Package

virtufin.finance.simulation

transaction

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package transaction

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OptionalSettlingTransactionsGenerator[O, S]EuropeanOptionTransactionsGenerator[E, S]
Visibility
  1. Public
  2. All

Type Members

  1. class EuropeanOptionTransactionsGenerator[E <: EuropeanOption, S <: PortfolioTransaction] extends OptionalSettlingTransactionsGenerator[E, S]

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  2. abstract class OptionalSettlingTransactionsGenerator[O <: Optional, S <: PortfolioTransaction] extends TransactionsGenerator

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    Generates virtufin.finance.product.Transactions for a virtufin.finance.product.feature.Optional.

    Generates virtufin.finance.product.Transactions for a virtufin.finance.product.feature.Optional. It wraps a ExerciseStrategy around a SettlingTransactionsGenerator

  3. class OptionalTransactionsGenerator[O <: Optional] extends TransactionsGenerator

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    This virtufin.finance.simulation.TransactionsGenerator is just used for it's side-effects:

  4. class SettlingTransactionsGenerator[S <: PortfolioTransaction] extends TransactionsGenerator

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  5. final case class Transmute(simulatable: Simulatable, agentIdentifier: AgentIdentifier) extends Transaction with Product with Serializable

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    Changes a virtufin.finance.simulation.Agent into another virtufin.finance.simulation.Agent by removing the original virtufin.finance.simulation.Agent from the virtufin.finance.simulation.Agents container and replacing it with a new virtufin.finance.simulation.Agent

    Changes a virtufin.finance.simulation.Agent into another virtufin.finance.simulation.Agent by removing the original virtufin.finance.simulation.Agent from the virtufin.finance.simulation.Agents container and replacing it with a new virtufin.finance.simulation.Agent

    simulatable

    the virtufin.finance.simulation.Simulatable which creates the new virtufin.finance.simulation.Agent

    agentIdentifier

    the virtufin.simulation.AgentIdentifier of the new virtufin.finance.simulation.Agent

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