All Packages Class Hierarchy
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Index of all Fields and Methods
- AbstractFunctionObject(int).
Constructor for class mathUtil.AbstractFunctionObject
- Constructor takes number of functions.
- AbstractOption(int, double, double, double, double).
Constructor for class optionCalc.AbstractOption
- A superclass constructor for derived objects, this function
sets the initial values of the member fields.
- AbstractTermStructure(int, double[], double[]).
Constructor for class interestRate.AbstractTermStructure
- Constructor takes following arguments.
- aux_process.
Variable in class optionCalc.Key
- The (double) aux process value
- BlackScholesCallObject().
Constructor for class assign2.BlackScholesCallObject
-
- BlackScholesPutObject().
Constructor for class assign2.BlackScholesPutObject
-
- BSTList().
Constructor for class optionCalc.BSTList
- Do your initialization here.
- BSTNode(KeyInterface).
Constructor for class optionCalc.BSTNode
- Do your initialization here.
- calc_american_option().
Method in class optionCalc.AbstractOption
- Calculates the option value on the PDAG using the
American method where payoff can be evaluated at
any node
- calc_european_option().
Method in class optionCalc.AbstractOption
- Calculates the option value on the PDAG using the
European method where payoff is evaluated only
at the time horizon.
- data.
Variable in class mathUtil.Matrix
-
- Delete().
Method in class interestRate.Node
- Delete this node
- Delete().
Method in class optionCalc.Node
- Removes this node from the linked list
- Delete(KeyInterface).
Method in class interestRate.LinkList
-
Delete a node with a certain key if it exist.
- derivative(int, int, double[], double).
Method in class mathUtil.AbstractFunctionObject
- evalauate the j-th derivative for the i-th function
- dimension.
Variable in class mathUtil.Matrix
-
- EuropeanCallOption(int, double, double, double, double).
Constructor for class optionCalc.EuropeanCallOption
- Constructs a EuropeanCallOption object, this function
calls the super class constructor in CAbstractOption
- EuropeanCallOption(int, double, double, double, double, double).
Constructor for class optionCalc.EuropeanCallOption
- Constructs a EuropeanCallOption object, this function
calls the super class constructor in CAbstractOption and
sets the strike price.
- evaluate(int, double[]).
Method in class mathUtil.AbstractFunctionObject
- evaluate the i-th function
- evaluate(int, double[]).
Method in class assign2.BlackScholesCallObject
- evaluate the i-th function
- evaluate(int, double[]).
Method in class assign2.BlackScholesPutObject
- evaluate the i-th function
- evaluate(int, double[]).
Method in class testPrograms.SimpleFunction
- evaluate the i-th function
- evaluate(int, double[]).
Method in class interestRate.SlowYieldVolObject
- evaluate the i-th function
- F(double, double).
Method in class optionCalc.AbstractOption
- Determines how the auxillary process evolves
over time.
- F(double, double).
Method in class optionCalc.EuropeanCallOption
- Determines how the auxillary process evolves
over time.
- F(int, int, double, double).
Method in class interestRate.AbstractTermStructure
- The form of the short rate at the node (time,up_ticks)
- F(int, int, double, double).
Method in class interestRate.LogNormal
- The form of the short rate at the node (time,up_ticks)
- genPDAG().
Method in class optionCalc.AbstractOption
- Generates the PDAG out to the time Horizon T
according to the values of the member fields.
- GenPdag().
Method in class interestRate.AbstractTermStructure
- Generate the entire pdag upto time horizon T.
- Insert(KeyInterface).
Method in class optionCalc.BSTList
- Searches the binary search tree for a node with
an equal key.
- Insert(KeyInterface).
Method in class interestRate.LinkList
- Insert a new node if doesn't
exist with key k
- Insert(KeyInterface).
Method in class optionCalc.LinkList
- Inserts a new node into the list with the key data
if a node with equal key data does not already exist
- InsertAfter(Node).
Method in class interestRate.Node
- Insert a node after a specified node
- InsertAfter(Node).
Method in class optionCalc.Node
- Inserts the given node after this node.
- InsertBefore(Node).
Method in class interestRate.Node
- Insert a node before a specified node.
- InsertBefore(Node).
Method in class optionCalc.Node
- Inserts the given node before this node.
- InsertElement(KeyInterface).
Method in class optionCalc.BSTNode
- Inserts the given key in the binary search
tree and adds it to the linked list (if it has
not already been inserted).
- InsertElement(KeyInterface).
Method in class interestRate.Node
- Insert element in the link list
starting from the node if not already
there
- InsertElement(KeyInterface).
Method in class optionCalc.Node
- Inserts the given key after this node
if it is not already in the list
- invertMatrix().
Method in class mathUtil.Matrix
- Return the inverse of the matrix.
- invertMatrixLowerTriangular().
Method in class mathUtil.Matrix
- Assume that this matrix is lower triangular and
invert it.
- isEqual(KeyInterface).
Method in class interestRate.Key
-
- isEqual(KeyInterface).
Method in class optionCalc.Key
- Compares Key objects
- isEqual(KeyInterface).
Method in interface interestRate.KeyInterface
- Checks whether two instances of KeyInterfaces are equal.
- isEqual(KeyInterface).
Method in interface optionCalc.KeyInterface
- Checks whether or not two key objects are equal
- isLessThan(KeyInterface).
Method in class optionCalc.Key
- Checks whether this key is less than the given key
- isLessThan(KeyInterface).
Method in interface optionCalc.KeyInterface
- Checks whether this key is less than the given key
- key.
Variable in class interestRate.Node
-
- key.
Variable in class optionCalc.Node
- The (KeyInterface) data value
- Key(int, double, double).
Constructor for class optionCalc.Key
- Constructs a Key object, and sets the initial value
of the time, stock price,and aux process.
- Key(int, int).
Constructor for class interestRate.Key
-
- left.
Variable in class optionCalc.BSTNode
- A reference to the left subtree
- LinkList().
Constructor for class interestRate.LinkList
-
- LinkList().
Constructor for class optionCalc.LinkList
- Constructs a LinkList object, initially the
list will be empty (head == null)
- LinkListException().
Constructor for class interestRate.LinkListException
-
- LinkListException().
Constructor for class optionCalc.LinkListException
-
- LinkListException(String).
Constructor for class interestRate.LinkListException
-
- LinkListException(String).
Constructor for class optionCalc.LinkListException
-
- LogNormal(int, double[], double[]).
Constructor for class interestRate.LogNormal
-
- main(String[]).
Static method in class testPrograms.testFileIO
-
- main(String[]).
Static method in class optionCalc.testLinkList
-
- main(String[]).
Static method in class testPrograms.testLinkList
-
- main(String[]).
Static method in class testPrograms.testLinkList1
-
- main(String[]).
Static method in class testPrograms.testNewtonRaphson
-
- main(String[]).
Static method in class optionCalc.testOptionCalc
-
- main(String[]).
Static method in class testPrograms.testTermStructure
-
- Matrix(int, double[][]).
Constructor for class mathUtil.Matrix
- The constructor takes an input parameter
and the array to instantiate the matrix
- maturity.
Variable in class interestRate.SlowYieldVolObject
-
- multiplyLeft(Matrix).
Method in class mathUtil.Matrix
- Multiply this matrix on the left with another matrix
- multiplyRight(Matrix).
Method in class mathUtil.Matrix
- Multiply this matrix on the right with another matrix
- multiplyVector(double[]).
Method in class mathUtil.Matrix
- Multiple this matrix with a vector on the right.
- NewtonRaphson(AbstractFunctionObject).
Constructor for class mathUtil.NewtonRaphson
- Solver takes argument as a function object.
- next.
Variable in class interestRate.Node
-
- next.
Variable in class optionCalc.Node
- The (Node) reference to the next node with this time value
- Node(KeyInterface).
Constructor for class interestRate.Node
-
- Node(KeyInterface).
Constructor for class optionCalc.Node
- Constructs a Node object, and sets the initial
key data value.
- option_value.
Variable in class interestRate.Key
-
- option_value.
Variable in class optionCalc.Key
- The (double) option value
- parseLine(String).
Static method in class testPrograms.testFileIO
-
- payoff(double, double, int).
Method in class optionCalc.AbstractOption
- Determines the payoff in terms of the stock price,
auxilliary process and time.
- payoff(double, double, int).
Method in class optionCalc.EuropeanCallOption
- Determines the payoff in terms of the stock price,
and strike price.
- prev.
Variable in class interestRate.Node
-
- prev.
Variable in class optionCalc.Node
- The (Node) reference to the previous node with this time value
- print().
Method in class interestRate.AbstractTermStructure
- print the entire dag.
- print().
Method in class interestRate.Key
-
- print().
Method in interface interestRate.KeyInterface
- Prints a Key interface.
- print().
Method in class interestRate.LinkList
- print the LinkList
- print().
Method in class mathUtil.Matrix
- Print the matrix in row major order.
- print().
Method in class interestRate.Node
- print the linklist starting at the node
- printKey().
Method in class optionCalc.Key
- Prints the data in this Key object
- printKey().
Method in interface optionCalc.KeyInterface
- Interface for printing a key.
- printList().
Method in class optionCalc.BSTList
- Prints the BSTList Object
- printList().
Method in class optionCalc.LinkList
- Prints the LinkList Object
- printNode().
Method in class optionCalc.Node
- Prints this node object
- printPDAG().
Method in class optionCalc.AbstractOption
- Prints the PDAG.
- right.
Variable in class optionCalc.BSTNode
- A reference to the right subtree
- Search(KeyInterface).
Method in class interestRate.Node
- Search a node that is a successor of this node
and has a specified key.
- Search(KeyInterface).
Method in class optionCalc.Node
- Searches the link-list starting at this node
for the specified key
- setStrike(double).
Method in class optionCalc.EuropeanCallOption
- Sets the strike price
- short_rate.
Variable in class interestRate.Key
-
- SimpleFunction().
Constructor for class testPrograms.SimpleFunction
-
- slowSolve().
Method in class interestRate.AbstractTermStructure
- Solve for the entire interest rate tree.
- slowYield(int, int, int).
Method in class interestRate.AbstractTermStructure
- yield of the bond of a given maturity
at the node (t,up_ticks).
- SlowYieldVolObject(AbstractTermStructure).
Constructor for class interestRate.SlowYieldVolObject
-
- solve(double[]).
Method in class mathUtil.NewtonRaphson
- Provided the initial seed solve the
system of equations.
- stock_price.
Variable in class optionCalc.Key
- The (double) stock price
- t.
Variable in class interestRate.Key
-
- t.
Variable in class optionCalc.Key
- The (int) time value
- testFileIO().
Constructor for class testPrograms.testFileIO
-
- testLinkList().
Constructor for class optionCalc.testLinkList
-
- testLinkList().
Constructor for class testPrograms.testLinkList
-
- testLinkList1().
Constructor for class testPrograms.testLinkList1
-
- testNewtonRaphson().
Constructor for class testPrograms.testNewtonRaphson
-
- testOptionCalc().
Constructor for class optionCalc.testOptionCalc
-
- testTermStructure().
Constructor for class testPrograms.testTermStructure
-
- up_ticks.
Variable in class interestRate.Key
-