Module net.finmath.smartderivativecontract

Package net.finmath.smartcontract.simulation.scenariogeneration

Class IRMarketDataParser

java.lang.Object

net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataParser

public class IRMarketDataParser
extends Object

Scenario Generator generates IRScenarios from a given json file

Author:

Peter Kohl-Landgraf, Christian Fries

Constructor Summary

Constructors

Constructor	Description
IRMarketDataParser()

Method Summary

Modifier and Type	Method	Description
static List<IRMarketDataSet>	getScenariosFromCSVFile(String fileName)	Static method which parses a csv file - using jackson csv mapper - and converts it to a list of market data scenarios
static List<IRMarketDataSet>	getScenariosFromJsonFile(String fileName)	Static method which parses a json file from its file name and converts it to a list of market data scenarios
static List<IRMarketDataSet>	getScenariosFromJsonString(String jsonString)	Static method which parses a json file from its string content and converts it to a list of market data scenarios

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

IRMarketDataParser

public IRMarketDataParser()

Method Details

getScenariosFromCSVFile

public static List<IRMarketDataSet> getScenariosFromCSVFile(String fileName)
                                                     throws IOException

Static method which parses a csv file - using jackson csv mapper - and converts it to a list of market data scenarios

Parameters:

fileName - Name of the input file.

Returns:

List of IRMarketDataScenario

Throws:

IOException - Thrown if market data file is not found.

getScenariosFromJsonFile

public static final List<IRMarketDataSet> getScenariosFromJsonFile(String fileName)
                                                            throws IOException

Static method which parses a json file from its file name and converts it to a list of market data scenarios

Parameters:

fileName - Name of the input file.

Returns:

List of IRMarketDataScenario

Throws:

IOException - File not found

UnsupportedEncodingException - UnsupportedEncodingException

getScenariosFromJsonString

public static final List<IRMarketDataSet> getScenariosFromJsonString(String jsonString)
                                                              throws UnsupportedEncodingException,
IOException

Static method which parses a json file from its string content and converts it to a list of market data scenarios

Parameters:

jsonString - Content of the json.

Returns:

List of IRMarketDataScenario

Throws:

IOException - File not found

UnsupportedEncodingException - UnsupportedEncodingException