webcab.lib.finance.options.pricing
Interface Function

All Superinterfaces:

webcab.lib.finance.options.pricing.FieldElement, webcab.lib.finance.options.pricing.MultidimF, webcab.lib.finance.options.pricing.RingElement

All Known Subinterfaces:

KOrderDiff

public interface Function

extends webcab.lib.finance.options.pricing.MultidimF

Method Summary

webcab.lib.finance.options.pricing.RingElement	add_inv()
webcab.lib.finance.options.pricing.RingElement	add(webcab.lib.finance.options.pricing.RingElement fe)
webcab.lib.finance.options.pricing.MultidimF	comp(webcab.lib.finance.options.pricing.MultidimF[] f)
webcab.lib.finance.options.pricing.MultidimF	compMulti(webcab.lib.finance.options.pricing.MultidimF[] f)
webcab.lib.finance.options.pricing.FieldElement	div(webcab.lib.finance.options.pricing.FieldElement fe)
webcab.lib.finance.options.pricing.MultidimF	extension(int newNVars, int[] shuffle)
int	getNVariables()
double	getValueAt(double x)
double	getValueAt(double[] x)
Surface	integrate(int timeSteps)
Function	integrateFrom(double t0, int timeSteps)
boolean	isFunction()
boolean	isSubfield()
boolean	isSurface()
webcab.lib.finance.options.pricing.FieldElement	mul_inv()
webcab.lib.finance.options.pricing.RingElement	mul(webcab.lib.finance.options.pricing.RingElement fe)
webcab.lib.finance.options.pricing.RingElement	one()
webcab.lib.finance.options.pricing.RingElement	sub(webcab.lib.finance.options.pricing.RingElement fe)
Function	toFunction()
Surface	toSurface()
webcab.lib.finance.options.pricing.RingElement	zero()

Method Detail

getValueAt

public double getValueAt(double x)
                  throws NotDefinedException

NotDefinedException

integrate

public Surface integrate(int timeSteps)
                  throws EvaluationException

EvaluationException

integrateFrom

public Function integrateFrom(double t0,
                              int timeSteps)
                       throws EvaluationException

EvaluationException

getValueAt

public double getValueAt(double[] x)
                  throws NotDefinedException

NotDefinedException

getNVariables

public int getNVariables()

comp

public webcab.lib.finance.options.pricing.MultidimF comp(webcab.lib.finance.options.pricing.MultidimF[] f)
                                                  throws EvaluationException

EvaluationException

compMulti

public webcab.lib.finance.options.pricing.MultidimF compMulti(webcab.lib.finance.options.pricing.MultidimF[] f)
                                                       throws EvaluationException

EvaluationException

extension

public webcab.lib.finance.options.pricing.MultidimF extension(int newNVars,
                                                              int[] shuffle)
                                                       throws EvaluationException

EvaluationException

isFunction

public boolean isFunction()

toFunction

public Function toFunction()
                    throws EvaluationException

EvaluationException

isSurface

public boolean isSurface()

toSurface

public Surface toSurface()

mul_inv

public webcab.lib.finance.options.pricing.FieldElement mul_inv()
                                                        throws EvaluationException

EvaluationException

div

public webcab.lib.finance.options.pricing.FieldElement div(webcab.lib.finance.options.pricing.FieldElement fe)
                                                    throws EvaluationException

EvaluationException

isSubfield

public boolean isSubfield()

add

public webcab.lib.finance.options.pricing.RingElement add(webcab.lib.finance.options.pricing.RingElement fe)
                                                   throws EvaluationException

EvaluationException

add_inv

public webcab.lib.finance.options.pricing.RingElement add_inv()
                                                       throws EvaluationException

EvaluationException

sub

public webcab.lib.finance.options.pricing.RingElement sub(webcab.lib.finance.options.pricing.RingElement fe)
                                                   throws EvaluationException

EvaluationException

zero

public webcab.lib.finance.options.pricing.RingElement zero()
                                                    throws EvaluationException

EvaluationException

mul

public webcab.lib.finance.options.pricing.RingElement mul(webcab.lib.finance.options.pricing.RingElement fe)
                                                   throws EvaluationException

EvaluationException

one

public webcab.lib.finance.options.pricing.RingElement one()
                                                   throws EvaluationException

EvaluationException