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Project to support the implementation a of smart derivative contract.

There is a newer version: 1.0.6

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    finmath Valuation Oracle

    
        
            Margin Valuation
            
                Allows to calculate the settlement amount for a given trade P using two market data sets
                M(T₁) and M(T₂).
            
            
        
    

    
        
            Product Valuation
            
                Valuation of a financial product based on product data P (XML) and market data (JSON) M(t),
                e.g. the valuation of the underlying of the SDC.
            
            
        
    

    
        
            Product XML Check
            
                Check a product XML (performs a valuation on pre-defined market data).
            
            
        
    

    
        
            Generate Initial Settlement XML
            
                generate an initial settlement XML based on product data
            
            
        
    

    
        
            finmath.net