Examples of Quote


Examples of org.example.quote.Quote

            System.out.println("Input quote for the availability:");
            QuoteDataUtil.serializeToSystemOut((DataObject)availQuote, "availQuote");
            System.out.println();
        }

        Quote quote = quoteJoinLocal.joinPriceAndAvailQuotes(priceQuote, availQuote, 0.1f);
        if (SHOW_DEBUG_MSG) {
            System.out.println();
            System.out.println("Output quote from local join:");
            QuoteDataUtil.serializeToSystemOut((DataObject)quote, "quote");
            System.out.println();
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Examples of org.example.quote.Quote

            System.out.println("Input quote for the availability:");
            QuoteDataUtil.serializeToSystemOut((DataObject)availQuote, "availQuote");
            System.out.println();
        }

        Quote quote = quoteJoinLocal.joinPriceAndAvailQuotes(priceQuote, availQuote, 0.1f);
        if (SHOW_DEBUG_MSG) {
            System.out.println();
            System.out.println("Output quote from local join:");
            QuoteDataUtil.serializeToSystemOut((DataObject)quote, "quote");
            System.out.println();
View Full Code Here

Examples of org.example.quote.Quote

            System.out.println("Input quote for the availability:");
            QuoteDataUtil.serializeToSystemOut((DataObject)availQuote, "availQuote");
            System.out.println();
        }

        Quote quote = quoteJoinLocal.joinPriceAndAvailQuotes(priceQuote, availQuote, 0.1f);
        if (SHOW_DEBUG_MSG) {
            System.out.println();
            System.out.println("Output quote from local join:");
            QuoteDataUtil.serializeToSystemOut((DataObject)quote, "quote");
            System.out.println();
View Full Code Here

Examples of org.example.quote.Quote

            System.out.println("Input quote for the availability:");
            QuoteDataUtil.serializeToSystemOut((DataObject)availQuote, "availQuote");
            System.out.println();
        }

        Quote quote = quoteJoinLocal.joinPriceAndAvailQuotes(priceQuote, availQuote, 0.1f);
        if (SHOW_DEBUG_MSG) {
            System.out.println();
            System.out.println("Output quote from local join:");
            QuoteDataUtil.serializeToSystemOut((DataObject)quote, "quote");
            System.out.println();
View Full Code Here

Examples of org.example.quote.Quote

            System.out.println("Input quote for the availability:");
            QuoteDataUtil.serializeToSystemOut((DataObject)availQuote, "availQuote");
            System.out.println();
        }

        Quote quote = quoteJoinLocal.joinPriceAndAvailQuotes(priceQuote, availQuote, 0.1f);
        if (SHOW_DEBUG_MSG) {
            System.out.println();
            System.out.println("Output quote from local join:");
            QuoteDataUtil.serializeToSystemOut((DataObject)quote, "quote");
            System.out.println();
View Full Code Here

Examples of org.example.quote.Quote

            System.out.println("Input quote for the availability:");
            QuoteDataUtil.serializeToSystemOut((DataObject)availQuote, "availQuote");
            System.out.println();
        }

        Quote quote = quoteJoinLocal.joinPriceAndAvailQuotes(priceQuote, availQuote, 0.1f);
        if (SHOW_DEBUG_MSG) {
            System.out.println();
            System.out.println("Output quote from local join:");
            QuoteDataUtil.serializeToSystemOut((DataObject)quote, "quote");
            System.out.println();
View Full Code Here

Examples of org.example.quote.Quote

            System.out.println("Input quote for the availability:");
            QuoteDataUtil.serializeToSystemOut((DataObject)availQuote, "availQuote");
            System.out.println();
        }

        Quote quote = quoteJoinLocal.joinPriceAndAvailQuotes(priceQuote, availQuote, 0.1f);
        if (SHOW_DEBUG_MSG) {
            System.out.println();
            System.out.println("Output quote from local join:");
            QuoteDataUtil.serializeToSystemOut((DataObject)quote, "quote");
            System.out.println();
View Full Code Here

Examples of org.jquantlib.quotes.Quote

        final Date today = new Settings().evaluationDate();

        final DayCounter dc = new Actual360();
        final SimpleQuote           spot  = new SimpleQuote(100.0);
        final Quote                 u     = spot;
        final SimpleQuote           qRate = new SimpleQuote(0.05);
        final YieldTermStructure    qTS   = Utilities.flatRate(today, qRate, dc);
        final SimpleQuote           rRate = new SimpleQuote(0.003);
        final YieldTermStructure    rTS   = Utilities.flatRate(today, rRate, dc);
        final SimpleQuote           vol   = new SimpleQuote(0.20);
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Examples of org.jquantlib.quotes.Quote

        // h.setLink(termStructure);

        // -------------------------------------------------------------------------------------------------------------
        // FIXME: This code was added instead. Please remove when PiecewiseYieldCurve becomes ready
        //
        final Quote quote = new SimpleQuote(100.0);
        final Flag anotherFlag = new Flag();
        quote.addObserver(anotherFlag);
        h.linkTo(new FlatForward(today, new Handle<Quote>(quote), new Actual360()));
        if (!anotherFlag.isUp()) {
            fail("Observer was not notified of term structure change");
        }
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Examples of org.jquantlib.quotes.Quote

    protected final /*@Volatility*/ double localVolImpl(
            final /*@Time*/ double time,
            final /*@Real*/ double underlyingLevel) {

        // obtain local copies of objects
        final Quote u = underlying_.currentLink();
        final YieldTermStructure dTS = dividendTS_.currentLink();
        final YieldTermStructure rTS = riskFreeTS_.currentLink();
        final BlackVolTermStructure bTS = blackTS_.currentLink();

        final double forwardValue = u.value() * ( dTS.discount(time, true) / rTS.discount(time, true) );

        // strike derivatives
        /*@Real*/ double strike;
        /*@Real*/ double strikem;
        /*@Real*/ double strikep;
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