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

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

All Implemented Interfaces:

PriceContext, webcab.lib.finance.pricing.core.contexts.PriceContextRW, webcab.lib.finance.pricing.core.contexts.PriceContextW, ScalarContext, ScalarContextRW, webcab.lib.finance.pricing.core.contexts.ScalarContextW

public class GenericPriceContext

extends GenericScalarContext

implements webcab.lib.finance.pricing.core.contexts.PriceContextRW

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

GenericPriceContext(GenericPriceContext genericPriceContext)

GenericPriceContext(String contextName, double value)

Method Summary

Object	clone()
int[]	getLocalIndexesForVariablesOnWhichContextFunctionsDepend(int type)
double	getPrice() Returns the price
int	getPriceIndex()
int[]	getTypes() Returns all the categories supported by this node
int	getValueIndex()
void	setPrice(double price)
void	setValue(double value)

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

getValue

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

Methods inherited from interface webcab.lib.finance.pricing.contexts.ScalarContext

getValue

Constructor Detail

GenericPriceContext

public GenericPriceContext(String contextName,
                           double value)

GenericPriceContext

public GenericPriceContext(GenericPriceContext genericPriceContext)

Method Detail

getPrice

public double getPrice()

Description copied from interface: PriceContext

Returns the price

Specified by:

getPrice in interface PriceContext

Returns:

double

setPrice

public void setPrice(double price)

Specified by:

setPrice in interface webcab.lib.finance.pricing.core.contexts.PriceContextW

getPriceIndex

public int getPriceIndex()

Specified by:

getPriceIndex in interface webcab.lib.finance.pricing.core.contexts.PriceContextW

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

setValue

public void setValue(double value)

getValueIndex

public int getValueIndex()