Package net.finmath.smartcontract.valuation.implementation

package net.finmath.smartcontract.valuation.implementation

Class Summary

Class	Description
FlowScheduleCalculator	Decomposes the underlying swap of a Smart Derivative Contract contained in a FMPL into individual periods and values them using historic market data.
MarginCalculator	Calculation of the settlement using Smart Derivative Contract with a Swap contained in a FPML, using a valuation oracle with historic market data.

Enum Class Summary

Enum Class	Description
FlowScheduleCalculator.LegType