Examples of delta()

Examples of org.infinispan.atomic.DeltaAware.delta()

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      for (int i = 0; i < numArgs; i++) {
         Object arg = args[i];
         if (arg instanceof DeltaAware) {
            // Only write deltas so that replication can be more efficient
            DeltaAware dw = (DeltaAware) arg;
            output.writeObject(dw.delta());
         } else {
            output.writeObject(arg);
         }
      }
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Examples of org.infinispan.atomic.DeltaAware.delta()

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      for (int i = 0; i < numArgs; i++) {
         Object arg = args[i];
         if (arg instanceof DeltaAware) {
            // Only write deltas so that replication can be more efficient
            DeltaAware dw = (DeltaAware) arg;
            output.writeObject(dw.delta());
         } else {
            output.writeObject(arg);
         }
      }
   }
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Examples of org.infinispan.atomic.impl.AtomicHashMap.delta()

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@Test(groups = "unit", testName = "atomic.AtomicHashMapTest")
public class AtomicHashMapTest extends AbstractInfinispanTest {
   public void testDeltasWithEmptyMap() {
      AtomicHashMap m = new AtomicHashMap();
      Delta d = m.delta();
      assert d instanceof NullDelta;

      AtomicHashMap newMap = new AtomicHashMap();
      newMap.initForWriting();
      newMap.put("k", "v");
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Examples of org.jquantlib.helpers.CRRAmericanDividendOptionHelper.delta()

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                settlementDate, maturityDate,
                divDates, divAmounts,
                calendar, dc);

        final double value = option.NPV();
        final double delta = option.delta();
        final double gamma = option.gamma();
        final double theta = option.theta();
        final double vega  = option.vega(); //TODO
        final double rho   = option.rho();  //TODO
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Examples of org.jquantlib.helpers.CRREuropeanDividendOptionHelper.delta()

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                settlementDate, maturityDate,
                divDates, divAmounts,
                calendar, dc);

        final double value  = option.NPV();
        final double delta  = option.delta();
        final double gamma  = option.gamma();
        final double theta  = option.theta();
        final double vega   = option.vega(); //TODO
        final double rho    = option.rho();  //TODO
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Examples of org.jquantlib.helpers.FDAmericanDividendOptionHelper.delta()

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                settlementDate, maturityDate,
                divDates, divAmounts,
                calendar, dc);

        final double value = option.NPV();
        final double delta = option.delta();
        final double gamma = option.gamma();
        final double theta = option.theta();
        final double vega  = option.vega();
        final double rho   = option.rho();
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Examples of org.jquantlib.helpers.FDEuropeanDividendOptionHelper.delta()

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                settlementDate, maturityDate,
                divDates, divAmounts,
                calendar, dc);

        final double value  = option.NPV();
        final double delta  = option.delta();
        final double gamma  = option.gamma();
        final double theta  = option.theta();
        final double vega   = option.vega();
        final double rho    = option.rho();
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Examples of org.jquantlib.instruments.ContinuousAveragingAsianOption.delta()

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                                    rRate.setValue(r);
                                    vol.setValue(v);

                                    /* @Real */final double value = option.NPV();
                                    final Map<String, Double> calculated = new HashMap<String, Double>();
                                    calculated.put("delta", option.delta());
                                    calculated.put("gamma", option.gamma());
                                    calculated.put("theta", option.theta());
                                    calculated.put("rho", option.rho());
                                    calculated.put("divRho", option.dividendRho());
                                    calculated.put("vega", option.vega());
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Examples of org.jquantlib.instruments.DiscreteAveragingAsianOption.delta()

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                                    rRate.setValue(r);
                                    vol.setValue(v);

                                    final double value = option.NPV();
                                    final Map<String, Double> calculated = new HashMap<String, Double>();
                                    calculated.put("delta", option.delta());
                                    calculated.put("gamma", option.gamma());
                                    calculated.put("theta", option.theta());
                                    calculated.put("rho", option.rho());
                                    calculated.put("divRho", option.dividendRho());
                                    calculated.put("vega", option.vega());
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Examples of org.jquantlib.instruments.DividendVanillaOption.delta()

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                                qRate.setValue(q);
                                rRate.setValue(r);
                                vol.setValue(v);

                                /* @Real */ final double value = option.NPV();
                                calculated.put("delta", option.delta());
                                calculated.put("gamma", option.gamma());
                                calculated.put("theta", option.theta());
                                calculated.put("rho",   option.rho());
                                calculated.put("vega",  option.vega());

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