.InfoApi
infoFinmath() - Method in class net.finmath.smartcontract.service.InfoController
infoGit() - Method in interface net.finmath.smartcontract.api.InfoApi
infoGit() - Method in class net.finmath.smartcontract.service.InfoController
IRMarketDataParser - Class in net.finmath.smartcontract.simulation.scenariogeneration: Scenario Generator generates IRScenarios from a given json file
IRMarketDataParser() - Constructor for class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataParser
IRMarketDataSet - Class in net.finmath.smartcontract.simulation.scenariogeneration: IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
IRMarketDataSet(Set<CalibrationDatapoint>, LocalDateTime) - Constructor for class net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataSet

M

main(String[]) - Static method in class net.finmath.smartcontract.client.ValuationClient
main(String[]) - Static method in class net.finmath.smartcontract.demo.VisualiserSDC: Run the demo.
main(String[]) - Static method in class net.finmath.smartcontract.service.Application: Application entry point.
margin(MarginRequest) - Method in interface net.finmath.smartcontract.api.ValuationApi
margin(MarginRequest) - Method in class net.finmath.smartcontract.service.ValuationController: Request mapping for the settlementvaluationForProductAsFPML
MarginCalculator - Class in net.finmath.smartcontract.valuation: Calculation of the settlement using Smart Derivative Contract with an Swap contained in a FPML, using a valuation oracle with historic market data.
MarginCalculator() - Constructor for class net.finmath.smartcontract.valuation.MarginCalculator
MarginCalculator(DoubleUnaryOperator) - Constructor for class net.finmath.smartcontract.valuation.MarginCalculator
MarginRequest - Class in net.finmath.smartcontract.model: MarginRequest
MarginRequest() - Constructor for class net.finmath.smartcontract.model.MarginRequest
MarginResult - Class in net.finmath.smartcontract.model: MarginResult
MarginResult() - Constructor for class net.finmath.smartcontract.model.MarginResult
marketData(String) - Method in class net.finmath.smartcontract.model.ValueRequest
marketDataEnd(String) - Method in class net.finmath.smartcontract.model.MarginRequest
MarketDataItem - Class in net.finmath.smartcontract.simulation.scenariogeneration
MarketDataItem() - Constructor for class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
MarketDataItem(String, String, String, String, Double) - Constructor for class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
marketDataStart(String) - Method in class net.finmath.smartcontract.model.MarginRequest
message(String) - Method in class net.finmath.smartcontract.model.Error

N

net.finmath.smartcontract.api - package net.finmath.smartcontract.api
net.finmath.smartcontract.client - package net.finmath.smartcontract.client: Clients to test the valuation oracle.
net.finmath.smartcontract.demo - package net.finmath.smartcontract.demo: Package for Demo and Visualisation
net.finmath.smartcontract.model - package net.finmath.smartcontract.model
net.finmath.smartcontract.oracle - package net.finmath.smartcontract.oracle: Interface defining valuation oracles.
net.finmath.smartcontract.oracle.interestrates - package net.finmath.smartcontract.oracle.interestrates
net.finmath.smartcontract.product - package net.finmath.smartcontract.product
net.finmath.smartcontract.product.xml - package net.finmath.smartcontract.product.xml
net.finmath.smartcontract.service - package net.finmath.smartcontract.service: ReST Service providing a Valuation Oracle
net.finmath.smartcontract.service.config - package net.finmath.smartcontract.service.config
net.finmath.smartcontract.service.utils - package net.finmath.smartcontract.service.utils
net.finmath.smartcontract.simulation.curvecalibration - package net.finmath.smartcontract.simulation.curvecalibration: Providing curve calibrations.
net.finmath.smartcontract.simulation.scenariogeneration - package net.finmath.smartcontract.simulation.scenariogeneration: Classes providing interest rate curve scenarios.
net.finmath.smartcontract.valuation - package net.finmath.smartcontract.valuation
net.finmath.smartderivativecontract - module net.finmath.smartderivativecontract

P

parse(String) - Static method in class net.finmath.smartcontract.product.xml.SDCXMLParser
parse(Stream<CalibrationDatapoint>) - Method in interface net.finmath.smartcontract.simulation.curvecalibration.CalibrationParser
parse(Stream<CalibrationDatapoint>) - Method in class net.finmath.smartcontract.simulation.curvecalibration.CalibrationParserDataPoints
Party(String, String, String, String) - Constructor for class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor.Party

S

SDCUser - Class in net.finmath.smartcontract.service.utils: Represents sdcUser from application.yml
SDCUser() - Constructor for class net.finmath.smartcontract.service.utils.SDCUser
SDCXMLParser - Class in net.finmath.smartcontract.product.xml: A lean XML parser for the SDC XML format.
setCode(Integer) - Method in class net.finmath.smartcontract.model.Error
setCurrency(String) - Method in class net.finmath.smartcontract.model.MarginResult
setCurrency(String) - Method in class net.finmath.smartcontract.model.ValueResult
setCurveKey(String) - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
setExampleResponse(NativeWebRequest, String, String) - Static method in class net.finmath.smartcontract.api.ApiUtil
setMarketData(String) - Method in class net.finmath.smartcontract.model.ValueRequest
setMarketDataEnd(String) - Method in class net.finmath.smartcontract.model.MarginRequest
setMarketDataStart(String) - Method in class net.finmath.smartcontract.model.MarginRequest
setMaturityKey(String) - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
setMessage(String) - Method in class net.finmath.smartcontract.model.Error
setPassword(String) - Method in class net.finmath.smartcontract.service.utils.SDCUser
setProductKey(String) - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
setRole(String) - Method in class net.finmath.smartcontract.service.utils.SDCUser
setScenarioDate(String) - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
setTradeData(String) - Method in class net.finmath.smartcontract.model.MarginRequest
setTradeData(String) - Method in class net.finmath.smartcontract.model.ValueRequest
setUsername(String) - Method in class net.finmath.smartcontract.service.utils.SDCUser
setUsers(List<SDCUser>) - Method in class net.finmath.smartcontract.service.utils.ApplicationProperties
setValuationDate(String) - Method in class net.finmath.smartcontract.model.MarginRequest
setValuationDate(String) - Method in class net.finmath.smartcontract.model.MarginResult
setValuationDate(String) - Method in class net.finmath.smartcontract.model.ValueRequest
setValuationDate(String) - Method in class net.finmath.smartcontract.model.ValueResult
setValue(Double) - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
setValue(BigDecimal) - Method in class net.finmath.smartcontract.model.MarginResult
setValue(BigDecimal) - Method in class net.finmath.smartcontract.model.ValueResult
SmartDerivativeContractDescriptor - Class in net.finmath.smartcontract.product: Descriptor for a smart derivative contract.
SmartDerivativeContractDescriptor(LocalDateTime, List<SmartDerivativeContractDescriptor.Party>, Map<String, Double>, Map<String, Double>, String, Node) - Constructor for class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor
SmartDerivativeContractDescriptor.Party - Class in net.finmath.smartcontract.product: Descriptor for a smart derivative contract counterparty.
SmartDerivativeContractSettlementOracle - Class in net.finmath.smartcontract.oracle: The margin agreement of a smart derivative contract.
SmartDerivativeContractSettlementOracle(ValuationOracle) - Constructor for class net.finmath.smartcontract.oracle.SmartDerivativeContractSettlementOracle
start() - Method in class net.finmath.smartcontract.demo.VisualiserSDC
StochasticValuationOracle - Interface in net.finmath.smartcontract.oracle: Interface for Oracles providing a valuation random variables at a given time.

T

test() - Method in class net.finmath.smartcontract.service.ValuationController: Request mapping for test
testProductValue(MultipartFile) - Method in interface net.finmath.smartcontract.api.ValuationApi
testProductValue(MultipartFile) - Method in class net.finmath.smartcontract.service.ValuationController
toCalibrationDataPoint() - Method in class net.finmath.smartcontract.simulation.scenariogeneration.MarketDataItem
toString() - Method in class net.finmath.smartcontract.model.Error
toString() - Method in class net.finmath.smartcontract.model.MarginRequest
toString() - Method in class net.finmath.smartcontract.model.MarginResult
toString() - Method in class net.finmath.smartcontract.model.ValueRequest
toString() - Method in class net.finmath.smartcontract.model.ValueResult
toString() - Method in class net.finmath.smartcontract.product.SmartDerivativeContractDescriptor.Party
tradeData(String) - Method in class net.finmath.smartcontract.model.MarginRequest
tradeData(String) - Method in class net.finmath.smartcontract.model.ValueRequest

U

userDetailsService(ApplicationProperties) - Method in class net.finmath.smartcontract.service.config.BasicAuthWebSecurityConfiguration

V

ValuationApi - Interface in net.finmath.smartcontract.api
ValuationClient - Class in net.finmath.smartcontract.client: Spring-boot application to demonstrate the ReST service for the valuation oracle, the market data and trade files are taken from the resource folder.
ValuationClient() - Constructor for class net.finmath.smartcontract.client.ValuationClient
ValuationController - Class in net.finmath.smartcontract.service: Controller for the settlement valuation REST service.
ValuationController() - Constructor for class net.finmath.smartcontract.service.ValuationController
valuationDate(String) - Method in class net.finmath.smartcontract.model.MarginRequest
valuationDate(String) - Method in class net.finmath.smartcontract.model.MarginResult
valuationDate(String) - Method in class net.finmath.smartcontract.model.ValueRequest
valuationDate(String) - Method in class net.finmath.smartcontract.model.ValueResult
ValuationOracle - Interface in net.finmath.smartcontract.oracle: Interface for Oracles providing a valuation at a given time.
ValuationOraclePlainSwap - Class in net.finmath.smartcontract.oracle.interestrates: An oracle for swap valuation which generates values using externally provided historical market data scenarios.
ValuationOraclePlainSwap(Swap, double, List<IRMarketDataSet>) - Constructor for class net.finmath.smartcontract.oracle.interestrates.ValuationOraclePlainSwap: Oracle will be instantiated based on a Swap product an market data scenario list
ValuationOraclePlainSwap(Swap, double, List<IRMarketDataSet>, DoubleUnaryOperator) - Constructor for class net.finmath.smartcontract.oracle.interestrates.ValuationOraclePlainSwap: Oracle will be instantiated based on a Swap product an market data scenario list
ValuationOracleSamplePath - Class in net.finmath.smartcontract.oracle: A valuation oracle constructed from a simulation providing a stochastic valuation oracle by extracting a given sample path.
ValuationOracleSamplePath(StochasticValuationOracle, int) - Constructor for class net.finmath.smartcontract.oracle.ValuationOracleSamplePath: Create a valuation oracle from a simulation providing a stochastic valuation oracle by extracting a given sample path.
value(BigDecimal) - Method in class net.finmath.smartcontract.model.MarginResult
value(BigDecimal) - Method in class net.finmath.smartcontract.model.ValueResult
value(ValueRequest) - Method in interface net.finmath.smartcontract.api.ValuationApi
value(ValueRequest) - Method in class net.finmath.smartcontract.service.ValuationController: Request mapping for the settlementvaluationForProductAsFPMLOneCurve
ValueRequest - Class in net.finmath.smartcontract.model: ValueRequest
ValueRequest() - Constructor for class net.finmath.smartcontract.model.ValueRequest
ValueResult - Class in net.finmath.smartcontract.model: ValueResult
ValueResult() - Constructor for class net.finmath.smartcontract.model.ValueResult
VisualiserSDC - Class in net.finmath.smartcontract.demo: Visualization of the settlement using Smart Derivative Contract with a 10Y swap, using a valuation oracle with historic market data.
VisualiserSDC() - Constructor for class net.finmath.smartcontract.demo.VisualiserSDC

_

_infoFinmath() - Method in interface net.finmath.smartcontract.api.InfoApi: GET /info/finmath : Request info on finmath-lib version and tags
_infoGit() - Method in interface net.finmath.smartcontract.api.InfoApi: GET /info/git : Request info on Git version and tags
_margin(MarginRequest) - Method in interface net.finmath.smartcontract.api.ValuationApi: POST /valuation/margin : Request mapping for the margin
_testProductValue(MultipartFile) - Method in interface net.finmath.smartcontract.api.ValuationApi: POST /valuation/test/product : Request mapping for the value of a product (using fixed market data)
_value(ValueRequest) - Method in interface net.finmath.smartcontract.api.ValuationApi: POST /valuation/value : Request mapping for the value

A B C D E F G H I M N P S T U V _
All Classes|All Packages|Constant Field Values