package market

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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


  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


  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

Value Members

  1. object DiscreteForwardCurve extends Serializable

  2. object MarketConvertibleQuantity

    Market convertible quantity.

  3. object TimeSignal extends Signal[TimeMeasure] with Product with Serializable

  4. package conversion

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