market

Type Members

1. trait CommodityDeliveryLocations extends AnyRef

   

   Commodity delivery locations.

2. case class ContinuousForwardCurve[M <: Measure](measure: M, f: (DateTime) ⇒ Double) extends TermPriceCurve[M] with (DateTime) ⇒ Double with Product with Serializable

   

   Continuous forward curve.

3. case class DiscreteForwardCurve[M <: Measure](measure: M, points: Seq[(DateTime, Double)]) extends TermPriceCurve[M] with PartialFunction[DateTime, Double] with Product with Serializable

   

   Discrete forward curve.

4. trait ForwardCurve[M <: Measure, K] extends PriceManifold[M, K]

   

   Forward curve.

5. case class GlobalMarket(manifolds: Seq[MarketManifold[_ <: Measure, _]], parent: Option[Market] = None) extends Market with Product with Serializable

   

   Global market.

6. trait Market extends AnyRef

   

   Market.

7. trait MarketManifold[M <: Measure, K] extends AnyRef

   

   Market manifold.

8. trait PriceManifold[M <: Measure, K] extends MarketManifold[M, K]

   

   Price manifold.

9. case class PriceSignal[M <: Measure](measure: M) extends Signal[M] with Product with Serializable

   

10. trait Signal[M <: Measure] extends AnyRef

    

    Signal.

11. trait TermPriceCurve[M <: Measure] extends ForwardCurve[M, DateTime]

    

    Term-price curve.

12. case class TimeInstantCurve(time: DateTime) extends TimeManifold[DateTime] with Product with Serializable

    

    Time curve.

13. trait TimeManifold[K] extends MarketManifold[TimeMeasure, K]

    

    Time manifold.

14. case class ValueTransformativeMarketManifold[M <: Measure, K](manifold: MarketManifold[M, K], f: (K, Option[Double]) ⇒ Option[Double]) extends MarketManifold[M, K] with Product with Serializable