Class/Object

virtufin.finance.simulation

PlainVanillaInterestRateSwap

Related Docs: object PlainVanillaInterestRateSwap | package simulation

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class PlainVanillaInterestRateSwap extends MultipleStatefulSimulatedFeatureInstances[FixingValues[Double]]

Linear Supertypes
MultipleStatefulSimulatedFeatureInstances[FixingValues[Double]], StatefulSimulatedFeature, AbstractCompositeSimulatedFeature, CompositeSimulatedFeature, SimulatedFeature, Feature, Simulatable, simulation.Simulatable, AnyRef, Any
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Inherited
  1. PlainVanillaInterestRateSwap
  2. MultipleStatefulSimulatedFeatureInstances
  3. StatefulSimulatedFeature
  4. AbstractCompositeSimulatedFeature
  5. CompositeSimulatedFeature
  6. SimulatedFeature
  7. Feature
  8. Simulatable
  9. Simulatable
  10. AnyRef
  11. Any
Implicitly
  1. by any2stringadd
  2. by StringFormat
  3. by Ensuring
  4. by ArrowAssoc
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new PlainVanillaInterestRateSwap(swap: product.PlainVanillaInterestRateSwap)(implicit portfolioHierarchyAgent: AgentIdentifier, timeout: Timeout)

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Type Members

  1. type AgentType = StatefulAgent[ValueType]

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    Definition Classes
    StatefulSimulatedFeature → SimulatedFeature

  2. type StateType = Quotes

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    Definition Classes
    Simulatable

  3. type TimeType = Day

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    Definition Classes
    Simulatable

  4. type ValueType = FixingValues[Double]

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    Definition Classes
    MultipleStatefulSimulatedFeatureInstances → StatefulSimulatedFeature

Value Members

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

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. def +(other: String): String

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to any2stringadd[PlainVanillaInterestRateSwap] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd

  4. def ->[B](y: B): (PlainVanillaInterestRateSwap, B)

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to ArrowAssoc[PlainVanillaInterestRateSwap] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc
    Annotations
    @inline()

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

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    Definition Classes
    AnyRef → Any

  6. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  7. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  8. def createAgent(triggerFactory: (AgentType) ⇒ Trigger, transactionsGeneratorFactory: (AgentType) ⇒ TransactionsGenerator, messageProcessorFactory: (AgentType) ⇒ MessageProcessor): AgentType

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    Definition Classes
    MultipleStatefulSimulatedFeatureInstances → CompositeSimulatedFeature

  9. final def createAgent(): AgentType

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    Definition Classes
    CompositeSimulatedFeature → Simulatable

  10. def createMessageProcessor(agent: AgentType): MessageProcessor

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    Definition Classes
    AbstractCompositeSimulatedFeature → SimulatedFeature

  11. def createState(agent: AgentType): FixingValues[Double]

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    Definition Classes
    PlainVanillaInterestRateSwap → StatefulSimulatedFeature

  12. def createTransactionsGenerator(agent: AgentType): TransactionsGenerator

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    Definition Classes
    AbstractCompositeSimulatedFeature → SimulatedFeature

  13. def createTrigger(agent: AgentType): Trigger

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    Definition Classes
    AbstractCompositeSimulatedFeature → SimulatedFeature

  14. def ensuring(cond: (PlainVanillaInterestRateSwap) ⇒ Boolean, msg: ⇒ Any): PlainVanillaInterestRateSwap

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  15. def ensuring(cond: (PlainVanillaInterestRateSwap) ⇒ Boolean): PlainVanillaInterestRateSwap

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  16. def ensuring(cond: Boolean, msg: ⇒ Any): PlainVanillaInterestRateSwap

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  17. def ensuring(cond: Boolean): PlainVanillaInterestRateSwap

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

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

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    Definition Classes
    AnyRef

  19. def equals(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  20. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  21. def formatted(fmtstr: String): String

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to StringFormat[PlainVanillaInterestRateSwap] performed by method StringFormat in scala.Predef.
    Definition Classes
    StringFormat
    Annotations
    @inline()

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

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    Definition Classes
    AnyRef → Any

  23. def hashCode(): Int

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    Definition Classes
    AnyRef → Any

  24. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

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

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    Definition Classes
    AnyRef

  26. final def notify(): Unit

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    Definition Classes
    AnyRef

  27. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

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

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    Definition Classes
    AnyRef

  29. def toString(): String

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    Definition Classes
    AnyRef → Any

  30. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  33. def →[B](y: B): (PlainVanillaInterestRateSwap, B)

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to ArrowAssoc[PlainVanillaInterestRateSwap] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc

Inherited from MultipleStatefulSimulatedFeatureInstances[FixingValues[Double]]

Inherited from StatefulSimulatedFeature

Inherited from AbstractCompositeSimulatedFeature

Inherited from CompositeSimulatedFeature

Inherited from SimulatedFeature

Inherited from Feature

Inherited from Simulatable

Inherited from simulation.Simulatable

Inherited from AnyRef

Inherited from Any

Inherited by implicit conversion any2stringadd from PlainVanillaInterestRateSwap to any2stringadd[PlainVanillaInterestRateSwap]

Inherited by implicit conversion StringFormat from PlainVanillaInterestRateSwap to StringFormat[PlainVanillaInterestRateSwap]

Inherited by implicit conversion Ensuring from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap]

Inherited by implicit conversion ArrowAssoc from PlainVanillaInterestRateSwap to ArrowAssoc[PlainVanillaInterestRateSwap]

Ungrouped