Uses of Interface
net.finmath.smartcontract.valuation.oracle.StochasticValuationOracle
Package
Description
Interface defining valuation oracles.
-
Uses of StochasticValuationOracle in net.finmath.smartcontract.valuation.oracle
ModifierConstructorDescriptionValuationOracleSamplePath
(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
Modifier and TypeClassDescriptionclass
A dummy oracle which generates values using a geometric Brownian motion.class
A dummy oracle which generates values as initalValue * Math.exp(r T).class
A dummy oracle which generates values using a geometric Brownian motion.