Package

virtufin.finance.simulation

trigger

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package trigger

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Type Members

  1. final case class AccrualEnd(time: Time, accrualPeriod: AccrualPeriod) extends AccrualEvent with Product with Serializable

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  2. sealed trait AccrualEvent extends TriggerEvent

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  3. final case class AccrualStart(time: Time, accrualPeriod: AccrualPeriod) extends AccrualEvent with Product with Serializable

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  4. final case class AccrualsTrigger(accruing: Accruing) extends SimulationEventProjector with Product with Serializable

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  5. final case class ExerciseOpportunitiesTrigger[O <: Optional](optional: O, agent: StatefulAgent[StatefulSimulatedFeature._43.type.ValueType] forSome {val _43: O}) extends SimpleTrigger with Product with Serializable

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  6. final case class ExerciseOpportunity(time: Time) extends TriggerEvent with Product with Serializable

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    *

    *

    Signals point in time, where an exercise may occur

  7. final case class FixingEvent[V](fixing: Fixing[V], value: Option[V]) extends TriggerEvent with Product with Serializable

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  8. final case class MaturityEvent(time: Time) extends TriggerEvent with Product with Serializable

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  9. final case class MaturityTrigger(maturityDate: DefaultTimeType) extends SimpleTrigger with Product with Serializable

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  10. final case class SettlementEvent(time: Time) extends TriggerEvent with Product with Serializable

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  11. final case class SettlementsTrigger(settlementDates: SortedSet[Time]) extends SimpleTrigger with Product with Serializable

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  12. type SimpleTrigger = SimpleProjector[DefaultTimeType, DefaultStateType, TriggerEvent]

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  13. final case class SingleMarketObservableDerivativeFixingsTrigger[V](marketObservable: MarketObservable[V], fixingDates: SortedSet[Time]) extends SimpleTrigger with Product with Serializable

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    Trigger for a virtufin.finance.product.feature.SingleMarketObservableDerivative

  14. final case class StartEvent(time: Time) extends TriggerEvent with Product with Serializable

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  15. final case class StartTrigger(startDate: Time) extends SimpleTrigger with Product with Serializable

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Value Members

  1. object AccrualsTrigger extends Serializable

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  2. object MaturityTrigger extends Serializable

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  3. object SettlementsTrigger extends Serializable

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  4. def SimpleTrigger(eventTime: DefaultTimeType, eventFactory: (SimulationEvent) ⇒ DefaultProjectedEventsType)(implicit d1: DummyImplicit, d2: DummyImplicit, d3: DummyImplicit): SimpleProjector[Day, Quotes, DefaultProjectedEventsType]

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  5. def SimpleTrigger(eventTimes: SortedSet[DefaultTimeType], eventFactory: (SimulationEvent) ⇒ Option[DefaultProjectedEventsType])(implicit d1: DummyImplicit, d2: DummyImplicit): SimpleProjector[DefaultTimeType, DefaultStateType, DefaultProjectedEventsType]

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  6. def SimpleTrigger(eventTimes: SortedSet[DefaultTimeType], eventFactory: (SimulationEvent) ⇒ DefaultProjectedEventsType)(implicit d: DummyImplicit): SimpleProjector[DefaultTimeType, DefaultStateType, DefaultProjectedEventsType]

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  7. object SingleMarketObservableDerivativeFixingsTrigger extends Serializable

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  8. object StartTrigger extends Serializable

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