Examples of org.jquantlib.instruments.Instrument$Results

        final double iniPrice = 3.56;
        final double newPrice = iniPrice*1.0214; // changed +2.14%


        // define Stock
        final RelinkableHandle<Quote> h = new RelinkableHandle<Quote>(new SimpleQuote(iniPrice));
        final Instrument s = new Stock(h);


        // attach an Observer to Stock
        final Flag priceChange = new Flag();
        s.addObserver(priceChange);


        // verify initial price
        if (iniPrice != s.NPV()) {
            fail("stock quote valuation failed");
        }


        // set a new price
        h.linkTo(new SimpleQuote(newPrice));


        // Observer must detect price change
        if (!priceChange.isUp()) {
            fail("Observer was not notified of instrument change");
        }


        if (newPrice != s.NPV()) {
            fail("stock quote havent changed value");
        }


    }

        QL.info("Testing observability of instruments...");




        final SimpleQuote me1 = new SimpleQuote(0.0);
        final RelinkableHandle<Quote>  h = new RelinkableHandle<Quote>(me1);
        final Instrument s = new Stock(h);


        final Flag f = new Flag();
        s.addObserver(f); //f.registerWith(s);


        s.NPV();
        me1.setValue(3.14);
        if (!f.isUp()) {
            fail("Observer was not notified of instrument change");
        }


        s.NPV();
        f.lower();
        final SimpleQuote me2 = new SimpleQuote(0.0);


        h.linkTo(me2);
        if (!f.isUp()) {
            fail("Observer was not notified of instrument change");
        }


        f.lower();
        s.freeze();
        s.NPV();
        me2.setValue(2.71);
        if (f.isUp()) {
            fail("Observer was notified of frozen instrument change");
        }


        s.NPV();
        s.unfreeze();
        if (!f.isUp()) {
            fail("Observer was not notified of instrument change");
        }
    }

Examples of org.jquantlib.instruments.Instrument$Results

Related Classes of org.jquantlib.instruments.Instrument$Results