WebCab Bonds Demo
(J2EE Edition)
A B C D E F G H I K L M N O P R S T U V W Y Z

A

AbstractBusinessCalendar - class webcab.lib.calendar.AbstractBusinessCalendar.
This abstract class provides default implementation for most of the methods in the BusinessCalendar interface.
AbstractBusinessCalendar(String) - Constructor for class webcab.lib.calendar.AbstractBusinessCalendar
Default constructor.
accruedInterest(double, Date, Date, Date, Date[], Date, double[], String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method recalculates the target price of a bond by taking into account the accrued interest.
accumulatedSeriesOfPayments(double, int) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainLocal
Method accumulatedSeriesOfPayments(double, int) as defined in the ValueOfAnnuityCertain remote interface.
accumulatedSeriesOfPayments(double, int) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertain
Evaluates the accumulated value of a series of payments of one per interval payable in arrears over all intervals.
accumulatedSeriesOfPaymentsInAdvance(double, int) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainLocal
Method accumulatedSeriesOfPaymentsInAdvance(double, int) as defined in the ValueOfAnnuityCertain remote interface.
accumulatedSeriesOfPaymentsInAdvance(double, int) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertain
Evaluates the accumulated value of a series of payments of one per interval payable in advance for all intervals.
accumulatedValue(double, int, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method accumulatedValue(double, int, double) as defined in the Interest remote interface.
accumulatedValue(double, int, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculates the accumulated value of a fixed interest bearing investment.
ACTUAL_360 - Static variable in class webcab.lib.calendar.cities.DayCountConventions
This string identifies the `Actual/360' day count convention.
ACTUAL_365 - Static variable in class webcab.lib.calendar.cities.DayCountConventions
This string identifies the `Actual/365' day count convention.
ACTUAL_ACTUAL - Static variable in class webcab.lib.calendar.cities.DayCountConventions
This string identifies the `Actual/Actual' day count convention.
ARITHMETIC - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
This constant identifies the arithmetic averaging type.
autumnalEquinox(int) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
Returns the Autumnal Equinox day as a day of year.
averageInflation(double[]) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method averageInflation(double[]) as defined in the Interest remote interface.
averageInflation(double[]) - Method in interface com.webcab.ejb.finance.interest.Interest
Evaluates the average rate of inflation during a period in which the rate of inflation is known at equal intervals within the entire period.
averageInterest(double[]) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method averageInterest(double[]) as defined in the Interest remote interface.
averageInterest(double[]) - Method in interface com.webcab.ejb.finance.interest.Interest
Evaluates the average rate of interest during a period when the rate of interest is measured at equal intervals within the entire period.

B

BARRIER - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
Used internally.
BlackScholesConstants - class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants.
This enumeration class defines all constants required by the BlackScholes Enterprise JavaBean.
bondPriceChange(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method bondPriceChange(double, double, double) as defined in the DurationConvexity remote interface.
bondPriceChange(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Estimates the percentage change of the bond portfolio's value for a given (absolute) change of the yield.
BusinessCalendar - interface webcab.lib.calendar.BusinessCalendar.
This interface defines the concept of business calendar.
BusinessCalendarTimeConversions - class webcab.lib.calendar.cities.BusinessCalendarTimeConversions.
This utility class uses the functionality provided by any given BusinessCalendar implementation in order to compute the number of day or years between two given sets of dates.
BusinessCalendarUtilities - class webcab.lib.calendar.BusinessCalendarUtilities.
Utility class.

C

CalculatingZeroRates - interface com.webcab.ejb.finance.bonds.CalculatingZeroRates.
Within this Enterprise JavaBean we offer: Evaluation of the zero rate for a given maturity from the corresponding zero bond.
CalculatingZeroRatesDemoException - exception com.webcab.ejb.finance.bonds.CalculatingZeroRatesDemoException.
This exception is thrown by the demo version of the CalculatingZeroRates EJB component after the number of maximum business method invocations has been reached.
CalculatingZeroRatesDemoException() - Constructor for class com.webcab.ejb.finance.bonds.CalculatingZeroRatesDemoException
 
CalculatingZeroRatesDemoException(Exception) - Constructor for class com.webcab.ejb.finance.bonds.CalculatingZeroRatesDemoException
 
CalculatingZeroRatesDemoException(String) - Constructor for class com.webcab.ejb.finance.bonds.CalculatingZeroRatesDemoException
 
CalculatingZeroRatesHome - interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesHome.
The home interface of the stateless CalculatingZeroRates Enterprise JavaBeansTM component.
CalculatingZeroRatesJDBC - interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC.
A JDBC interface for the CalculatingZeroRates Enterprise JavaBean.
CalculatingZeroRatesJDBCException - exception com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBCException.
Exception to signal JDBC problems while calling the CalculatingZeroRatesJDBC Enterprise JavaBean.
CalculatingZeroRatesJDBCException(String) - Constructor for class com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBCException
 
CalculatingZeroRatesJDBCHome - interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBCHome.
Home interface of the CalculatingZeroRatesJDBC Enterprise JavaBean.
CalculatingZeroRatesLocal - interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocal.
Local interface of CalculatingZeroRates.
CalculatingZeroRatesLocalHome - interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocalHome.
Local Home interface of the CalculatingZeroRates Enterprise JavaBean.
CALL - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
This constant identifies a call option.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC
Given an array of Java objects, this method identifies the corresponding TreasuryPrice method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC
Given an array of Java objects, this method identifies the corresponding ForwardRates method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC
Given an array of Java objects, this method identifies the corresponding FixedInterestBonds method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC
Given an array of Java objects, this method identifies the corresponding DurationConvexity method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC
Given an array of Java objects, this method identifies the corresponding CalculatingZeroRates method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC
Given an array of Java objects, this method identifies the corresponding ValueOfAnnuityCertain method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC
Given an array of Java objects, this method identifies the corresponding Developer method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC
Given an array of Java objects, this method identifies the corresponding EffectiveAndNominalInterest method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC
Given an array of Java objects, this method identifies the corresponding ValueReturnYield method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC
Given an array of Java objects, this method identifies the corresponding Interest method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, Serializable[], String) - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC
Given an array of Java objects, this method identifies the corresponding InterestDerivatives method methodName and writes the result of the computation to the database, as indicated by the output query.
call(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding TreasuryPrice method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ForwardRates method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding FixedInterestBonds method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding DurationConvexity method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding CalculatingZeroRates method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ValueOfAnnuityCertain method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Developer method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding EffectiveAndNominalInterest method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ValueReturnYield method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Interest method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String) - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding InterestDerivatives method methodName and applies it to every row in the query result set returning the results in a Serializable[] array.
call(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding TreasuryPrice method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ForwardRates method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding FixedInterestBonds method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding DurationConvexity method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding CalculatingZeroRates method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ValueOfAnnuityCertain method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Developer method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding EffectiveAndNominalInterest method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ValueReturnYield method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Interest method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding InterestDerivatives method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding TreasuryPrice method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ForwardRates method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding FixedInterestBonds method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding DurationConvexity method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding CalculatingZeroRates method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ValueOfAnnuityCertain method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Developer method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding EffectiveAndNominalInterest method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding ValueReturnYield method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding Interest method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC
Given a SELECT type SQL query (retrieving rows from a database), this method identifies the corresponding InterestDerivatives method methodName and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
catholicEasterMonday(int) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
Returns the Catholic Easter Monday day as a day of year.
checkDayOfWeek(int) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns true if dayOfWeek really is a day of week.
checkOrder(Calendar, Calendar) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns true if start date really is before end date.
close() - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
close() - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC
Without destroying the bean, this method closes the open connection(s) to the database.
com.webcab.ejb.finance.bonds - package com.webcab.ejb.finance.bonds
 
com.webcab.ejb.finance.bonds.jdbc - package com.webcab.ejb.finance.bonds.jdbc
 
com.webcab.ejb.finance.bonds.pricing - package com.webcab.ejb.finance.bonds.pricing
 
com.webcab.ejb.finance.bonds.pricing.jdbc - package com.webcab.ejb.finance.bonds.pricing.jdbc
 
com.webcab.ejb.finance.interest - package com.webcab.ejb.finance.interest
 
com.webcab.ejb.finance.interest.jdbc - package com.webcab.ejb.finance.interest.jdbc
 
continuouslyCompounded(double, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method continuouslyCompounded(double, double, double) as defined in the Interest remote interface.
continuouslyCompounded(double, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculates the accumulated amount from an investment which is continuously compounded over a given period.
continuousSeriesOfPaymentsAtEndOfInterval(double, double, double) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainLocal
Method continuousSeriesOfPaymentsAtEndOfInterval(double, double, double) as defined in the ValueOfAnnuityCertain remote interface.
continuousSeriesOfPaymentsAtEndOfInterval(double, double, double) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertain
Evaluates the present value of a continuous annuity, that is, an infinite series of payments with each payment being made at the end of each interval.
convertYearlyRate(double, int, int) - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestLocal
Method convertYearlyRate(double, int, int) as defined in the EffectiveAndNominalInterest remote interface.
convertYearlyRate(double, int, int) - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterest
Converts the effective `yearlyRate' of interest which is quoted in `noOfPeriods'-yearly rate into the `newNoOfPeriods'-yearly rate.
convexity(double, double[], Date, Date[], double, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method convexity(double, double[], java.util.Date, java.util.Date[], double, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the DurationConvexity remote interface.
convexity(double, double[], Date, Date[], double, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Evaluates the convexity of a bond.
convexity(double, double[], double[], double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method convexity(double, double[], double[], double, double) as defined in the DurationConvexity remote interface.
convexity(double, double[], double[], double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Evaluates the convexity of a bond.
CRANCK_NICHOLSON - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
This constant identifies the Cranck-Nicholson finite differencing algorithm
create() - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocalHome
Creates a local instance of TreasuryPrice the same as when calling the corresponding creation method from the TreasuryPriceHome interface.
create() - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceHome
Creates a new instance of the TreasuryPrice remote interface.
create() - Method in interface com.webcab.ejb.finance.bonds.ForwardRatesLocalHome
Creates a local instance of ForwardRates the same as when calling the corresponding creation method from the ForwardRatesHome interface.
create() - Method in interface com.webcab.ejb.finance.bonds.ForwardRatesHome
Creates a new instance of the ForwardRates remote interface.
create() - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocalHome
Creates a local instance of FixedInterestBonds the same as when calling the corresponding creation method from the FixedInterestBondsHome interface.
create() - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsHome
Creates a new instance of the FixedInterestBonds remote interface.
create() - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocalHome
Creates a local instance of DurationConvexity the same as when calling the corresponding creation method from the DurationConvexityHome interface.
create() - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityHome
Creates a new instance of the DurationConvexity remote interface.
create() - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocalHome
Creates a local instance of CalculatingZeroRates the same as when calling the corresponding creation method from the CalculatingZeroRatesHome interface.
create() - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesHome
Creates a new instance of the CalculatingZeroRates remote interface.
create() - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBCHome
Creates a TreasuryPriceJDBC bean that encapsulates a TreasuryPrice instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/TreasuryPriceInputDB and jdbc/TreasuryPriceOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBCHome
Creates a ForwardRatesJDBC bean that encapsulates a ForwardRates instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/ForwardRatesInputDB and jdbc/ForwardRatesOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBCHome
Creates a FixedInterestBondsJDBC bean that encapsulates a FixedInterestBonds instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/FixedInterestBondsInputDB and jdbc/FixedInterestBondsOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBCHome
Creates a DurationConvexityJDBC bean that encapsulates a DurationConvexity instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/DurationConvexityInputDB and jdbc/DurationConvexityOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBCHome
Creates a CalculatingZeroRatesJDBC bean that encapsulates a CalculatingZeroRates instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/CalculatingZeroRatesInputDB and jdbc/CalculatingZeroRatesOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainLocalHome
Creates a local instance of ValueOfAnnuityCertain the same as when calling the corresponding creation method from the ValueOfAnnuityCertainHome interface.
create() - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainHome
Creates a new instance of the ValueOfAnnuityCertain remote interface.
create() - Method in interface com.webcab.ejb.finance.interest.DeveloperLocalHome
Creates a local instance of Developer the same as when calling the corresponding creation method from the DeveloperHome interface.
create() - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestLocalHome
Creates a local instance of EffectiveAndNominalInterest the same as when calling the corresponding creation method from the EffectiveAndNominalInterestHome interface.
create() - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestHome
Creates a new instance of the EffectiveAndNominalInterest remote interface.
create() - Method in interface com.webcab.ejb.finance.interest.ValueReturnYieldLocalHome
Creates a local instance of ValueReturnYield the same as when calling the corresponding creation method from the ValueReturnYieldHome interface.
create() - Method in interface com.webcab.ejb.finance.interest.ValueReturnYieldHome
Creates a new instance of the ValueReturnYield remote interface.
create() - Method in interface com.webcab.ejb.finance.interest.InterestLocalHome
Creates a local instance of Interest the same as when calling the corresponding creation method from the InterestHome interface.
create() - Method in interface com.webcab.ejb.finance.interest.InterestHome
Creates a new instance of the Interest remote interface.
create() - Method in interface com.webcab.ejb.finance.interest.DeveloperHome
Creates a new instance of the Developer remote interface.
create() - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBCHome
Creates a ValueOfAnnuityCertainJDBC bean that encapsulates a ValueOfAnnuityCertain instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/ValueOfAnnuityCertainInputDB and jdbc/ValueOfAnnuityCertainOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBCHome
Creates a DeveloperJDBC bean that encapsulates a Developer instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/DeveloperInputDB and jdbc/DeveloperOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBCHome
Creates a EffectiveAndNominalInterestJDBC bean that encapsulates a EffectiveAndNominalInterest instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/EffectiveAndNominalInterestInputDB and jdbc/EffectiveAndNominalInterestOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBCHome
Creates a ValueReturnYieldJDBC bean that encapsulates a ValueReturnYield instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/ValueReturnYieldInputDB and jdbc/ValueReturnYieldOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBCHome
Creates a InterestJDBC bean that encapsulates a Interest instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/InterestInputDB and jdbc/InterestOutputDB DataSource references.
create() - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocalHome
Creates a local instance of InterestDerivatives the same as when calling the corresponding creation method from the InterestDerivativesHome interface.
create() - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesHome
 
create() - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBCHome
Creates a InterestDerivativesJDBC bean that encapsulates a InterestDerivatives instance and allows you to invoke SQL queries on every of its methods using its internal jdbc/InterestDerivativesInputDB and jdbc/InterestDerivativesOutputDB DataSource references.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBCHome
Creates a TreasuryPriceJDBC bean that encapsulates a corresponding TreasuryPrice component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBCHome
Creates a ForwardRatesJDBC bean that encapsulates a corresponding ForwardRates component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBCHome
Creates a FixedInterestBondsJDBC bean that encapsulates a corresponding FixedInterestBonds component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBCHome
Creates a DurationConvexityJDBC bean that encapsulates a corresponding DurationConvexity component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBCHome
Creates a CalculatingZeroRatesJDBC bean that encapsulates a corresponding CalculatingZeroRates component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBCHome
Creates a ValueOfAnnuityCertainJDBC bean that encapsulates a corresponding ValueOfAnnuityCertain component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBCHome
Creates a DeveloperJDBC bean that encapsulates a corresponding Developer component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBCHome
Creates a EffectiveAndNominalInterestJDBC bean that encapsulates a corresponding EffectiveAndNominalInterest component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBCHome
Creates a ValueReturnYieldJDBC bean that encapsulates a corresponding ValueReturnYield component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBCHome
Creates a InterestJDBC bean that encapsulates a corresponding Interest component.
create(String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBCHome
Creates a InterestDerivativesJDBC bean that encapsulates a corresponding InterestDerivatives component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBCHome
Creates a TreasuryPriceJDBC bean that encapsulates a corresponding TreasuryPrice component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBCHome
Creates a ForwardRatesJDBC bean that encapsulates a corresponding ForwardRates component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBCHome
Creates a FixedInterestBondsJDBC bean that encapsulates a corresponding FixedInterestBonds component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBCHome
Creates a DurationConvexityJDBC bean that encapsulates a corresponding DurationConvexity component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBCHome
Creates a CalculatingZeroRatesJDBC bean that encapsulates a corresponding CalculatingZeroRates component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBCHome
Creates a ValueOfAnnuityCertainJDBC bean that encapsulates a corresponding ValueOfAnnuityCertain component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBCHome
Creates a DeveloperJDBC bean that encapsulates a corresponding Developer component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBCHome
Creates a EffectiveAndNominalInterestJDBC bean that encapsulates a corresponding EffectiveAndNominalInterest component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBCHome
Creates a ValueReturnYieldJDBC bean that encapsulates a corresponding ValueReturnYield component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBCHome
Creates a InterestJDBC bean that encapsulates a corresponding Interest component.
create(String, String, String, String, Properties, String, String, String, String, Properties) - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBCHome
Creates a InterestDerivativesJDBC bean that encapsulates a corresponding InterestDerivatives component.
currentPrice(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method currentPrice(double, double, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
currentPrice(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the current price of a fixed-interest bond where there is an integer number of years until the redemption of the bond.
currentPrice(double, double, int) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method currentPrice(double, double, int) as defined in the FixedInterestBonds remote interface.
currentPrice(double, double, int) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the current price of a fixed-interest bond where there is an integer number of years until the redemption of the bond.

D

dateToCalendar(Date) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
Gets the Calendar instance equivalent to Date instance, date.
DayCountConventions - class webcab.lib.calendar.cities.DayCountConventions.
This utility class handles calculations related to day count conventions.
DAYS_IN_A_WEEK - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
The number of days within a week.
daysBetween(Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Calculates and returns the number of days between two dates.
daysBetween(Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Calculates and returns the number of days between two dates.
daysBetween(Date, Date, String) - Static method in class webcab.lib.calendar.cities.DayCountConventions
This method returns the number of days between two dates, taking into account the given day count convention and the fact that the second date is within a year's time after the first date.
daysBetweenAsDouble(Date, Date, BusinessCalendar) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method returns the number of days between two given dates as a rational number ( a double value ).
daysBetweenAsDouble(Date, Date, String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method returns the number of days between two given dates as a rational number ( a double value ).
daysBetweenAsPercentAtYear(Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Returns the number of days between start and end dates as percent at year.
daysBetweenAsPercentAtYear(Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Calculates and returns the number of days between a start and end date as a percentage of a year.
daysOfWeekBetween(int, Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Calculates and returns the number of a certain day of week between two dates.
daysOfWeekBetween(int, Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Calculates and returns the number of a certain day (Monday's or Tuesday's etc) of a week which lie between between two dates.
DEFAULT_CALENDAR_NAME - Static variable in class webcab.lib.calendar.BusinessCalendarUtilities
A string constant which identifies the DefaultBusinessCalendar implementation.
DefaultBusinessCalendar - class webcab.lib.calendar.cities.DefaultBusinessCalendar.
A default implementation of the AbstractBusinessCalendar class.
DELTA - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
depositAfterOnePeriod(double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method depositAfterOnePeriod(double, double) as defined in the Interest remote interface.
depositAfterOnePeriod(double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculates the accumulated value of an interest bearing investment after the initial interest payment.
depreciation(double[], double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method depreciation(double[], double) as defined in the Interest remote interface.
depreciation(double[], double) - Method in interface com.webcab.ejb.finance.interest.Interest
Evaluates the value (or book value) of an asset after a number of time periods which may have differing rates of depreciation.
depreciation(double, double, int) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method depreciation(double, double, int) as defined in the Interest remote interface.
depreciation(double, double, int) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculates an assets value (or book value) at the end of a number of time periods when an assets constant rate of depreciation is known.
depreciationRate(double, double, int) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method depreciationRate(double, double, int) as defined in the Interest remote interface.
depreciationRate(double, double, int) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculates the average depreciation rate of an asset after a given number of time periods of equal duration.
Developer - interface com.webcab.ejb.finance.interest.Developer.
Within this Enterprise JavaBean we offer methods for the evaluation of arithmetic and geometric progressions.
DeveloperDemoException - exception com.webcab.ejb.finance.interest.DeveloperDemoException.
This exception is thrown by the demo version of the Developer EJB component after the number of maximum business method invocations has been reached.
DeveloperDemoException() - Constructor for class com.webcab.ejb.finance.interest.DeveloperDemoException
 
DeveloperDemoException(Exception) - Constructor for class com.webcab.ejb.finance.interest.DeveloperDemoException
 
DeveloperDemoException(String) - Constructor for class com.webcab.ejb.finance.interest.DeveloperDemoException
 
DeveloperHome - interface com.webcab.ejb.finance.interest.DeveloperHome.
The home interface of the stateless Developer Enterprise JavaBeansTM component.
DeveloperJDBC - interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC.
A JDBC interface for the Developer Enterprise JavaBean.
DeveloperJDBCException - exception com.webcab.ejb.finance.interest.jdbc.DeveloperJDBCException.
Exception to signal JDBC problems while calling the DeveloperJDBC Enterprise JavaBean.
DeveloperJDBCException(String) - Constructor for class com.webcab.ejb.finance.interest.jdbc.DeveloperJDBCException
 
DeveloperJDBCHome - interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBCHome.
Home interface of the DeveloperJDBC Enterprise JavaBean.
DeveloperLocal - interface com.webcab.ejb.finance.interest.DeveloperLocal.
Local interface of Developer.
DeveloperLocalHome - interface com.webcab.ejb.finance.interest.DeveloperLocalHome.
Local Home interface of the Developer Enterprise JavaBean.
differentiate(int) - Method in interface com.webcab.ejb.finance.bonds.pricing.KOrderDiff
 
DOWN - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
Indicates that the barrier is below the initial variable value.
duration(double, double[], Date, Date[], double, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method duration(double, double[], java.util.Date, java.util.Date[], double, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the DurationConvexity remote interface.
duration(double, double[], Date, Date[], double, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Evaluates the duration of a bond with a continuous interest yield where the cash flows (or payments) made in terms of amount and time of payment are known.
duration(double, double[], double[], double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method duration(double, double[], double[], double, double) as defined in the DurationConvexity remote interface.
duration(double, double[], double[], double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Evaluates the duration of a bond with a continuous interest yield where the cash flows (or payments) made in terms of amount and time of payment are known.
DurationConvexity - interface com.webcab.ejb.finance.bonds.DurationConvexity.
Within this Enterprise JavaBean we provide methods for the evaluation and application of the duration and convexity of a bond.
DurationConvexityDemoException - exception com.webcab.ejb.finance.bonds.DurationConvexityDemoException.
This exception is thrown by the demo version of the DurationConvexity EJB component after the number of maximum business method invocations has been reached.
DurationConvexityDemoException() - Constructor for class com.webcab.ejb.finance.bonds.DurationConvexityDemoException
 
DurationConvexityDemoException(Exception) - Constructor for class com.webcab.ejb.finance.bonds.DurationConvexityDemoException
 
DurationConvexityDemoException(String) - Constructor for class com.webcab.ejb.finance.bonds.DurationConvexityDemoException
 
DurationConvexityHome - interface com.webcab.ejb.finance.bonds.DurationConvexityHome.
The home interface of the stateless DurationConvexity Enterprise JavaBeansTM component.
DurationConvexityJDBC - interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC.
A JDBC interface for the DurationConvexity Enterprise JavaBean.
DurationConvexityJDBCException - exception com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBCException.
Exception to signal JDBC problems while calling the DurationConvexityJDBC Enterprise JavaBean.
DurationConvexityJDBCException(String) - Constructor for class com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBCException
 
DurationConvexityJDBCHome - interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBCHome.
Home interface of the DurationConvexityJDBC Enterprise JavaBean.
DurationConvexityLocal - interface com.webcab.ejb.finance.bonds.DurationConvexityLocal.
Local interface of DurationConvexity.
DurationConvexityLocalHome - interface com.webcab.ejb.finance.bonds.DurationConvexityLocalHome.
Local Home interface of the DurationConvexity Enterprise JavaBean.
durationHedgeRatio(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method durationHedgeRatio(double, double, double, double) as defined in the DurationConvexity remote interface.
durationHedgeRatio(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Evaluates the duration-hedge ratio of an interest rate dependent asset such as a bond portfolio or a money market security.
durationOfPortfolio(double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method durationOfPortfolio(double[], double[]) as defined in the DurationConvexity remote interface.
durationOfPortfolio(double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Returns the duration of a portfolio of bonds when the duration and weight of each bond within the portfolio is known.
durationOfPortfolioValue(double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method durationOfPortfolioValue(double[], double[]) as defined in the DurationConvexity remote interface.
durationOfPortfolioValue(double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Returns the duration (in monetary terms) of a bond portfolio when the duration and value of each bond within the portfolio is known.

E

EffectiveAndNominalInterest - interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterest.
This Enterprise JavaBean offers methods for the conversion between differing number of conversion periods for effective interest, nominal interest and the real return.
EffectiveAndNominalInterestDemoException - exception com.webcab.ejb.finance.interest.EffectiveAndNominalInterestDemoException.
This exception is thrown by the demo version of the EffectiveAndNominalInterest EJB component after the number of maximum business method invocations has been reached.
EffectiveAndNominalInterestDemoException() - Constructor for class com.webcab.ejb.finance.interest.EffectiveAndNominalInterestDemoException
 
EffectiveAndNominalInterestDemoException(Exception) - Constructor for class com.webcab.ejb.finance.interest.EffectiveAndNominalInterestDemoException
 
EffectiveAndNominalInterestDemoException(String) - Constructor for class com.webcab.ejb.finance.interest.EffectiveAndNominalInterestDemoException
 
EffectiveAndNominalInterestHome - interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestHome.
The home interface of the stateless EffectiveAndNominalInterest Enterprise JavaBeansTM component.
EffectiveAndNominalInterestJDBC - interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC.
A JDBC interface for the EffectiveAndNominalInterest Enterprise JavaBean.
EffectiveAndNominalInterestJDBCException - exception com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBCException.
Exception to signal JDBC problems while calling the EffectiveAndNominalInterestJDBC Enterprise JavaBean.
EffectiveAndNominalInterestJDBCException(String) - Constructor for class com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBCException
 
EffectiveAndNominalInterestJDBCHome - interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBCHome.
Home interface of the EffectiveAndNominalInterestJDBC Enterprise JavaBean.
EffectiveAndNominalInterestLocal - interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestLocal.
Local interface of EffectiveAndNominalInterest.
EffectiveAndNominalInterestLocalHome - interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestLocalHome.
Local Home interface of the EffectiveAndNominalInterest Enterprise JavaBean.
EUROPE_30_360 - Static variable in class webcab.lib.calendar.cities.DayCountConventions
This string identifies the European 30/360 day count convention.
EvaluationException - exception com.webcab.ejb.finance.bonds.pricing.EvaluationException.
This exception signals errors in the wrapper Enterprise JavaBeans.
EXPLICIT - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
This constant identifies the explicit finite differencing algorithm

F

FixedInterestBonds - interface com.webcab.ejb.finance.bonds.FixedInterestBonds.
Within this Enterprise JavaBean we consider what is generally referred to as fixed-interest bonds.
FixedInterestBondsDemoException - exception com.webcab.ejb.finance.bonds.FixedInterestBondsDemoException.
This exception is thrown by the demo version of the FixedInterestBonds EJB component after the number of maximum business method invocations has been reached.
FixedInterestBondsDemoException() - Constructor for class com.webcab.ejb.finance.bonds.FixedInterestBondsDemoException
 
FixedInterestBondsDemoException(Exception) - Constructor for class com.webcab.ejb.finance.bonds.FixedInterestBondsDemoException
 
FixedInterestBondsDemoException(String) - Constructor for class com.webcab.ejb.finance.bonds.FixedInterestBondsDemoException
 
FixedInterestBondsHome - interface com.webcab.ejb.finance.bonds.FixedInterestBondsHome.
The home interface of the stateless FixedInterestBonds Enterprise JavaBeansTM component.
FixedInterestBondsJDBC - interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC.
A JDBC interface for the FixedInterestBonds Enterprise JavaBean.
FixedInterestBondsJDBCException - exception com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBCException.
Exception to signal JDBC problems while calling the FixedInterestBondsJDBC Enterprise JavaBean.
FixedInterestBondsJDBCException(String) - Constructor for class com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBCException
 
FixedInterestBondsJDBCHome - interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBCHome.
Home interface of the FixedInterestBondsJDBC Enterprise JavaBean.
FixedInterestBondsLocal - interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal.
Local interface of FixedInterestBonds.
FixedInterestBondsLocalHome - interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocalHome.
Local Home interface of the FixedInterestBonds Enterprise JavaBean.
forceOfInterest(double) - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestLocal
Method forceOfInterest(double) as defined in the EffectiveAndNominalInterest remote interface.
forceOfInterest(double) - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterest
Evaluates the force of interest with respect a given period from a given interest rate expressed within respect to the same period.
forwardRate(double, double, Date, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.ForwardRatesLocal
Method forwardRate(double, double, java.util.Date, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the ForwardRates remote interface.
forwardRate(double, double, Date, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.ForwardRates
Calculates the forward rate for a period of time between the `firstMaturity' and the `secondMaturity' when the continuously compounded zero rates for the `firstMaturity' and `secondMaturity' are known.
forwardRate(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.ForwardRatesLocal
Method forwardRate(double, double, double, double) as defined in the ForwardRates remote interface.
forwardRate(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.ForwardRates
Calculates the forward rate for a period of time between the `firstMaturity' and the `secondMaturity' when the continuously compounded zero rates for the `firstMaturity' and `secondMaturity' are known.
forwardRateAgreement(double, double, Date, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.ForwardRatesLocal
Method forwardRateAgreement(double, double, java.util.Date, java.util.Date, java.util.Date, double, double, webcab.lib.calendar.BusinessCalendar) as defined in the ForwardRates remote interface.
forwardRateAgreement(double, double, Date, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.ForwardRates
Calculates the value of the forward rate agreement (FRA) for a holder which pays an interest rate `agreedRate' within the period between `firstMaturity' and `secondMaturity' on a principle sum `principle'.
forwardRateAgreement(double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.ForwardRatesLocal
Method forwardRateAgreement(double, double, double, double, double, double) as defined in the ForwardRates remote interface.
forwardRateAgreement(double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.ForwardRates
Calculates the value of the forward rate agreement (FRA) for a holder which pays an interest rate `agreedRate' within the period between `firstMaturity' and `secondMaturity' on a principle sum `principle'.
ForwardRates - interface com.webcab.ejb.finance.bonds.ForwardRates.
Within this Enterprise JavaBean we provide methods for the evaluation of forward rates and forward rate agreements.
ForwardRatesDemoException - exception com.webcab.ejb.finance.bonds.ForwardRatesDemoException.
This exception is thrown by the demo version of the ForwardRates EJB component after the number of maximum business method invocations has been reached.
ForwardRatesDemoException() - Constructor for class com.webcab.ejb.finance.bonds.ForwardRatesDemoException
 
ForwardRatesDemoException(Exception) - Constructor for class com.webcab.ejb.finance.bonds.ForwardRatesDemoException
 
ForwardRatesDemoException(String) - Constructor for class com.webcab.ejb.finance.bonds.ForwardRatesDemoException
 
ForwardRatesHome - interface com.webcab.ejb.finance.bonds.ForwardRatesHome.
The home interface of the stateless ForwardRates Enterprise JavaBeansTM component.
ForwardRatesJDBC - interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC.
A JDBC interface for the ForwardRates Enterprise JavaBean.
ForwardRatesJDBCException - exception com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBCException.
Exception to signal JDBC problems while calling the ForwardRatesJDBC Enterprise JavaBean.
ForwardRatesJDBCException(String) - Constructor for class com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBCException
 
ForwardRatesJDBCHome - interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBCHome.
Home interface of the ForwardRatesJDBC Enterprise JavaBean.
ForwardRatesLocal - interface com.webcab.ejb.finance.bonds.ForwardRatesLocal.
Local interface of ForwardRates.
ForwardRatesLocalHome - interface com.webcab.ejb.finance.bonds.ForwardRatesLocalHome.
Local Home interface of the ForwardRates Enterprise JavaBean.
FULLY_IMPLICIT - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
This constant identifies the fully implicit finite differencing algorithm
Function - interface com.webcab.ejb.finance.bonds.pricing.Function.
 

G

GAMMA - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
GEOMETRIC - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
This constant identifies the geometric averaging type.
getInstance() - Static method in class webcab.lib.calendar.cities.TokyoBusinessCalendar
The only way of getting a TokyoBusinessCalendar instance.
getInstance() - Static method in class webcab.lib.calendar.cities.NewYorkBusinessCalendar
The only way of getting a NewYorkBusinessCalendar instance.
getInstance() - Static method in class webcab.lib.calendar.cities.LondonBusinessCalendar
The only way of getting a LondonBusinessCalendar instance.
getInstance() - Static method in class webcab.lib.calendar.cities.DefaultBusinessCalendar
Returns an instance of the DefaultBusinessCalendar.
getInstance(String) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
Factory method for getting specific business calendars.
getKOrderDerivative(int, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.KOrderDiff
 
getMaxPrice(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method getMaxPrice(double) as defined in the InterestDerivatives remote interface.
getMaxPrice(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Returns the maximum value of the estimated price expected for a given confidence level for the last Monte Carlo simulation performed of the set contract (i.e. asset) in accordance with the price, volatility and interest rate models used.
getMinPrice(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method getMinPrice(double) as defined in the InterestDerivatives remote interface.
getMinPrice(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Returns the minimum value of the estimated price expected for a given confidence level for the last Monte Carlo simulation performed of the set contract (i.e. asset) in accordance with the price, volatility and interest rate models used.
getName() - Method in interface webcab.lib.calendar.BusinessCalendar
Returns the name of this business calendar
getName() - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Return the name of the this BusinessCalendar.
getPrice() - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method getPrice() as defined in the InterestDerivatives remote interface.
getPrice() - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Returns the price of the contract set (i.e. asset) priced in accordance with the price, volatility and interest rate models set using the Monte Carlo simulation performed.
getStddev() - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method getStddev() as defined in the InterestDerivatives remote interface.
getStddev() - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Returns the standard deviation of the price estimate given by the last Monte Carlo simulation performed of the set contract (i.e. asset) in accordance with the price, volatility and interest rate models used.
getValueAt(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.Function
 
getValueAt(double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.Surface
 
grossRedemptionYield(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method grossRedemptionYield(double, double, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
grossRedemptionYield(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the gross redemption yield (in decimal format) of a fixed-interest bond on an interest payment date where there is an integer number of years until the bond matures.
grossRedemptionYield(double, double, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method grossRedemptionYield(double, double, java.util.Date, java.util.Date, double, double, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
grossRedemptionYield(double, double, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the gross redemption yield of a fixed interest bond on an interest bearing date where there is an integer number of years until redemption (i.e. maturity).
grossRedemptionYield(double, double, double, Date, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method grossRedemptionYield(double, double, double, java.util.Date, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
grossRedemptionYield(double, double, double, Date, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the gross redemption yield if there is less than half a year to the next coupon payment and there is a whole number of years from the next coupon until the maturity of the bond.
grossRedemptionYield(double, double, double, Date, Date, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method grossRedemptionYield(double, double, double, java.util.Date, java.util.Date, java.util.Date, java.util.Date, double, double, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
grossRedemptionYield(double, double, double, Date, Date, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the gross redemption yield if there is less than half a year to the next coupon payment and there in an whole number of years from the next coupon until the maturity of the bond.
grossRedemptionYield(double, double, double, int, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method grossRedemptionYield(double, double, double, int, double) as defined in the FixedInterestBonds remote interface.
grossRedemptionYield(double, double, double, int, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the gross redemption yield if there is less than half a year to the next coupon payment and there is a whole number of years from the next coupon until the maturity of the bond.
grossRedemptionYield(double, double, double, int, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method grossRedemptionYield(double, double, double, int, double, double, double) as defined in the FixedInterestBonds remote interface.
grossRedemptionYield(double, double, double, int, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the gross redemption yield if there is less than half a year to the next coupon payment and there in an whole number of years from the next coupon until the maturity of the bond.
grossRedemptionYield(double, double, int) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method grossRedemptionYield(double, double, int) as defined in the FixedInterestBonds remote interface.
grossRedemptionYield(double, double, int) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the gross redemption yield (in decimal format) of a fixed-interest bond on an interest payment date where there is an integer number of years until the bond matures.
grossRedemptionYield(double, double, int, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method grossRedemptionYield(double, double, int, double, double) as defined in the FixedInterestBonds remote interface.
grossRedemptionYield(double, double, int, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the gross redemption yield of a fixed interest bond on an interest bearing date where there is an integer number of years until redemption (i.e. maturity).

H

holdingPeriodReturn(double, double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method holdingPeriodReturn(double, double, double, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
holdingPeriodReturn(double, double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the half-yearly holding period return on an interest payment date when the bond is held for a (whole) number of years.
holdingPeriodReturn(double, double, double, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method holdingPeriodReturn(double, double, double, java.util.Date, java.util.Date, double, double, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
holdingPeriodReturn(double, double, double, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the half-yearly holding period return on an interest payment date when the asset is held for a whole number of years in accordance with user defined algorithm specific parameters.
holdingPeriodReturn(double, double, double, int) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method holdingPeriodReturn(double, double, double, int) as defined in the FixedInterestBonds remote interface.
holdingPeriodReturn(double, double, double, int) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the half-yearly holding period return on an interest payment date when the bond is held for a (whole) number of years.
holdingPeriodReturn(double, double, double, int, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method holdingPeriodReturn(double, double, double, int, double, double) as defined in the FixedInterestBonds remote interface.
holdingPeriodReturn(double, double, double, int, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the half-yearly holding period return on an interest payment date when the asset is held for a whole number of years in accordance with user defined algorithm specific parameters.

I

IN - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
Indicates that the contract pays when triggered.
initialDeposit(double, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method initialDeposit(double, double, double) as defined in the Interest remote interface.
initialDeposit(double, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Returns the amount which initially needs to be deposited within an interest bearing investment in order to attain a pre-determined amount at a future date.
initialInvestment(double, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method initialInvestment(double, double, double) as defined in the Interest remote interface.
initialInvestment(double, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Evaluates the amount which needs to be initially invested within a continuously compounded investment in order to achieve a certain level of return.
initialWorth(double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method initialWorth(double, double, double, double, double, double) as defined in the Interest remote interface.
initialWorth(double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Evaluates the amount needed to be initially invested in order for the real worth of a fixed interest bearing investment to have a pre-determined real worth at expiry.
instance() - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC
This method returns the underlying EJB instance of the TreasuryPrice business class.
instance() - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC
This method returns the underlying EJB instance of the ForwardRates business class.
instance() - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC
This method returns the underlying EJB instance of the FixedInterestBonds business class.
instance() - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC
This method returns the underlying EJB instance of the DurationConvexity business class.
instance() - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC
This method returns the underlying EJB instance of the CalculatingZeroRates business class.
instance() - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC
This method returns the underlying EJB instance of the ValueOfAnnuityCertain business class.
instance() - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC
This method returns the underlying EJB instance of the Developer business class.
instance() - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC
This method returns the underlying EJB instance of the EffectiveAndNominalInterest business class.
instance() - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC
This method returns the underlying EJB instance of the ValueReturnYield business class.
instance() - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC
This method returns the underlying EJB instance of the Interest business class.
instance() - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC
This method returns the underlying EJB instance of the InterestDerivatives business class.
integrate(int) - Method in interface com.webcab.ejb.finance.bonds.pricing.Function
 
integrateFrom(double, int) - Method in interface com.webcab.ejb.finance.bonds.pricing.Function
 
Interest - interface com.webcab.ejb.finance.interest.Interest.
This Enterprise JavaBean performs calculations related to investments which pay a simple or compound interest.
InterestDemoException - exception com.webcab.ejb.finance.interest.InterestDemoException.
This exception is thrown by the demo version of the Interest EJB component after the number of maximum business method invocations has been reached.
InterestDemoException() - Constructor for class com.webcab.ejb.finance.interest.InterestDemoException
 
InterestDemoException(Exception) - Constructor for class com.webcab.ejb.finance.interest.InterestDemoException
 
InterestDemoException(String) - Constructor for class com.webcab.ejb.finance.interest.InterestDemoException
 
InterestDerivatives - interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives.
The Interest Derivatives (BETA) Module is only included here for demonstration purposes.
InterestDerivativesDemoException - exception com.webcab.ejb.finance.bonds.pricing.InterestDerivativesDemoException.
This exception is thrown by the demo version of the InterestDerivatives EJB component after the number of maximum business method invocations has been reached.
InterestDerivativesDemoException() - Constructor for class com.webcab.ejb.finance.bonds.pricing.InterestDerivativesDemoException
 
InterestDerivativesDemoException(Exception) - Constructor for class com.webcab.ejb.finance.bonds.pricing.InterestDerivativesDemoException
 
InterestDerivativesDemoException(String) - Constructor for class com.webcab.ejb.finance.bonds.pricing.InterestDerivativesDemoException
 
InterestDerivativesHome - interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesHome.
The home interface of the InterestDerivatives Enterprise JavaBeansTM component.
InterestDerivativesJDBC - interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC.
A JDBC interface for the InterestDerivatives Enterprise JavaBean.
InterestDerivativesJDBCException - exception com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBCException.
Exception to signal JDBC problems while calling the InterestDerivativesJDBC Enterprise JavaBean.
InterestDerivativesJDBCException(String) - Constructor for class com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBCException
 
InterestDerivativesJDBCHome - interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBCHome.
Home interface of the InterestDerivativesJDBC Enterprise JavaBean.
InterestDerivativesLocal - interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal.
Local interface of InterestDerivatives.
InterestDerivativesLocalHome - interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocalHome.
Local Home interface of the InterestDerivatives Enterprise JavaBean.
InterestException - exception com.webcab.ejb.finance.interest.InterestException.
This is the exception class of the Interest EJB module.
InterestException() - Constructor for class com.webcab.ejb.finance.interest.InterestException
 
InterestException(Exception) - Constructor for class com.webcab.ejb.finance.interest.InterestException
 
InterestException(String) - Constructor for class com.webcab.ejb.finance.interest.InterestException
 
InterestHome - interface com.webcab.ejb.finance.interest.InterestHome.
The home interface of the stateless Interest Enterprise JavaBeansTM component.
InterestJDBC - interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC.
A JDBC interface for the Interest Enterprise JavaBean.
InterestJDBCException - exception com.webcab.ejb.finance.interest.jdbc.InterestJDBCException.
Exception to signal JDBC problems while calling the InterestJDBC Enterprise JavaBean.
InterestJDBCException(String) - Constructor for class com.webcab.ejb.finance.interest.jdbc.InterestJDBCException
 
InterestJDBCHome - interface com.webcab.ejb.finance.interest.jdbc.InterestJDBCHome.
Home interface of the InterestJDBC Enterprise JavaBean.
InterestLocal - interface com.webcab.ejb.finance.interest.InterestLocal.
Local interface of Interest.
InterestLocalHome - interface com.webcab.ejb.finance.interest.InterestLocalHome.
Local Home interface of the Interest Enterprise JavaBean.
isHoliday(Calendar) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns true if the specified date calendar is a working day.
isHoliday(Calendar) - Method in class webcab.lib.calendar.cities.TokyoBusinessCalendar
Returns true if the specified date calendar is a working day.
isHoliday(Calendar) - Method in class webcab.lib.calendar.cities.NewYorkBusinessCalendar
Returns true if the specified date calendar is a working day.
isHoliday(Calendar) - Method in class webcab.lib.calendar.cities.LondonBusinessCalendar
Returns true if the specified date calendar is a working day.
isHoliday(Calendar) - Method in class webcab.lib.calendar.cities.DefaultBusinessCalendar
Returns true if the specified date calendar is a working day.
isHoliday(Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Returns true if the specified date calendar is not working day.
isHoliday(Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns true if the specified date calendar is a working day.
isWorkingDay(Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Returns true if the specified date calendar is a working day.
isWorkingDay(Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns true if the specified date calendar is a working day.

K

KOrderDiff - interface com.webcab.ejb.finance.bonds.pricing.KOrderDiff.
 

L

LONDON_CALENDAR_NAME - Static variable in class webcab.lib.calendar.BusinessCalendarUtilities
A string constant which identifies the LondonBusinessCalendar implementation.
LondonBusinessCalendar - class webcab.lib.calendar.cities.LondonBusinessCalendar.
London business calendar.

M

MAX - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
MILLISECONDS_IN_A_DAY - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
The number of milliseconds within a day.
MILLISECONDS_IN_A_HOUR - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
The number of milliseconds within a hour.
MILLISECONDS_IN_A_MINUTE - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
The number of milliseconds within a minute.
MILLISECONDS_IN_A_SECOND - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
The number of milliseconds within a second.
MIN - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 

N

netRedemptionYield(double, double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method netRedemptionYield(double, double, double, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
netRedemptionYield(double, double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the net redemption yield excluding capital gains tax (CGT) where the term to redemption is an integer number of years.
netRedemptionYield(double, double, double, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method netRedemptionYield(double, double, double, java.util.Date, java.util.Date, double, double, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
netRedemptionYield(double, double, double, Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the net redemption yield excluding capital gains tax (CGT) where the term to redemption is an integer number of years.
netRedemptionYield(double, double, double, int) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method netRedemptionYield(double, double, double, int) as defined in the FixedInterestBonds remote interface.
netRedemptionYield(double, double, double, int) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the net redemption yield excluding capital gains tax (CGT) where the term to redemption is an integer number of years.
netRedemptionYield(double, double, double, int, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method netRedemptionYield(double, double, double, int, double, double) as defined in the FixedInterestBonds remote interface.
netRedemptionYield(double, double, double, int, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Calculates the net redemption yield excluding capital gains tax (CGT) where the term to redemption is an integer number of years.
NEWYORK_CALENDAR_NAME - Static variable in class webcab.lib.calendar.BusinessCalendarUtilities
A string constant which identifies the NewYorkBusinessCalendar implementation.
NewYorkBusinessCalendar - class webcab.lib.calendar.cities.NewYorkBusinessCalendar.
New York business calendar.
nextHoliday(Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Returns the next holiday day after date date.
nextHoliday(Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns the next holiday day after a given date.
nextPaymentDate(Date[], Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Returns the index of the next payment date related to date.
nextPaymentDate(Date[], Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns the index of the next payment date related to a given date, when the array of all payment dates is known.
nextWorkingDay(Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Returns the next working day after date date.
nextWorkingDay(Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns the next working day after a given date.
nominalRateOfInterest(double, int) - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestLocal
Method nominalRateOfInterest(double, int) as defined in the EffectiveAndNominalInterest remote interface.
nominalRateOfInterest(double, int) - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterest
Converts the effective annual nominal rate of interest to the nominal rate of interest convertible `noOfPeriods'-yearly.
nominalYield(double, double) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYieldLocal
Method nominalYield(double, double) as defined in the ValueReturnYield remote interface.
nominalYield(double, double) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYield
Calculates the nominal yield of an investment knowing the annual interest and rate of inflation.
NoSolutionException - exception com.webcab.ejb.finance.bonds.NoSolutionException.
This is an exception thrown when a solution to the equation cannot be found.
NoSolutionException() - Constructor for class com.webcab.ejb.finance.bonds.NoSolutionException
 
NotDefinedException - exception com.webcab.ejb.finance.bonds.pricing.NotDefinedException.
 

O

oneSelect(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String) - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC
Invokes method methodName once using values from running one SELECT statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.ForwardRatesJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.FixedInterestBondsJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.DurationConvexityJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.jdbc.CalculatingZeroRatesJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.DeveloperJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.EffectiveAndNominalInterestJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.interest.jdbc.InterestJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
oneSelect(String, String, String) - Method in interface com.webcab.ejb.finance.bonds.pricing.jdbc.InterestDerivativesJDBC
Invokes method methodName once using values from running one SELECT statement and writes the result(s) back to the database running one INSERT/UPDATE statement.
OUT - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
Indicates that the contract pays when not triggered.

P

PARASIAN - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
Used internally.
PARISIAN - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
Used internally.
parYield(double, Date, Date, boolean, double, Date[], double[], BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method parYield(double, java.util.Date, java.util.Date, boolean, double, java.util.Date[], double[], webcab.lib.calendar.BusinessCalendar) as defined in the TreasuryPrice remote interface.
parYield(double, Date, Date, boolean, double, Date[], double[], BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
We evaluate the Par Yield of a Treasury bond which pays annual or semi-annual coupons.
parYield(double, double, boolean, double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method parYield(double, double, boolean, double, double[], double[]) as defined in the TreasuryPrice remote interface.
parYield(double, double, boolean, double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
We evaluate the Par Yield of a Treasury bond which pays annual or semi-annual coupons.
paymentsOfOnePerInterval(double, int) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainLocal
Method paymentsOfOnePerInterval(double, int) as defined in the ValueOfAnnuityCertain remote interface.
paymentsOfOnePerInterval(double, int) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertain
Evaluates the present value of an annuity which consists of a series of payments of one per interval payable in arrears for all intervals.
paymentsOfOnePerIntervalInAdvance(double, int) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainLocal
Method paymentsOfOnePerIntervalInAdvance(double, int) as defined in the ValueOfAnnuityCertain remote interface.
paymentsOfOnePerIntervalInAdvance(double, int) - Method in interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertain
Calculates the present value of an annuity which consists of a series of payments of one per interval payable in advance for all intervals.
percentagePriceChange(double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method percentagePriceChange(double, double) as defined in the DurationConvexity remote interface.
percentagePriceChange(double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Returns the percentage change of the bonds price by a small parallel shift of the interest rate curve which the bonds depends on.
percentagePriceChange(double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method percentagePriceChange(double, double[], double[]) as defined in the DurationConvexity remote interface.
percentagePriceChange(double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Return the percentage change in a bond portfolio's value for a small parallel shift of all the interest rate curves which the bonds within the portfolio depend on.
percentagePriceChange(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method percentagePriceChange(double, double, double) as defined in the DurationConvexity remote interface.
percentagePriceChange(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Evaluates the percentage price change in a bond portfolio's value when the (annual) interest rates (expressed in decimal format) experience a small parallel shift.
percentagePriceChange(double, double, int, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method percentagePriceChange(double, double, int, double) as defined in the DurationConvexity remote interface.
percentagePriceChange(double, double, int, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Evaluates the percentage change in a bond portfolios value when interest rates experience a small parallel shift.
presentValue(double, double, double) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYieldLocal
Method presentValue(double, double, double) as defined in the ValueReturnYield remote interface.
presentValue(double, double, double) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYield
Calculates the initial amount of money which has to be invested within a fixed interest bearing investment in order to accumulate a given final sum.
presentValue(double, double, double, double, int, int) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYieldLocal
Method presentValue(double, double, double, double, int, int) as defined in the ValueReturnYield remote interface.
presentValue(double, double, double, double, int, int) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYield
Calculates the initial amount of money which has to be invested in order to accumulate a given final worth (that is, an inflation adjusted sum) from an fixed interest bearing investment.
previousPaymentDate(Date[], Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Returns the index of the previous payment date related to date.
previousPaymentDate(Date[], Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Returns the index of the previous payment date related to a given date, when the array of payments dates is known.
PRICE - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
PRICE_VOLATILITY - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
priceOfBond(double, Date, Date, double, double[], Date[], double[], BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method priceOfBond(double, java.util.Date, java.util.Date, double, double[], java.util.Date[], double[], webcab.lib.calendar.BusinessCalendar) as defined in the TreasuryPrice remote interface.
priceOfBond(double, Date, Date, double, double[], Date[], double[], BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
Evaluates the price of a Treasury bond by discounting the cash flows until maturity in accordance with the corresponding continuously compounded zero rate.
priceOfBond(double, double[], Date, Date[], double, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method priceOfBond(double, double[], java.util.Date, java.util.Date[], double, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the DurationConvexity remote interface.
priceOfBond(double, double[], Date, Date[], double, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
This method evaluates the price of a bond via the relationship between its yield and cash flows.
priceOfBond(double, double[], double[], double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method priceOfBond(double, double[], double[], double, double) as defined in the DurationConvexity remote interface.
priceOfBond(double, double[], double[], double, double) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
This method evaluates the price of a bond via the relationship between its yield and cash flows.
priceOfBond(double, double, double, double[], double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method priceOfBond(double, double, double, double[], double[], double[]) as defined in the TreasuryPrice remote interface.
priceOfBond(double, double, double, double[], double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
Evaluates the price of a Treasury bond by discounting the cash flows until maturity in accordance with the corresponding continuously compounded zero rate.
PUT - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
This constant identifies a put option.

R

RATE - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
realReturn(double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method realReturn(double, double) as defined in the Interest remote interface.
realReturn(double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculates the real return of an interest bearing investment over a given period when the average rate of inflation and the average rate of interest over that period are known.
realReturn(double, double, int, int) - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterestLocal
Method realReturn(double, double, int, int) as defined in the EffectiveAndNominalInterest remote interface.
realReturn(double, double, int, int) - Method in interface com.webcab.ejb.finance.interest.EffectiveAndNominalInterest
Calculates the real return of a `newNoOfPeriods'-yearly rate when the return with respect to a `noOfPeriods'-yearly rate and the annual inflation is known.
realReturnEurope(double, double, int, int) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method realReturnEurope(double, double, int, int) as defined in the Interest remote interface.
realReturnEurope(double, double, int, int) - Method in interface com.webcab.ejb.finance.interest.Interest
Evaluates the real return from an interest bearing investment over equal time periods when the annual rate of inflation is quoted according to the European day count convention of 360 days per annum.
realReturnGeneral(double, double, int, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method realReturnGeneral(double, double, int, double, double) as defined in the Interest remote interface.
realReturnGeneral(double, double, int, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculate the real return of a fixed interest bearing investment over equal time periods when the fixed `annual' rate of inflation is known.
realReturnRepo(double, double, double, double) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYieldLocal
Method realReturnRepo(double, double, double, double) as defined in the ValueReturnYield remote interface.
realReturnRepo(double, double, double, double) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYield
Calculates the real return of a Repo agreement when the initial purchase price and the final payment and annual rate of inflation is known.
realReturnUkJapan(double, double, int, int) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method realReturnUkJapan(double, double, int, int) as defined in the Interest remote interface.
realReturnUkJapan(double, double, int, int) - Method in interface com.webcab.ejb.finance.interest.Interest
Evaluates the real return from an interest bearing investment over equal time periods when the annual rate of inflation is quoted according to the UK and Japanese day count convention of 365 days per annum.
realWorth(double, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method realWorth(double, double, double) as defined in the Interest remote interface.
realWorth(double, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculates the real worth of an interest bearing investment over a given period when the average rate of inflation and the average interest rate over the investment period are known.
realWorthEurope(double, double, int, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method realWorthEurope(double, double, int, double, double) as defined in the Interest remote interface.
realWorthEurope(double, double, int, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculate the real worth of a fixed rate interest bearing investment over `noOfPeriods' periods of time according to the European convention for quoting the annual inflation over 360 days.
realWorthGeneral(double, double, int, int, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method realWorthGeneral(double, double, int, int, double, double) as defined in the Interest remote interface.
realWorthGeneral(double, double, int, int, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculate the real worth of a fixed rate interest bearing investment over equal time periods when the annual rate of inflation is quoted with respect to some integer number of days.
realWorthUkJapan(double, double, int, double, double) - Method in interface com.webcab.ejb.finance.interest.InterestLocal
Method realWorthUkJapan(double, double, int, double, double) as defined in the Interest remote interface.
realWorthUkJapan(double, double, int, double, double) - Method in interface com.webcab.ejb.finance.interest.Interest
Calculate the real worth of a fixed rate interest bearing investment according to the UK and Japanese convention for quoting the annual inflation over 365 days.
RHO - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
RISK_FREE_RATE - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
runSimulation(int, double, double, int, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method runSimulation(int, double, double, int, double) as defined in the InterestDerivatives remote interface.
runSimulation(int, double, double, int, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Performs the Monte Carlo simulation for the set (cash or derivative) contract, in accordance to the set price model, interest rate model and volatility model; and returns the result found when it satisfies a given level in confidence and maximum relative error.
runSimulation(int, int, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method runSimulation(int, int, double) as defined in the InterestDerivatives remote interface.
runSimulation(int, int, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Performs the Monte Carlo simulation for a fixed number of random walks for the set (cash or derivative) contract, in accordance to the set price model, interest rate model and volatility model.

S

setAsianOptionContract(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setAsianOptionContract(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double) as defined in the InterestDerivatives remote interface.
setAsianOptionContract(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements an Asian option contract.
setBinaryOptionContract(BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setBinaryOptionContract(BlackScholesConstants, double, double, double) as defined in the InterestDerivatives remote interface.
setBinaryOptionContract(BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a stock Binary option contract.
setBlackDermanToyRateModel(Function, KOrderDiff, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setBlackDermanToyRateModel(Function, KOrderDiff, double) as defined in the InterestDerivatives remote interface.
setBlackDermanToyRateModel(Function, KOrderDiff, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Black, Derman & Toy (BDT) one factor stochastic spot rate model.
setBlackKarasinskiRateModel(Function, Function, Function, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setBlackKarasinskiRateModel(Function, Function, Function, double) as defined in the InterestDerivatives remote interface.
setBlackKarasinskiRateModel(Function, Function, Function, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Black & Karasinski is a one factor stochastic spot rate model.
setBrennanSchwartzRateModel(double, double, double, double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setBrennanSchwartzRateModel(double, double, double, double, double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setBrennanSchwartzRateModel(double, double, double, double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Brennan & Schwartz two factor stochastic interest rate model.
setCapForwardContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setCapForwardContract(double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setCapForwardContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Cap contract which can only be priced in conjunction with a forward rate model.
setCapSpotContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setCapSpotContract(double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setCapSpotContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Cap contract which can be priced in conjunction with any interest rate model.
setConstantPriceModel(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setConstantPriceModel(double) as defined in the InterestDerivatives remote interface.
setConstantPriceModel(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the constant price model which assumes that the price is constant.
setConstantRateModel(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setConstantRateModel(double) as defined in the InterestDerivatives remote interface.
setConstantRateModel(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Constant Spot Rate model which assumes that the spot rate is a constant.
setConstantVolatilityModel(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setConstantVolatilityModel(double) as defined in the InterestDerivatives remote interface.
setConstantVolatilityModel(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the constant volatility model which is deterministic in nature.
setConstantYieldCurveModel(double[], double[], int, BlackScholesConstants, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setConstantYieldCurveModel(double[], double[], int, BlackScholesConstants, double) as defined in the InterestDerivatives remote interface.
setConstantYieldCurveModel(double[], double[], int, BlackScholesConstants, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Constant (in time) yield curve interest rate model.
setCouponBondContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setCouponBondContract(double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setCouponBondContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the fixed income security (i.e. contract) known as a Coupon Bond.
setCoxIngersollRossRateModel(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setCoxIngersollRossRateModel(double, double, double, double) as defined in the InterestDerivatives remote interface.
setCoxIngersollRossRateModel(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Cox, Ingersoll and Ross interest rate model.
setDeterministPriceModel(KOrderDiff, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setDeterministPriceModel(KOrderDiff, double) as defined in the InterestDerivatives remote interface.
setDeterministPriceModel(KOrderDiff, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a General Deterministic Price Model.
setDeterministVolatilityModel(KOrderDiff, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setDeterministVolatilityModel(KOrderDiff, double, double) as defined in the InterestDerivatives remote interface.
setDeterministVolatilityModel(KOrderDiff, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a General deterministic Volatility model.
setFittedHoLeeRateModel(double[], double[], int, BlackScholesConstants, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setFittedHoLeeRateModel(double[], double[], int, BlackScholesConstants, double, double) as defined in the InterestDerivatives remote interface.
setFittedHoLeeRateModel(double[], double[], int, BlackScholesConstants, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Ho & Lee model of the spot rate with automatic yield curve fitting using forward rates.
setFittedHullWhiteRateModel(double[], double[], int, BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setFittedHullWhiteRateModel(double[], double[], int, BlackScholesConstants, double, double, double) as defined in the InterestDerivatives remote interface.
setFittedHullWhiteRateModel(double[], double[], int, BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Hull & White model of the spot rate with automatic yield curve fitting using forward rates.
setFloorForwardContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setFloorForwardContract(double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setFloorForwardContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Floor contract which can only be priced in conjunction with forward curve models.
setFloorSpotContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setFloorSpotContract(double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setFloorSpotContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Floor contract which can be pricing in conjunction within any interest rate model.
setFongVasicekRateModel(double, double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setFongVasicekRateModel(double, double, double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setFongVasicekRateModel(double, double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Fong & Vasicek model which is a two factor model providing both the spot rate and the volatility of the spot rate.
setForwardContract(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setForwardContract(double, double, double) as defined in the InterestDerivatives remote interface.
setForwardContract(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a forward contract.
setForwardStartAtTheMoneyOptionContract(BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setForwardStartAtTheMoneyOptionContract(BlackScholesConstants, double, double, double) as defined in the InterestDerivatives remote interface.
setForwardStartAtTheMoneyOptionContract(BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Forward Start stock option contract.
setFutureContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setFutureContract(double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setFutureContract(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a futures contract.
setHJMRateModel(double[][], double[], double[], int, double, int, int, double, double, int) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setHJMRateModel(double[][], double[], double[], int, double, int, int, double, double, int) as defined in the InterestDerivatives remote interface.
setHJMRateModel(double[][], double[], double[], int, double, int, int, double, double, int) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Heath, Jarrow and Morton model of the forward rate curve.
setHoLeeRateModel(Function, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setHoLeeRateModel(Function, double, double) as defined in the InterestDerivatives remote interface.
setHoLeeRateModel(Function, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Ho & Lee one factor stochastic spot rate model which provide a spot rate process which is a semi martingale.
setHostonVolatilityModel(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setHostonVolatilityModel(double, double, double) as defined in the InterestDerivatives remote interface.
setHostonVolatilityModel(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Hoston Stochastic Volatility model.
setHullWhiteRateModel(Function, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setHullWhiteRateModel(Function, double, double, double) as defined in the InterestDerivatives remote interface.
setHullWhiteRateModel(Function, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Hull & White one factor stochastic spot rate model.
setHullWhiteVolatilityModel(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setHullWhiteVolatilityModel(double, double, double, double) as defined in the InterestDerivatives remote interface.
setHullWhiteVolatilityModel(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Hull & White Stochastic model of the Variance (recall that, volatility = sqrt(variance)).
setLadderOption(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double[], double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setLadderOption(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double[], double) as defined in the InterestDerivatives remote interface.
setLadderOption(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double[], double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Ladder option contract.
setLognormalPriceModel(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setLognormalPriceModel(double) as defined in the InterestDerivatives remote interface.
setLognormalPriceModel(double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Lognormal model of the dynamics of the asset prices.
setLongstaffSchwartzRateModel(double, double, double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setLongstaffSchwartzRateModel(double, double, double, double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setLongstaffSchwartzRateModel(double, double, double, double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Longstaff & Schwartz two factor stochastic interest rate model.
setLookbackOption(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setLookbackOption(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double) as defined in the InterestDerivatives remote interface.
setLookbackOption(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Lookback option contract.
setPoissonPriceModel(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setPoissonPriceModel(double, double, double) as defined in the InterestDerivatives remote interface.
setPoissonPriceModel(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the jump-diffusion price model for the dynamics of asset prices.
setPriceBarrier(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setPriceBarrier(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double, double) as defined in the InterestDerivatives remote interface.
setPriceBarrier(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Barrier, Parisian or Parasian contract triggered by a price with a simple constant barrier.
setSimplifiedBGMRateModel(double[], double[], double[], int, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setSimplifiedBGMRateModel(double[], double[], double[], int, double) as defined in the InterestDerivatives remote interface.
setSimplifiedBGMRateModel(double[], double[], double[], int, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Brace, Gatarek and Musiela (BGM) model (also known as the LIBOR market model) of the forward rate curve.
settlement(double, double, Date, Date, Date, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.ForwardRatesLocal
Method settlement(double, double, java.util.Date, java.util.Date, java.util.Date, double, webcab.lib.calendar.BusinessCalendar) as defined in the ForwardRates remote interface.
settlement(double, double, Date, Date, Date, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.ForwardRates
Evaluates the cash settlement (or equivalently, the present value of the cash flows) of a forward rate agreement at the point when the interest period starts (which is generally when the FRA will be settled in cash).
settlement(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.ForwardRatesLocal
Method settlement(double, double, double, double, double) as defined in the ForwardRates remote interface.
settlement(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.ForwardRates
Evaluates the cash settlement (or equivalently, the present value of the cash flows) of a forward rate agreement at the point when the interest period starts (which is generally when the FRA will be settled in cash).
setVanillaInterestRateSwapForward(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setVanillaInterestRateSwapForward(double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setVanillaInterestRateSwapForward(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a standard plain Vanilla Swap contract which must be priced in conjunction with a forward curve rate model.
setVanillaInterestRateSwapSpot(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setVanillaInterestRateSwapSpot(double, double, double, double, double) as defined in the InterestDerivatives remote interface.
setVanillaInterestRateSwapSpot(double, double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements an approximation of a plain vanilla swap contract which can be priced in conjunction with any spot rate model.
setVanillaOptionContract(BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setVanillaOptionContract(BlackScholesConstants, double, double, double) as defined in the InterestDerivatives remote interface.
setVanillaOptionContract(BlackScholesConstants, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a Vanilla stock option contract.
setVanillaSwaptionSpotContract(BlackScholesConstants, double, double, double, double, double, int, int, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setVanillaSwaptionSpotContract(BlackScholesConstants, double, double, double, double, double, int, int, double, double, double) as defined in the InterestDerivatives remote interface.
setVanillaSwaptionSpotContract(BlackScholesConstants, double, double, double, double, double, int, int, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements an Option on a Vanilla Swap approximation which can be priced in accordance with any rate model.
setVasicekRateModel(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setVasicekRateModel(double, double, double, double) as defined in the InterestDerivatives remote interface.
setVasicekRateModel(double, double, double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements the Vasicek one factor stochastic model of the spot rate.
setZeroCouponBondContract(double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivativesLocal
Method setZeroCouponBondContract(double, double) as defined in the InterestDerivatives remote interface.
setZeroCouponBondContract(double, double) - Method in interface com.webcab.ejb.finance.bonds.pricing.InterestDerivatives
Implements a fixed income security known as a Zero Coupon bond.
simpleYieldToMaturity(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method simpleYieldToMaturity(double, double, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the FixedInterestBonds remote interface.
simpleYieldToMaturity(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Returns the simple yield to maturity of a fixed-interest bond.
simpleYieldToMaturity(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBondsLocal
Method simpleYieldToMaturity(double, double, double) as defined in the FixedInterestBonds remote interface.
simpleYieldToMaturity(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.FixedInterestBonds
Returns the simple yield to maturity of a fixed-interest bond.
STRIKE - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
sumArithmeticSeries(double, double, int) - Method in interface com.webcab.ejb.finance.interest.DeveloperLocal
Method sumArithmeticSeries(double, double, int) as defined in the Developer remote interface.
sumArithmeticSeries(double, double, int) - Method in interface com.webcab.ejb.finance.interest.Developer
Returns the sum of a finite arithmetic series.
sumFiniteGeometricSeries(double, double, int) - Method in interface com.webcab.ejb.finance.interest.DeveloperLocal
Method sumFiniteGeometricSeries(double, double, int) as defined in the Developer remote interface.
sumFiniteGeometricSeries(double, double, int) - Method in interface com.webcab.ejb.finance.interest.Developer
Returns the sum of a finite geometric series.
sumInfiniteGeometricSeries(double, double) - Method in interface com.webcab.ejb.finance.interest.DeveloperLocal
Method sumInfiniteGeometricSeries(double, double) as defined in the Developer remote interface.
sumInfiniteGeometricSeries(double, double) - Method in interface com.webcab.ejb.finance.interest.Developer
Returns the sum of an infinite geometric series.
Surface - interface com.webcab.ejb.finance.bonds.pricing.Surface.
 

T

tbondPrice(double, double, Date, Date, double[], Date[], BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method tbondPrice(double, double, java.util.Date, java.util.Date, double[], java.util.Date[], webcab.lib.calendar.BusinessCalendar) as defined in the TreasuryPrice remote interface.
tbondPrice(double, double, Date, Date, double[], Date[], BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
Evaluates the price of a Treasury bond by discounting the future cash flows in accordance with the risk free interest rate.
tbondPrice(double, double, double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method tbondPrice(double, double, double, double[], double[]) as defined in the TreasuryPrice remote interface.
tbondPrice(double, double, double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
Evaluates the price of a Treasury bond by discounting the future cash flows in accordance with the risk free interest rate.
THETA - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
TOKYO_CALENDAR_NAME - Static variable in class webcab.lib.calendar.BusinessCalendarUtilities
A string constant which identifies the TokyoBusinessCalendar implementation.
TokyoBusinessCalendar - class webcab.lib.calendar.cities.TokyoBusinessCalendar.
Tokyo business calendar.
TreasuryPrice - interface com.webcab.ejb.finance.bonds.TreasuryPrice.
Within this Enterprise JavaBean we offer functionality related to the evaluation of the price and yield of a government backed bond (i.e.
TreasuryPriceDemoException - exception com.webcab.ejb.finance.bonds.TreasuryPriceDemoException.
This exception is thrown by the demo version of the TreasuryPrice EJB component after the number of maximum business method invocations has been reached.
TreasuryPriceDemoException() - Constructor for class com.webcab.ejb.finance.bonds.TreasuryPriceDemoException
 
TreasuryPriceDemoException(Exception) - Constructor for class com.webcab.ejb.finance.bonds.TreasuryPriceDemoException
 
TreasuryPriceDemoException(String) - Constructor for class com.webcab.ejb.finance.bonds.TreasuryPriceDemoException
 
TreasuryPriceHome - interface com.webcab.ejb.finance.bonds.TreasuryPriceHome.
The home interface of the stateless TreasuryPrice Enterprise JavaBeansTM component.
TreasuryPriceJDBC - interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBC.
A JDBC interface for the TreasuryPrice Enterprise JavaBean.
TreasuryPriceJDBCException - exception com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBCException.
Exception to signal JDBC problems while calling the TreasuryPriceJDBC Enterprise JavaBean.
TreasuryPriceJDBCException(String) - Constructor for class com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBCException
 
TreasuryPriceJDBCHome - interface com.webcab.ejb.finance.bonds.jdbc.TreasuryPriceJDBCHome.
Home interface of the TreasuryPriceJDBC Enterprise JavaBean.
TreasuryPriceLocal - interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal.
Local interface of TreasuryPrice.
TreasuryPriceLocalHome - interface com.webcab.ejb.finance.bonds.TreasuryPriceLocalHome.
Local Home interface of the TreasuryPrice Enterprise JavaBean.

U

UP - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
Indicates that the barrier is above the initial variable value.
US_30_360 - Static variable in class webcab.lib.calendar.cities.DayCountConventions
This string identifies the US 30/360 day count convention.

V

value() - Method in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
ValueOfAnnuityCertain - interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertain.
This Enterprise JavaBean offers methods to calculate the accumulated and present values of annuity.
ValueOfAnnuityCertainDemoException - exception com.webcab.ejb.finance.interest.ValueOfAnnuityCertainDemoException.
This exception is thrown by the demo version of the ValueOfAnnuityCertain EJB component after the number of maximum business method invocations has been reached.
ValueOfAnnuityCertainDemoException() - Constructor for class com.webcab.ejb.finance.interest.ValueOfAnnuityCertainDemoException
 
ValueOfAnnuityCertainDemoException(Exception) - Constructor for class com.webcab.ejb.finance.interest.ValueOfAnnuityCertainDemoException
 
ValueOfAnnuityCertainDemoException(String) - Constructor for class com.webcab.ejb.finance.interest.ValueOfAnnuityCertainDemoException
 
ValueOfAnnuityCertainHome - interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainHome.
The home interface of the stateless ValueOfAnnuityCertain Enterprise JavaBeansTM component.
ValueOfAnnuityCertainJDBC - interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBC.
A JDBC interface for the ValueOfAnnuityCertain Enterprise JavaBean.
ValueOfAnnuityCertainJDBCException - exception com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBCException.
Exception to signal JDBC problems while calling the ValueOfAnnuityCertainJDBC Enterprise JavaBean.
ValueOfAnnuityCertainJDBCException(String) - Constructor for class com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBCException
 
ValueOfAnnuityCertainJDBCHome - interface com.webcab.ejb.finance.interest.jdbc.ValueOfAnnuityCertainJDBCHome.
Home interface of the ValueOfAnnuityCertainJDBC Enterprise JavaBean.
ValueOfAnnuityCertainLocal - interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainLocal.
Local interface of ValueOfAnnuityCertain.
ValueOfAnnuityCertainLocalHome - interface com.webcab.ejb.finance.interest.ValueOfAnnuityCertainLocalHome.
Local Home interface of the ValueOfAnnuityCertain Enterprise JavaBean.
ValueReturnYield - interface com.webcab.ejb.finance.interest.ValueReturnYield.
This Enterprise JavaBean performs calculations related to the present value and yield of an interest bearing investment.
ValueReturnYieldDemoException - exception com.webcab.ejb.finance.interest.ValueReturnYieldDemoException.
This exception is thrown by the demo version of the ValueReturnYield EJB component after the number of maximum business method invocations has been reached.
ValueReturnYieldDemoException() - Constructor for class com.webcab.ejb.finance.interest.ValueReturnYieldDemoException
 
ValueReturnYieldDemoException(Exception) - Constructor for class com.webcab.ejb.finance.interest.ValueReturnYieldDemoException
 
ValueReturnYieldDemoException(String) - Constructor for class com.webcab.ejb.finance.interest.ValueReturnYieldDemoException
 
ValueReturnYieldHome - interface com.webcab.ejb.finance.interest.ValueReturnYieldHome.
The home interface of the stateless ValueReturnYield Enterprise JavaBeansTM component.
ValueReturnYieldJDBC - interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBC.
A JDBC interface for the ValueReturnYield Enterprise JavaBean.
ValueReturnYieldJDBCException - exception com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBCException.
Exception to signal JDBC problems while calling the ValueReturnYieldJDBC Enterprise JavaBean.
ValueReturnYieldJDBCException(String) - Constructor for class com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBCException
 
ValueReturnYieldJDBCHome - interface com.webcab.ejb.finance.interest.jdbc.ValueReturnYieldJDBCHome.
Home interface of the ValueReturnYieldJDBC Enterprise JavaBean.
ValueReturnYieldLocal - interface com.webcab.ejb.finance.interest.ValueReturnYieldLocal.
Local interface of ValueReturnYield.
ValueReturnYieldLocalHome - interface com.webcab.ejb.finance.interest.ValueReturnYieldLocalHome.
Local Home interface of the ValueReturnYield Enterprise JavaBean.
VEGA - Static variable in class com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants
 
vernalEquinox(int) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
Returns the Vernal Equinox day as a day of year.

W

webcab.lib.calendar - package webcab.lib.calendar
This package provides a general framework for the implementation of Business Calendars with respect different locations, such as London New York, Tokyo and so on.
webcab.lib.calendar.cities - package webcab.lib.calendar.cities
This package contains implementations of particular business calendars for specific locations such as London, New York and Tokyo.
weightOfBonds(double[]) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexityLocal
Method weightOfBonds(double[]) as defined in the DurationConvexity remote interface.
weightOfBonds(double[]) - Method in interface com.webcab.ejb.finance.bonds.DurationConvexity
Evaluates the weights of the individual bonds within a bond portfolio and returns the result as an array of weights where the n-th term of the array corresponds to the weight of the n-th member of the portfolio.
workingDaysBetween(Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Calculates and returns the number of working days between two dates.
workingDaysBetween(Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Calculates and returns the number of working days between two dates.

Y

yearsBetween(Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
Returns the number of years between start and end dates.
yearsBetween(Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
Calculates and Returns the number of years between a start and end date.
yearsBetweenAsDouble(Date, Date, BusinessCalendar) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method returns the number of years between two given dates as a rational number ( a double value ).
yearsBetweenAsDouble(Date, Date, String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method returns the number of years between two given dates as a rational number ( a double value ).
yearsBetweenAsDoubleArray(Date, Date[], BusinessCalendar) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method returns the number of years between a fixed date and a set of dates as a set of rational numbers ( a double[] array ).
yearsBetweenAsDoubleArray(Date, Date[], String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method returns the number of years between a fixed date and a set of dates as a set of rational numbers ( a double[] array ).
yearsBetweenAsInteger(Date, Date, BusinessCalendar) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method returns the number of years between two given dates as an integer ( an int value ).
yearsBetweenAsInteger(Date, Date, String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
This method returns the number of years between two given dates as an integer ( an int value ).
yield(double, double, int) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYieldLocal
Method yield(double, double, int) as defined in the ValueReturnYield remote interface.
yield(double, double, int) - Method in interface com.webcab.ejb.finance.interest.ValueReturnYield
Calculates the yield per period of an investment knowing the initial investment and the value at expiry/redemption of the investment.
yieldToMaturity(double, double, Date, Date, Date, Date[], Date, double[], BusinessCalendar, String) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method yieldToMaturity(double, double, java.util.Date, java.util.Date, java.util.Date, java.util.Date[], java.util.Date, double[], webcab.lib.calendar.BusinessCalendar, java.lang.String) as defined in the TreasuryPrice remote interface.
yieldToMaturity(double, double, Date, Date, Date, Date[], Date, double[], BusinessCalendar, String) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
The yield to maturity (YTM) (also known as the internal rate of return) with continuous compounding is calculated for a traded bond.
yieldToMaturity(double, double, double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method yieldToMaturity(double, double, double, double[], double[]) as defined in the TreasuryPrice remote interface.
yieldToMaturity(double, double, double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
The yield to maturity (YTM) (also known as the internal rate of return) with continuous compounding is calculated for a traded bond.
yieldToMaturityFromPrice(double, double[], Date, Date[], BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method yieldToMaturityFromPrice(double, double[], java.util.Date, java.util.Date[], webcab.lib.calendar.BusinessCalendar) as defined in the TreasuryPrice remote interface.
yieldToMaturityFromPrice(double, double[], Date, Date[], BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
Here the yield to maturity of a bond is derived from its price, payments and time of these payments.
yieldToMaturityFromPrice(double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method yieldToMaturityFromPrice(double, double[], double[]) as defined in the TreasuryPrice remote interface.
yieldToMaturityFromPrice(double, double[], double[]) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
Here the yield to maturity of a bond is derived from its price, payments and time of these payments.

Z

zeroRateBootstrap(Date, Date, double[], Date[], double[], double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocal
Method zeroRateBootstrap(java.util.Date, java.util.Date, double[], java.util.Date[], double[], double, double, webcab.lib.calendar.BusinessCalendar) as defined in the CalculatingZeroRates remote interface.
zeroRateBootstrap(Date, Date, double[], Date[], double[], double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRates
This method implements what is generally referred to as the bootstrap method.
zeroRateBootstrap(double, double[], double[], double[], double, double) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocal
Method zeroRateBootstrap(double, double[], double[], double[], double, double) as defined in the CalculatingZeroRates remote interface.
zeroRateBootstrap(double, double[], double[], double[], double, double) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRates
This method implements what is generally referred to as the bootstrap method.
zeroRateCurve(double[], Date, Date[], double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocal
Method zeroRateCurve(double[], java.util.Date, java.util.Date[], double, webcab.lib.calendar.BusinessCalendar) as defined in the CalculatingZeroRates remote interface.
zeroRateCurve(double[], Date, Date[], double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRates
Here we construct the zero rate curve from known zero rates.
zeroRateCurve(double[], double[], double) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocal
Method zeroRateCurve(double[], double[], double) as defined in the CalculatingZeroRates remote interface.
zeroRateCurve(double[], double[], double) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRates
Here we construct the zero rate curve from known zero rates.
zeroRateFromZeroBond(Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocal
Method zeroRateFromZeroBond(java.util.Date, java.util.Date, double, double, webcab.lib.calendar.BusinessCalendar) as defined in the CalculatingZeroRates remote interface.
zeroRateFromZeroBond(Date, Date, double, double, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRates
Evaluates the continuously compounded zero rate implied from the market price of a zero coupon bond.
zeroRateFromZeroBond(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRatesLocal
Method zeroRateFromZeroBond(double, double, double) as defined in the CalculatingZeroRates remote interface.
zeroRateFromZeroBond(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.CalculatingZeroRates
Evaluates the continuously compounded zero rate implied from the market price of a zero coupon bond.
zeroTBondPrice(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method zeroTBondPrice(double, double, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the TreasuryPrice remote interface.
zeroTBondPrice(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
This method returns the price of a zero-coupon Treasury bond.
zeroTBondPrice(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method zeroTBondPrice(double, double, double) as defined in the TreasuryPrice remote interface.
zeroTBondPrice(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
This method returns the price of a zero-coupon Treasury bond.
zeroYieldToMaturity(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method zeroYieldToMaturity(double, double, java.util.Date, java.util.Date, webcab.lib.calendar.BusinessCalendar) as defined in the TreasuryPrice remote interface.
zeroYieldToMaturity(double, double, Date, Date, BusinessCalendar) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
Evaluates the yield to maturity (YTM) (also known as the internal rate of return) of a zero coupon bond.
zeroYieldToMaturity(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPriceLocal
Method zeroYieldToMaturity(double, double, double) as defined in the TreasuryPrice remote interface.
zeroYieldToMaturity(double, double, double) - Method in interface com.webcab.ejb.finance.bonds.TreasuryPrice
Evaluates the yield to maturity (YTM) (also known as the internal rate of return) of a zero coupon bond.

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WebCab Bonds Demo
(J2EE Edition)