Package net.finmath.smartcontract.valuation.oracle

Interface StochasticValuationOracle

All Known Implementing Classes:
BrownianMotionOracle, ContinouslyCompoundedBankAccountOracle, GeometricBrownianMotionOracle
public interface StochasticValuationOracle
Interface for Oracles providing a valuation random variables at a given time. This type of oracle can be used in simulations. The return value is a random variable (sample vector).
Author:
Christian Fries

  • Method Summary

    Modifier and Type
    Method
    Description
    net.finmath.stochastic.RandomVariable
    getValue​(LocalDateTime evaluationTime, LocalDateTime marketDataTime)
    Provides that value of the Oracle at a given evaluation time.

  • Method Details

    • getValue

      net.finmath.stochastic.RandomVariable getValue​(LocalDateTime evaluationTime, LocalDateTime marketDataTime)
      Provides that value of the Oracle at a given evaluation time.
      Parameters:
      evaluationTime - The evaluation time.
      marketDataTime - The market data time.
      Returns:
      The value.