Module net.finmath.smartderivativecontract

Package net.finmath.smartcontract.simulation.scenariogeneration

package net.finmath.smartcontract.simulation.scenariogeneration

Classes providing interest rate curve scenarios.

Author:

Peter Kohl-Landgraf, Luca Del Re, Christian Fries

Class Summary

Class	Description
IRMarketDataParser	Scenario Generator generates IRScenarios from a given json file
IRMarketDataSet	IR Market Data Scenario Class holds a SecnarioDate an a Map containing CurveData
MarketDataItem