Uses of Class
net.finmath.smartcontract.simulation.scenariogeneration.IRMarketDataSet
Packages that use IRMarketDataSet
Package
Description
Classes providing interest rate curve scenarios.
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Uses of IRMarketDataSet in net.finmath.smartcontract.oracle.interestrates
Constructor parameters in net.finmath.smartcontract.oracle.interestrates with type arguments of type IRMarketDataSetModifierConstructorDescriptionValuationOraclePlainSwap(net.finmath.marketdata.products.Swap product, double notionalAmount, List<IRMarketDataSet> scenarioList)Oracle will be instantiated based on a Swap product an market data scenario listValuationOraclePlainSwap(net.finmath.marketdata.products.Swap product, double notionalAmount, List<IRMarketDataSet> scenarioList, DoubleUnaryOperator rounding)Oracle will be instantiated based on a Swap product an market data scenario list -
Uses of IRMarketDataSet in net.finmath.smartcontract.simulation.scenariogeneration
Methods in net.finmath.smartcontract.simulation.scenariogeneration that return IRMarketDataSetMethods in net.finmath.smartcontract.simulation.scenariogeneration that return types with arguments of type IRMarketDataSetModifier and TypeMethodDescriptionstatic List<IRMarketDataSet>IRMarketDataParser.getScenariosFromCSVFile(String fileName)Static method which parses a csv file - using jackson csv mapper - and converts it to a list of market data scenariosstatic List<IRMarketDataSet>IRMarketDataParser.getScenariosFromJsonFile(String fileName)Static method which parses a json file from its file name and converts it to a list of market data scenariosstatic List<IRMarketDataSet>IRMarketDataParser.getScenariosFromJsonString(String jsonString)Static method which parses a json file from its string content and converts it to a list of market data scenarios