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

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

All Implemented Interfaces:

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

public class GenericTriggerContext

extends GenericScalarContext

implements TriggerContext

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

GenericTriggerContext(GenericTriggerContext genericTriggerContext)

GenericTriggerContext(String contextName, double value)

Method Summary

Object	clone()
static double	extractAdditionalInfo(double packedValue)
static boolean	extractTriggerState(double packedValue)
double	getAdditionalInfo() Retrieves the additional info encoded in the trigger.
int[]	getLocalIndexesForVariablesOnWhichContextFunctionsDepend(int type)
double	getPackedValue() Returns the encoded trigger value (state + additional info).
int[]	getTypes() Returns all the categories supported by this node
boolean	isTriggered() Retrieves the state of the trigger
static double	packValue(boolean triggerState, double additionalInfo)

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

GenericTriggerContext

public GenericTriggerContext(String contextName,
                             double value)

GenericTriggerContext

public GenericTriggerContext(GenericTriggerContext genericTriggerContext)

Method Detail

packValue

public static double packValue(boolean triggerState,
                               double additionalInfo)

extractAdditionalInfo

public static double extractAdditionalInfo(double packedValue)

extractTriggerState

public static boolean extractTriggerState(double packedValue)

getAdditionalInfo

public double getAdditionalInfo()

Description copied from interface: TriggerContext

Retrieves the additional info encoded in the trigger. In case you use TriggerModel this information is the time spent with the trigger on (either continuous (PARISIAN) or total (PARASIAN).

Specified by:

getAdditionalInfo in interface TriggerContext

Returns:

double

isTriggered

public boolean isTriggered()

Description copied from interface: TriggerContext

Retrieves the state of the trigger

Specified by:

isTriggered in interface TriggerContext

Returns:

boolean

getPackedValue

public double getPackedValue()

Description copied from interface: TriggerContext

Returns the encoded trigger value (state + additional info).

Specified by:

getPackedValue in interface TriggerContext

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