Uses of Interface
net.finmath.smartcontract.valuation.oracle.StochasticValuationOracle
Packages that use StochasticValuationOracle
Package
Description
Interface defining valuation oracles.
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Uses of StochasticValuationOracle in net.finmath.smartcontract.valuation.oracle
Constructors in net.finmath.smartcontract.valuation.oracle with parameters of type StochasticValuationOracleModifierConstructorDescriptionValuationOracleSamplePath(StochasticValuationOracle stochasticValuationOracle, int path) Create a valuation oracle from a simulation providing a stochastic valuation oracle by extracting a given sample path. -
Uses of StochasticValuationOracle in net.finmath.smartcontract.valuation.oracle.simulated
Classes in net.finmath.smartcontract.valuation.oracle.simulated that implement StochasticValuationOracleModifier and TypeClassDescriptionclassA dummy oracle which generates values using a geometric Brownian motion.classA dummy oracle which generates values as initalValue * Math.exp(r T).classA dummy oracle which generates values using a geometric Brownian motion.