Examples of dx()

Examples of org.jquantlib.methods.lattices.TrinomialTree.dx()

187
188
189
190
191
192
193
194
195
196
197
        for (int /* @Size */i = 0; i < (grid.size() - 1); i++) {
            final double /* @Real */discountBond = termStructureConsistentModelClass.termStructure().currentLink().discount(grid.at(i + 1));
            final Array statePrices = numericTree.statePrices(i);
            final int /* @Size */size = numericTree.size(i);
            final double /* @Time */dt = numericTree.timeGrid().dt(i);
            final double /* @Real */dx = trinomial.dx(i);
            double /* @Real */x = trinomial.underlying(i, 0);
            double /* @Real */value = 0.0;
            for (int /* @Size */j = 0; j < size; j++) {
                value += statePrices.get(j) * Math.exp(-x * dt);
                x += dx;
View Full Code Here

Examples of org.jquantlib.methods.lattices.TrinomialTree.dx()

187
188
189
190
191
192
193
194
195
196
197
        for (int /* @Size */i = 0; i < (grid.size() - 1); i++) {
            final double /* @Real */discountBond = termStructureConsistentModelClass.termStructure().currentLink().discount(grid.at(i + 1));
            final Array statePrices = numericTree.statePrices(i);
            final int /* @Size */size = numericTree.size(i);
            final double /* @Time */dt = numericTree.timeGrid().dt(i);
            final double /* @Real */dx = trinomial.dx(i);
            double /* @Real */x = trinomial.underlying(i, 0);
            double /* @Real */value = 0.0;
            for (int /* @Size */j = 0; j < size; j++) {
                value += statePrices.get(j) * Math.exp(-x * dt);
                x += dx;
View Full Code Here

Examples of org.jquantlib.methods.lattices.TrinomialTree.dx()

149
150
151
152
153
154
155
156
157
158
159
        final double /* @Real */vMin = -50.0;
        final double /* @Real */vMax = 50.0;
        for (int /* @Size */i = 0; i < (grid.size() - 1); i++) {
            final double /* @Real */discountBond = termstructureConsistentModel.termStructure().currentLink().discount(grid.at(i + 1));
            final double /* @Real */xMin = trinomial.underlying(i, 0);
            final double /* @Real */dx = trinomial.dx(i);

            final Helper finder = new BlackKarasinski.Helper(i, xMin, dx, discountBond, numericTree);
            final Brent s1d = new Brent();
            s1d.setMaxEvaluations(1000);
            value = s1d.solve(finder, 1e-7, value, vMin, vMax);
View Full Code Here

Examples of org.thechiselgroup.choosel.protovis.client.PVFillPartitionLayout.PVPartitionNode.dx()

65
66
67
68
69
70
71
72
73
74
75
        layout.label().add(PV.Label).textAngle(-Math.PI / 2)
                .visible(new JsBooleanFunction() {
                    public boolean f(JsArgs args) {
                        PVPartitionNode d = args.getObject();
                        return d.dx() > 6;
                    }
                });

    }
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.