Ladder

A one-dimensional grid of Scenarios over a single input.

Ladder spot = Ladder.of("S0").absolute().from(80).to(120).step(5);   // 80, 85, ... 120
Ladder vol  = Ladder.of("sigma").additive().from(-0.05).to(0.05).points(11);

View source ↗Full module reference on javadoc.io ↗

Methods

static Builder of(String input)

String input()

double[] values()

int size()

List<Scenario> scenarios()

One Scenario per grid point, named input=value.