simulation

Type Members

1. trait Agent extends simulation.Agent

   

2. type Agents = simulation.Agents

   

3. type AgentsManager = simulation.AgentsManager { ... /* 2 definitions in type refinement */ }

   

4. type Clock = Enumerator[simulation.Tick { type TimeType = virtufin.finance.simulation.package.DefaultTimeType }]

   

5. type DefaultMessageGeneratingEvent = AnyRef { type EventType = virtufin.finance.simulation.package.DefaultMessageGeneratingEventType }

   

6. type DefaultMessageGeneratingEventType = simulation.SimulationEvent { ... /* 2 definitions in type refinement */ }

   

7. type DefaultProjectedEvents = AnyRef { type ProjectedEventsType = virtufin.finance.simulation.package.DefaultProjectedEventsType }

   

8. type DefaultProjectedEventsType = SimultaneousEvents { ... /* 2 definitions in type refinement */ }

   

9. type DefaultState = AnyRef { type StateType = virtufin.finance.simulation.package.DefaultStateType }

   

10. type DefaultStateType = Quotes

    

11. type DefaultTime = AnyRef { type TimeType = virtufin.finance.simulation.package.DefaultTimeType }

    

12. type DefaultTimeType = Day

    

13. class EuropeanPlainVanillaOption extends StatefulCompositeSimulatedFeature with EuropeanOption with SingleMarketObservableDerivative[Double]

    

14. trait Event extends simulation.Event

    

15. class FixedLeg extends StatelessCompositeSimulatedFeature with FixedPositionTransfers with FixedPositionTransfers

    

16. class FloatingLeg extends StatefulCompositeSimulatedFeature with SingleMarketObservableDerivative[Double] with Settling with CashSettled

    

17. type MessagesEvent = simulation.MessagesEvent { type TimeType = virtufin.finance.simulation.package.DefaultTimeType }

    

18. type MessagesGenerator = simulation.simulatable.MessagesGenerator with DefaultTime with DefaultMessageGeneratingEvent

    

19. trait MutableState extends simulation.MutableState

    

20. class PlainVanillaInterestRateSwap extends MultipleStatefulSimulatedFeatureInstances[FixingValues[Double]]

    

21. final case class PortfolioHierarchyAgent(portfolioHierarchy: PortfolioHierarchy) extends Agent with Product with Serializable

    

22. type QuotesEvent = StateEvent { ... /* 2 definitions in type refinement */ }

    

23. trait ScenarioFromQuotesEvents extends AnyRef

    

24. trait Simulatable extends simulation.Simulatable

    

25. trait SimulatedFeature extends Feature

    

    Combines virtufin.finance.simulation.Triggers with virtufin.finance.simulation.TransactionsGenerators to yield virtufin.simulation.MessagesGenerators

26. type Simulation = simulation.Simulation { ... /* 2 definitions in type refinement */ }

    

27. type SimulationEvent = simulation.SimulationEvent { ... /* 2 definitions in type refinement */ }

    

28. trait Stateful extends simulation.Stateful

    

29. trait StatefulAgent[X <: MutableState] extends Agent with simulation.Stateful

    

30. trait StatefulSimulatedFeature extends SimulatedFeature

    

    A SimulatedFeature, which creates StatefulAgents

31. type Tick = simulation.Tick { type TimeType = virtufin.finance.simulation.package.DefaultTimeType }

    

32. trait TransactionsGenerator extends AnyRef

    

    This trait is used for creating virtufin.finance.product.Transactions

33. type Trigger = SimulationEventProjector { ... /* 3 definitions in type refinement */ }

    

34. trait TriggerEvent extends simulation.Event

    

35. type TriggerEvents = SimultaneousEvents { ... /* 2 definitions in type refinement */ }