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

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

All Implemented Interfaces:

ScalarContext, ScalarContextRW, webcab.lib.finance.pricing.core.contexts.ScalarContextW, VolatilityContext, VolatilityContextRW, webcab.lib.finance.pricing.core.contexts.VolatilityContextW

public class GenericVolatilityContext

extends GenericScalarContext

implements VolatilityContextRW

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

GenericVolatilityContext(GenericVolatilityContext genericVolatilityContext)

GenericVolatilityContext(String contextName, double value)

Method Summary

Object	clone()
int[]	getLocalIndexesForVariablesOnWhichContextFunctionsDepend(int type)
int[]	getTypes() Returns all the categories supported by this node
double	getVolatility() Returns the volatility.
int	getVolatilityIndex()
void	setVolatility(double volatility)

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.core.contexts.VolatilityContextRW

getValueIndex, setValue

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

getValue

Constructor Detail

GenericVolatilityContext

public GenericVolatilityContext(String contextName,
                                double value)

GenericVolatilityContext

public GenericVolatilityContext(GenericVolatilityContext genericVolatilityContext)

Method Detail

getVolatility

public double getVolatility()

Description copied from interface: VolatilityContext

Returns the volatility.

Specified by:

getVolatility in interface VolatilityContext

Returns:

double

setVolatility

public void setVolatility(double volatility)

Specified by:

setVolatility in interface webcab.lib.finance.pricing.core.contexts.VolatilityContextW

getVolatilityIndex

public int getVolatilityIndex()

Specified by:

getVolatilityIndex in interface webcab.lib.finance.pricing.core.contexts.VolatilityContextW

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