Package net.finmath.smartcontract.valuation.oracle

Interface ValuationOracle

All Known Implementing Classes:

ValuationOraclePlainSwap, ValuationOracleSamplePath

public interface ValuationOracle

Interface for Oracles providing a valuation at a given time.

Author:

Christian Fries

Method Summary

Modifier and Type	Method	Description
javax.money.MonetaryAmount	getAmount(LocalDateTime evaluationTime, LocalDateTime marketDataTime)	Provides the value of the Oracle at a given evaluation time.
BigDecimal	getValue(LocalDateTime evaluationTime, LocalDateTime marketDataTime)	Provides the value of the Oracle at a given evaluation time using market data from a given time.
Map<String,BigDecimal>	getValues(LocalDateTime evaluationTime, LocalDateTime marketDataTime)

Method Details

getValue

BigDecimal getValue(LocalDateTime evaluationTime,
 LocalDateTime marketDataTime)

Provides the value of the Oracle at a given evaluation time using market data from a given time.

Note: The use of two different dates allows to model the accrual/discounting at a (market data given) accrual rate.

Parameters:

evaluationTime - The evaluation time.

marketDataTime - The market data time.

Returns:

The value.

getValues

Map<String,BigDecimal> getValues(LocalDateTime evaluationTime,
 LocalDateTime marketDataTime)

getAmount

javax.money.MonetaryAmount getAmount(LocalDateTime evaluationTime,
 LocalDateTime marketDataTime)

Provides the value of the Oracle at a given evaluation time.

Note: The use of two different dates allows to model the accrual/discounting at a (market data given) accrual rate.

Parameters:

evaluationTime - The evaluation time.

marketDataTime - The market data time.

Returns:

The amount.