MultivariateBlackParameters

Value Members

1. final def !=(arg0: Any): Boolean

   

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2. final def ##(): Int

   

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3. final def ==(arg0: Any): Boolean

   

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4. final def asInstanceOf[T0]: T0

   

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5. def clone(): AnyRef

   

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6. final def eq(arg0: AnyRef): Boolean

   

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7. def equals(arg0: Any): Boolean

   

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8. def finalize(): Unit

   

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9. def fromContext(marketObservables: Seq[MarketObservable[Double]], context: ModelContext): Option[MultivariateBlackParameters]

   

   Fetches for some virtufin.finance.scenario.MarketObservables from a virtufin.finance.model.ModelContext the virtufin.finance.model.BlackParameters and for each pair of virtufin.finance.scenario.MarketObservables the virtufin.math.Correlation and builds from that a virtufin.finance.model.MultivariateBlackParameters

10. final def getClass(): Class[_]

    

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11. def hashCode(): Int

    

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12. final def isInstanceOf[T0]: Boolean

    

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13. def missingParameters(marketObservables: Seq[MarketObservable[Double]], context: ModelContext): Iterable[MarketObservable[Double]]

    
    returns

    virtufin.finance.scenario.MarketObservables for which the virtufin.finance.model.ModelContext does not contain a virtufin.finance.model.BlackParameters

14. final def ne(arg0: AnyRef): Boolean

    

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15. final def notify(): Unit

    

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16. final def notifyAll(): Unit

    

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17. final def synchronized[T0](arg0: ⇒ T0): T0

    

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18. implicit def toMultivariateBlackParameters(p: MultivariateBrownianMotionParameters): MultivariateBlackParameters

    

19. implicit def toMultivariateBrownianMotionParameters(p: MultivariateBlackParameters): MultivariateBrownianMotionParameters

    

20. def toString(): String

    

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21. final def wait(): Unit

    

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22. final def wait(arg0: Long, arg1: Int): Unit

    

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23. final def wait(arg0: Long): Unit

    

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