Package net.finmath.smartcontract.valuation.oracle.simulated

package net.finmath.smartcontract.valuation.oracle.simulated

Author:

Christian Fries

Related Packages

Package	Description
net.finmath.smartcontract.valuation.oracle	Interface defining valuation oracles.
net.finmath.smartcontract.valuation.oracle.interestrates

Classes

Class	Description
BrownianMotionOracle	A dummy oracle which generates values using a geometric Brownian motion.
ContinouslyCompoundedBankAccountOracle	A dummy oracle which generates values as initalValue * Math.exp(r T).
GeometricBrownianMotionOracle	A dummy oracle which generates values using a geometric Brownian motion.