Module net.finmath.smartderivativecontract

Package net.finmath.smartcontract.simulation.scenariogeneration

Class IRMarketDataSet

java.lang.Object

net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataSet

public class IRMarketDataSet
extends Object

IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData

Author:

Peter Kohl-Landgraf

Constructor Summary

Constructors

Constructor	Description
IRMarketDataSet(Set<CalibrationDatapoint> curveDataPointSet, LocalDateTime scenarioDate)

Method Summary

Modifier and Type	Method	Description
Stream<CalibrationSpecProvider>	getDataAsCalibrationDataPointStream(CalibrationParser parser)	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.
Set<CalibrationDatapoint>	getDataPoints()
LocalDateTime	getDate()
IRMarketDataSet	getScaled(double scaleFactor)

Methods inherited from class java.lang.Object

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

Constructor Details

IRMarketDataSet

public IRMarketDataSet(Set<CalibrationDatapoint> curveDataPointSet,
 LocalDateTime scenarioDate)

Method Details

getScaled

public IRMarketDataSet getScaled(double scaleFactor)

getDataAsCalibrationDataPointStream

public Stream<CalibrationSpecProvider> getDataAsCalibrationDataPointStream(CalibrationParser parser)

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.

Parameters:

parser - Object implementing a CalibrationParser.

Returns:

Stream of calibration spec providers.

getDataPoints

public Set<CalibrationDatapoint> getDataPoints()

getDate

public LocalDateTime getDate()