ScenarioRunner

Expands a ScenarioSet onto setInput + replay of an already-compiled kernel (Seam 6): declare the shocks as data, the runner moves the market and re-prices without re-recording or recompiling.

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Methods

static Map<String, Nabla.TypedValuation<EquityMarket>> run(MonteCarlo<EquityMarket> mc, EquityMarket base, ScenarioSet set, long scenarios, long seed)

Runs every scenario against a built MonteCarlo, keyed by scenario name.

static Map<String, MultiOutput.Result> run(MultiOutput mo, Map<String, Double> base, ScenarioSet set, long scenarios, long seed)

Runs every scenario against a built MultiOutput; each result carries all measures + Jacobians.

static LadderResult ladder(MonteCarlo<EquityMarket> mc, EquityMarket base, Ladder ladder, long scenarios, long seed)