Package net.finmath.smartcontract.valuation.oracle
package net.finmath.smartcontract.valuation.oracle
Interface defining valuation oracles.
Classes implementing test oracles.
- Author:
- Christian Fries
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Interface SummaryInterfaceDescriptionInterface for Oracles providing a valuation random variables at a given time.Interface for Oracles providing a valuation at a given time.
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Class SummaryClassDescriptionThe margin agreement of a smart derivative contract.A valuation oracle constructed from a simulation providing a stochastic valuation oracle by extracting a given sample path.