webcab.lib.finance.pricing.core.util.functions
Class ConstFImpl

java.lang.Object
  |
  +--webcab.lib.finance.pricing.core.util.functions.MultidimFImpl
        |
        +--webcab.lib.finance.pricing.core.util.functions.MultidimKOrderDiffFImpl
              |
              +--webcab.lib.finance.pricing.core.util.functions.IntervalRatImpl
                    |
                    +--webcab.lib.finance.pricing.core.util.functions.RatImpl
                          |
                          +--webcab.lib.finance.pricing.core.util.functions.PolImpl
                                |
                                +--webcab.lib.finance.pricing.core.util.functions.MonImpl
                                      |
                                      +--webcab.lib.finance.pricing.core.util.functions.ConstFImpl

All Implemented Interfaces:

ConstF, webcab.lib.finance.pricing.core.util.functions.FieldElement, IntervalRat, Mon, MultidimF, MultidimKOrderDiffF, Pol, Rat, webcab.lib.finance.pricing.core.util.functions.RingElement, webcab.lib.finance.pricing.core.util.functions.Symbolic

Direct Known Subclasses:

ConstantFunction

public class ConstFImpl

extends MonImpl

implements ConstF

Nested Class Summary

Nested classes inherited from class webcab.lib.finance.pricing.core.util.functions.MultidimFImpl

MultidimFImpl.Composition

Field Summary

Fields inherited from class webcab.lib.finance.pricing.core.util.functions.IntervalRatImpl

limitPoints

Constructor Summary

ConstFImpl(double value, int nVars)

Method Summary

webcab.lib.finance.pricing.core.util.functions.RingElement	add_inv()
webcab.lib.finance.pricing.core.util.functions.RingElement	add(webcab.lib.finance.pricing.core.util.functions.RingElement re)
MultidimF	comp(boolean[] scheme, MultidimF f)
MultidimF	differentiate(int k, int[] indices)
webcab.lib.finance.pricing.core.util.functions.FieldElement	div_inv()
webcab.lib.finance.pricing.core.util.functions.FieldElement	div(webcab.lib.finance.pricing.core.util.functions.FieldElement fe)
boolean	equalCoef(Mon mon)
boolean	equals(Object obj)
boolean	equalSignature(Mon mon)
MultidimF	extension(int newNVars, int[] shuffle) Converts a function to another function with a different number of variables, using variable shuffling (permutation + copy of an individual variable)
webcab.lib.finance.pricing.core.util.functions.FieldElement	getCoef()
double	getConstantValue()
double	getKOrderDerivative(int k, int[] indices, double[] x)
webcab.lib.finance.pricing.core.util.functions.Exponent	getSignature(int index)
double	getValueAt(double[] x)
boolean	isSubfield()
webcab.lib.finance.pricing.core.util.functions.RingElement	mul(webcab.lib.finance.pricing.core.util.functions.RingElement re)
void	setCoef(webcab.lib.finance.pricing.core.util.functions.FieldElement value)
void	setConstantValue(double value)
void	setSignature(int index, webcab.lib.finance.pricing.core.util.functions.Exponent value)
webcab.lib.finance.pricing.core.util.functions.RingElement	sub(webcab.lib.finance.pricing.core.util.functions.RingElement re)
String	toString()

Methods inherited from class webcab.lib.finance.pricing.core.util.functions.MonImpl

addMonom, canonicalForm, comp, getMonom, getNMonoms, getP, getQ, isMon, isZero, mulMon, mulPol, removeMonom, simplify, toMonR

Methods inherited from class webcab.lib.finance.pricing.core.util.functions.RatImpl

divide, divRat, getFunction, getFunctionForInterval, getFunctionForPoint, getFunctions, getIntervalForPoint, getLimitPoint, getNIntervals, getNLimitPoints, getQuotient, getRemainder, getTotalIntervals, isPol, isRat, mul_inv, mulRat, setP1, setQ1, toRat

Methods inherited from class webcab.lib.finance.pricing.core.util.functions.IntervalRatImpl

compMulti, getLimitPoints, getNVariables, initGeneral, initOneVariable, initThreeVariables, initTwoVariables, integrate, integrateFrom, one, toFunction, toSurface, zero

Methods inherited from class webcab.lib.finance.pricing.core.util.functions.MultidimFImpl

isFunction, isSurface

Methods inherited from class java.lang.Object

clone, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface webcab.lib.finance.pricing.core.util.functions.Pol

getMonom, getNMonoms, isMon, toMonR

Methods inherited from interface webcab.lib.finance.pricing.core.util.functions.Rat

divide, getP, getQ, getQuotient, getRemainder, isPol, isZero

Methods inherited from interface webcab.lib.finance.pricing.core.util.functions.IntervalRat

canonicalForm, getFunction, getFunctionForInterval, getFunctionForPoint, getFunctions, getIntervalForPoint, getLimitPoint, getLimitPoints, getNIntervals, getNLimitPoints, getTotalIntervals, isRat, simplify, toRat

Methods inherited from interface webcab.lib.finance.pricing.core.util.functions.MultidimF

comp, compMulti, getNVariables, isFunction, isSurface, mul_inv, one, toFunction, toSurface, zero

Constructor Detail

ConstFImpl

public ConstFImpl(double value,
                  int nVars)

Method Detail

getConstantValue

public double getConstantValue()

Specified by:

getConstantValue in interface ConstF

setConstantValue

public void setConstantValue(double value)

Specified by:

setConstantValue in interface ConstF

toString

public String toString()

Overrides:

toString in class MonImpl

equals

public boolean equals(Object obj)

Overrides:

equals in class MonImpl

add

public webcab.lib.finance.pricing.core.util.functions.RingElement add(webcab.lib.finance.pricing.core.util.functions.RingElement re)
                                                               throws BondsException

Specified by:

add in interface webcab.lib.finance.pricing.core.util.functions.RingElement

Overrides:

add in class MonImpl

BondsException

add_inv

public webcab.lib.finance.pricing.core.util.functions.RingElement add_inv()
                                                                   throws BondsException

Specified by:

add_inv in interface webcab.lib.finance.pricing.core.util.functions.RingElement

Overrides:

add_inv in class MonImpl

BondsException

sub

public webcab.lib.finance.pricing.core.util.functions.RingElement sub(webcab.lib.finance.pricing.core.util.functions.RingElement re)
                                                               throws BondsException

Specified by:

sub in interface webcab.lib.finance.pricing.core.util.functions.RingElement

Overrides:

sub in class MonImpl

BondsException

mul

public webcab.lib.finance.pricing.core.util.functions.RingElement mul(webcab.lib.finance.pricing.core.util.functions.RingElement re)
                                                               throws BondsException

Specified by:

mul in interface webcab.lib.finance.pricing.core.util.functions.RingElement

Overrides:

mul in class MonImpl

BondsException

isSubfield

public boolean isSubfield()

Specified by:

isSubfield in interface webcab.lib.finance.pricing.core.util.functions.FieldElement

Overrides:

isSubfield in class MonImpl

div

public webcab.lib.finance.pricing.core.util.functions.FieldElement div(webcab.lib.finance.pricing.core.util.functions.FieldElement fe)
                                                                throws BondsException

Specified by:

div in interface webcab.lib.finance.pricing.core.util.functions.FieldElement

Overrides:

div in class RatImpl

BondsException

div_inv

public webcab.lib.finance.pricing.core.util.functions.FieldElement div_inv()
                                                                    throws BondsException

BondsException

getValueAt

public double getValueAt(double[] x)
                  throws NotDefinedException

Specified by:

getValueAt in interface MultidimF

Overrides:

getValueAt in class MonImpl

NotDefinedException

comp

public MultidimF comp(boolean[] scheme,
                      MultidimF f)
               throws BondsException

BondsException

extension

public MultidimF extension(int newNVars,
                           int[] shuffle)
                    throws BondsException

Description copied from class: MultidimFImpl

Converts a function to another function with a different number of variables, using variable shuffling (permutation + copy of an individual variable)

Specified by:

extension in interface MultidimF

Overrides:

extension in class MonImpl

Parameters:

newNVars - The number of variables of the converted function

shuffle - This vector must have the length equal to f1.getNVariables(). It contains indices of the extended functions' variables in the order in which they appear when calling the old function. E.g: f(x0, x1, x2) I want to convert it to a 5 dim function. f_ext(y0, y1, y2, y3, y4), with f_ext(y0, y1, y2, y3, y4) = f(y2, y3, y0). Then the shuffle vector must be {2, 3, 0}. Identical indices are also allowed. {1, 1, 4} will represent f_ext(y0, y1, y2, y3, y4) = f(y1, y1, y4).

Returns:

The converted function

Throws:

BondsException

getKOrderDerivative

public double getKOrderDerivative(int k,
                                  int[] indices,
                                  double[] x)
                           throws NotDefinedException

Specified by:

getKOrderDerivative in interface MultidimKOrderDiffF

Overrides:

getKOrderDerivative in class MonImpl

NotDefinedException

differentiate

public MultidimF differentiate(int k,
                               int[] indices)
                        throws BondsException

Specified by:

differentiate in interface MultidimKOrderDiffF

Overrides:

differentiate in class MonImpl

BondsException

getSignature

public webcab.lib.finance.pricing.core.util.functions.Exponent getSignature(int index)

Specified by:

getSignature in interface Mon

Overrides:

getSignature in class MonImpl

getCoef

public webcab.lib.finance.pricing.core.util.functions.FieldElement getCoef()

Specified by:

getCoef in interface Mon

Overrides:

getCoef in class MonImpl

setSignature

public void setSignature(int index,
                         webcab.lib.finance.pricing.core.util.functions.Exponent value)
                  throws BondsException

Specified by:

setSignature in interface Mon

Overrides:

setSignature in class MonImpl

BondsException

setCoef

public void setCoef(webcab.lib.finance.pricing.core.util.functions.FieldElement value)

Specified by:

setCoef in interface Mon

Overrides:

setCoef in class MonImpl

equalCoef

public boolean equalCoef(Mon mon)

Specified by:

equalCoef in interface Mon

Overrides:

equalCoef in class MonImpl

equalSignature

public boolean equalSignature(Mon mon)

Specified by:

equalSignature in interface Mon

Overrides:

equalSignature in class MonImpl