scenario

Type Members

1. case class CompositeQuotes(quotes: Quotes*) extends Quotes with Product with Serializable

   

2. case class CompositeScenario(scenarios: Scenario*) extends Scenario with Product with Serializable

   

3. final case class CreditDefaultEvent(creditReference: CreditReference) extends MarketObservable[Time] with Product with Serializable

   

   Gives the time of default of some virtufin.finance.product.CreditReference

4. trait DiscountCurve extends AnyRef

   

5. trait DiscountReference extends MarketObservable[DiscountCurve]

   

6. trait DiscountReferenceMapper[A <: Asset] extends AnyRef

   

7. final case class Fixing[V](time: Time, marketObservable: MarketObservable[V]) extends Event with Product with Serializable

   

8. type ForeignExchangeRate = Price[Currency]

   

9. final case class ForeignExchangeRateQuotes(referenceCurrency: Currency, quotes: (Currency, Double)*) extends Quotes with Product with Serializable

   

   Handles the calculation of virtufin.finance.scenario.ForeignExchangeRate crosses.

   Handles the calculation of virtufin.finance.scenario.ForeignExchangeRate crosses.

   referenceCurrency

   currency in which the virtufin.finance.scenario.Price of all the other currencies are quoted (i.e. the counter/quote currency)

   quotes

   pairs of a virtufin.finance.product.Currency (i.e. the base currency) and it's virtufin.finance.scenario.Price quoted in the reference currency.

10. type Index = Fixing[Double]

    

11. trait MarketObservable[V] extends Identifier[V]

    

12. case class MarketObservablesScenario[X](marketObservables: Array[MarketObservable[X]], times: Array[Time], values: Array[Array[X]]) extends Scenario with Product with Serializable

    

    A virtufin.finance.scenario.Scenario which is backed by an array

13. final case class Price[+A <: Asset](asset: A, currency: Currency) extends MarketObservable[Double] with Product with Serializable

    

14. final case class Quote[V](marketObservable: MarketObservable[V], value: V) extends Product with Serializable

    

15. trait Quotes extends AnyRef

    

16. class QuotesBuilder extends AnyRef

    

17. trait Scenario extends Seq[QuotesEvent]

    

18. class ScenarioBuilder extends AnyRef

    

19. trait ScenarioEvent extends Scenario with Event

    

    A virtufin.finance.scenario.Scenario with a specific spot date.

    A virtufin.finance.scenario.Scenario with a specific spot date. No virtufin.finance.scenario.Fixings and virtufin.finance.simulation.QuotesEvents are defined for times after the spot date.

20. trait YieldCurve extends AnyRef