net.finmath.smartcontract.oracle.StochasticValuationOracle Maven / Gradle / Ivy
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 6 Oct 2018
*/
package net.finmath.smartcontract.oracle;
import java.time.LocalDateTime;
import net.finmath.stochastic.RandomVariable;
/**
* Interface for Oracles providing a valuation random variables at a given time.
* This type of oracle can be used in simulations. The return value is a random variable (sample vector).
*
* @author Christian Fries
*/
public interface StochasticValuationOracle {
/**
* Provides that value of the Oracle at a given evaluation time.
*
* @param evaluationTime The evaluation time.
*
* @return The value.
*/
RandomVariable getValue(LocalDateTime evaluationTime);
}