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 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.