webcab.lib.finance.pricing.core.contracts
Interface ExplicitBoundariesContract

All Superinterfaces:

FixedExchangeMarkovContract, FixedExchangeMomentsContract, GeneralContract, Serializable

All Known Implementing Classes:

ExplicitBoundariesContractCommon

public interface ExplicitBoundariesContract

extends FixedExchangeMarkovContract

Method Summary

double

getBoundaries(ContextGraph contextGraph, int variableIndex, boolean toMin, double[] presentValues, double[] pastValues, int gridSize)

Methods inherited from interface webcab.lib.finance.pricing.contracts.FixedExchangeMarkovContract

getPayoff

Methods inherited from interface webcab.lib.finance.pricing.contracts.FixedExchangeMomentsContract

getFirstMoment, getMoments, getNMoments, getPayoff

Methods inherited from interface webcab.lib.finance.pricing.contracts.GeneralContract

getAccumulatedCashflow, getExpiry, needsUpdatedModel

Method Detail

getBoundaries

public double getBoundaries(ContextGraph contextGraph,
                            int variableIndex,
                            boolean toMin,
                            double[] presentValues,
                            double[] pastValues,
                            int gridSize)
                     throws BondsException

BondsException