webcab.lib.finance.pricing.core.contexts
Class GenericArithmeticAverageContext

java.lang.Object
  |
  +--webcab.lib.finance.pricing.contexts.Context
        |
        +--webcab.lib.finance.pricing.core.contexts.GenericScalarContext
              |
              +--webcab.lib.finance.pricing.core.contexts.GenericArithmeticAverageContext

All Implemented Interfaces:

ArithmeticAverageContext, ScalarContext, ScalarContextRW, webcab.lib.finance.pricing.core.contexts.ScalarContextW

public class GenericArithmeticAverageContext

extends GenericScalarContext

implements ArithmeticAverageContext

Field Summary

Fields inherited from class webcab.lib.finance.pricing.contexts.Context

ARITHMETIC_AVERAGE, contextGraph, FORWARD_RATE, FORWARD_RATE_VOLATILITY, GEOMETRIC_AVERAGE, LONG_RATE, MAX, MIN, MONEY_MARKET, MULTIFACTOR_FORWARD_RATE_VOLATILITY, NUMERAIRE, PRICE, SCALAR, SPOT_RATE, TRIGGER, VOID, VOLATILITY

Constructor Summary

GenericArithmeticAverageContext(GenericArithmeticAverageContext genericArithmeticAverageContext)

GenericArithmeticAverageContext(String contextName, double value)

Method Summary

Object	clone()
double	getArithmeticAverage() Returns the arithmetic average.
int[]	getLocalIndexesForVariablesOnWhichContextFunctionsDepend(int type)
int[]	getTypes() Returns all the categories supported by this node
double[]	getUpdatedMemoryVariables(double t, double dt)

Methods inherited from class webcab.lib.finance.pricing.core.contexts.GenericScalarContext

getValue, getValueIndex, setValue

Methods inherited from class webcab.lib.finance.pricing.contexts.Context

applyDeltaContext, findAppliableContextNamed, findAppliableContextOfIndex, findAppliableContextOfType, findDependentContextNamed, findDependentContextOfIndex, findDependentContextOfType, getBaseIndex, getGlobalIndexesForVariablesOnWhichContextFunctionsDepend, getMemoryVariable, getName, getNMemoryVariables, getNVariables, getTypeName, getTypeNameOfIndex, getTypeNames, getVariable, hasMemory, hasType, memoryNotRecovered, setMemoryVariable, setMemoryVariables, setName, setVariable, toString

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

GenericArithmeticAverageContext

public GenericArithmeticAverageContext(String contextName,
                                       double value)

GenericArithmeticAverageContext

public GenericArithmeticAverageContext(GenericArithmeticAverageContext genericArithmeticAverageContext)

Method Detail

getArithmeticAverage

public double getArithmeticAverage()
                            throws BondsException

Description copied from interface: ArithmeticAverageContext

Returns the arithmetic average.

Specified by:

getArithmeticAverage in interface ArithmeticAverageContext

Returns:

double

Throws:

BondsException

getUpdatedMemoryVariables

public double[] getUpdatedMemoryVariables(double t,
                                          double dt)
                                   throws BondsException

Overrides:

getUpdatedMemoryVariables in class Context

BondsException

getTypes

public int[] getTypes()

Description copied from class: Context

Returns all the categories supported by this node

Overrides:

getTypes in class GenericScalarContext

getLocalIndexesForVariablesOnWhichContextFunctionsDepend

public int[] getLocalIndexesForVariablesOnWhichContextFunctionsDepend(int type)
                                                               throws BondsException

Overrides:

getLocalIndexesForVariablesOnWhichContextFunctionsDepend in class GenericScalarContext

BondsException

clone

public Object clone()

Overrides:

clone in class GenericScalarContext