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

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

All Implemented Interfaces:

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

public class GenericMinContext

extends GenericScalarContext

implements MinContext

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

GenericMinContext(GenericMinContext genericMinContext)

GenericMinContext(String contextName, double value)

Method Summary

Object	clone()
int[]	getLocalIndexesForVariablesOnWhichContextFunctionsDepend(int type)
double	getMin() Returnes the minimum value.
int[]	getTypes() Returns all the categories supported by this node

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, getUpdatedMemoryVariables, 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

GenericMinContext

public GenericMinContext(String contextName,
                         double value)

GenericMinContext

public GenericMinContext(GenericMinContext genericMinContext)

Method Detail

getMin

public double getMin()

Description copied from interface: MinContext

Returnes the minimum value.

Specified by:

getMin in interface MinContext

Returns:

double

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