Examples of lowerDiagonal()

Examples of org.jquantlib.methods.finitedifferences.BSMOperator.lowerDiagonal()

215
216
217
218
219
220
221
222
223
224
225
        outputDiagonals(op2);

        final double tolerance = 1.0e-6;

        Array lderror = ref.lowerDiagonal().clone();
        lderror.subAssign(op1.lowerDiagonal());
        Array derror = ref.diagonal().clone();
        derror.subAssign(op1.diagonal());
        Array uderror = ref.upperDiagonal().clone();
        uderror.subAssign(op1.upperDiagonal());
View Full Code Here

Examples of org.jquantlib.methods.finitedifferences.BSMOperator.lowerDiagonal()

234
235
236
237
238
239
240
241
242
243
244
                    Math.abs(uderror.get(i)) > tolerance) {

                fail("inconsistency between BSM operators:\n"
                        + Integer.toString(i) +  " row:\n"
                        + "expected:   " + ref.lowerDiagonal().get(i) + ", " + ref.diagonal().get(i) + ", " + ref.upperDiagonal().get(i) + "\n"
                        + "calculated: " + op1.lowerDiagonal().get(i) + ", " + op1.diagonal().get(i) + ", " + op1.upperDiagonal().get(i));
            }
        }

        lderror = ref.lowerDiagonal();
        lderror.subAssign(op2.lowerDiagonal());
View Full Code Here

Examples of org.jquantlib.methods.finitedifferences.BSMTermOperator.lowerDiagonal()

239
240
241
242
243
244
245
246
247
248
249
                        + "calculated: " + op1.lowerDiagonal().get(i) + ", " + op1.diagonal().get(i) + ", " + op1.upperDiagonal().get(i));
            }
        }

        lderror = ref.lowerDiagonal();
        lderror.subAssign(op2.lowerDiagonal());
        derror = ref.diagonal();
        derror.subAssign(op2.diagonal());
        uderror = ref.upperDiagonal();
        uderror.subAssign(op2.upperDiagonal());
View Full Code Here

Examples of org.jquantlib.methods.finitedifferences.BSMTermOperator.lowerDiagonal()

254
255
256
257
258
259
260
261
262
263
264
                    Math.abs(uderror.get(i)) > tolerance) {

                fail("inconsistency between BSM operators:\n"
                        + Integer.toString(i) + " row:\n"
                        + "expected:   " + ref.lowerDiagonal().get(i) + ", " + ref.diagonal().get(i) + ", " + ref.upperDiagonal().get(i) + "\n"
                        + "calculated: " + op2.lowerDiagonal().get(i) + ", " + op2.diagonal().get(i) + ", " + op2.upperDiagonal().get(i));
            }
        }
    }

}
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.