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

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

All Implemented Interfaces:

ScalarContext, ScalarContextRW, webcab.lib.finance.pricing.core.contexts.ScalarContextW, SpotRateContext, SpotRateContextRW, SpotRateContextW

public class GenericSpotRateContext

extends GenericScalarContext

implements SpotRateContextRW

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

GenericSpotRateContext(GenericSpotRateContext genericSpotRateContext)

GenericSpotRateContext(String contextName, double value)

Method Summary

Object	clone()
int[]	getLocalIndexesForVariablesOnWhichContextFunctionsDepend(int type)
double	getSpotRate() Returns the value of the spot rate.
int	getSpotRateIndex()
int[]	getTypes() Returns all the categories supported by this node
void	setSpotRate(double spotRate)

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

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

getValue

Methods inherited from interface webcab.lib.finance.pricing.core.contexts.SpotRateContextW

getValueIndex, setValue

Methods inherited from interface webcab.lib.finance.pricing.core.contexts.ScalarContextRW

getValueIndex, setValue

Constructor Detail

GenericSpotRateContext

public GenericSpotRateContext(String contextName,
                              double value)

GenericSpotRateContext

public GenericSpotRateContext(GenericSpotRateContext genericSpotRateContext)

Method Detail

getSpotRate

public double getSpotRate()

Description copied from interface: SpotRateContext

Returns the value of the spot rate. It can be interpreted also as the drift of some variable.

Specified by:

getSpotRate in interface SpotRateContext

Returns:

double

setSpotRate

public void setSpotRate(double spotRate)

Specified by:

setSpotRate in interface SpotRateContextW

getSpotRateIndex

public int getSpotRateIndex()

Specified by:

getSpotRateIndex in interface SpotRateContextW

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