Class RunData

java.lang.Object
  java.awt.Component
      java.awt.List
          RunData

All Implemented Interfaces:

javax.accessibility.Accessible, java.awt.image.ImageObserver, java.awt.ItemSelectable, java.awt.MenuContainer, MyEditorNotable, java.io.Serializable

public class RunData

extends java.awt.List

implements MyEditorNotable

Class taking care of run time parameters

Version:

$Revision: 1.10 $

See Also:

Serialized Form

Nested Class Summary

Nested classes inherited from class java.awt.List

java.awt.List.AccessibleAWTList

Nested classes inherited from class java.awt.Component

java.awt.Component.AccessibleAWTComponent, java.awt.Component.BltBufferStrategy, java.awt.Component.FlipBufferStrategy

Field Summary

static java.lang.String	alpha1Nm Coefficient
static java.lang.String	alpha2Nm Coefficient
static java.lang.String	barrierNm Option barrier relative to present value
static java.lang.String	beta1Nm Coefficient
static java.lang.String	beta2Nm Coefficient
private RunDataNotable	caller The calling class
private boolean	cookme Dessert
static java.lang.String	correlNm Correlation between stochastic variables 1 and 2
static java.lang.String	dividendNm Dividend yield of underlying
static java.lang.String	drift2Nm Drift of the second stochastic variable
static java.lang.String	driftNm Drift of the stochastic variable
static java.lang.String	logNkappaNm Exponent in the random walk
private int	maxLength Maximum length of the parameters strings
static java.lang.String	meanRevTargNm Mean reversion process target value
static java.lang.String	meanRevVeloNm Mean reversion process velocity
(package private) Mesh	mesh Discretization mesh
static java.lang.String	meshLeftNm Lower value of x-axis
static java.lang.String	meshLengthNm Length of x-axis
static java.lang.String	meshPointsNm Number of mesh points on x-axis
static java.lang.String	mktPriceRskNm Market price of risk
private static boolean[]	paramIsInt The type (integer or double) of the parameter
private static java.lang.String[]	paramNames The names of all the run time parameters
private boolean[]	paramShow Display the parameters in the applet or not
private double[]	paramVal The value of the parameter converted to double
static java.lang.String	runTimeNm Final time to reach
static java.lang.String	shape0Nm Initial shape offset
static java.lang.String	shape1Nm Initial shape slope
static java.lang.String	shape2Nm Initial shape convexity
static java.lang.String	spotRateNm Present value of interest rate
static java.lang.String	strikePriceNm Option exercise price or swap price
static java.lang.String	timeStepNm Time step duration
static java.lang.String	timeThetaNm Implicit time parameter
static java.lang.String	tuneQuadNm FEM tunable integration
static java.lang.String	userDoubleNm User data
static java.lang.String	userIntegerNm User data
static java.lang.String	volatility2Nm Volatility of the second stochastic variable
static java.lang.String	volatilityNm Volatility of the stochastic variable
static java.lang.String	walkersNm Number of random walkers

Fields inherited from class java.awt.List

Fields inherited from class java.awt.Component

BOTTOM_ALIGNMENT, CENTER_ALIGNMENT, LEFT_ALIGNMENT, RIGHT_ALIGNMENT, TOP_ALIGNMENT

Fields inherited from interface java.awt.image.ImageObserver

ABORT, ALLBITS, ERROR, FRAMEBITS, HEIGHT, PROPERTIES, SOMEBITS, WIDTH

Constructor Summary

RunData(RunDataNotable caller)
Constructor

Method Summary

boolean	action(java.awt.Event e, java.lang.Object arg) Deprecated.
void	createMesh() Creates the mesh from the parameters
void	displayAll() Selects all the parameters for display in the applet
void	displayTag(java.applet.Applet a) Selects only tag parameters for display in the applet
Mesh	getMesh() Returns the mesh @return The mesh
int	getParamIndex(java.lang.String name) Returns index of a parameter
double	getParamValue(java.lang.String name) Returns the value a double parameter
int	getParamValueInt(java.lang.String name) Returns the value of an integer parameter
void	myEditorNotify(java.lang.String name, double value) Called by MyEditor
private void	pad(java.lang.StringBuffer d, int length) Copy the string padding it up with sapces to a specified length
void	setParamValue(java.lang.String name, double value) Sets the value of a parameter
private boolean	stringPartCompare(java.lang.String s1, java.lang.String s2) Internal method usedin action for camparing if two strings are alike upon the length of the shortest string
void	syncList() Synchronizes the list with the current parameters
void	tagModify(java.applet.Applet a) Modify defaults parameters the HTML tags from the web page

Methods inherited from class java.awt.List

add, add, addActionListener, addItem, addItem, addItemListener, addNotify, allowsMultipleSelections, clear, countItems, delItem, delItems, deselect, getAccessibleContext, getActionListeners, getItem, getItemCount, getItemListeners, getItems, getListeners, getMinimumSize, getMinimumSize, getPreferredSize, getPreferredSize, getRows, getSelectedIndex, getSelectedIndexes, getSelectedItem, getSelectedItems, getSelectedObjects, getVisibleIndex, isIndexSelected, isMultipleMode, isSelected, makeVisible, minimumSize, minimumSize, paramString, preferredSize, preferredSize, processActionEvent, processEvent, processItemEvent, remove, remove, removeActionListener, removeAll, removeItemListener, removeNotify, replaceItem, select, setMultipleMode, setMultipleSelections

Methods inherited from class java.awt.Component

add, addComponentListener, addFocusListener, addHierarchyBoundsListener, addHierarchyListener, addInputMethodListener, addKeyListener, addMouseListener, addMouseMotionListener, addMouseWheelListener, addPropertyChangeListener, addPropertyChangeListener, applyComponentOrientation, areFocusTraversalKeysSet, bounds, checkImage, checkImage, coalesceEvents, contains, contains, createImage, createImage, createVolatileImage, createVolatileImage, deliverEvent, disable, disableEvents, dispatchEvent, doLayout, enable, enable, enableEvents, enableInputMethods, firePropertyChange, firePropertyChange, firePropertyChange, getAlignmentX, getAlignmentY, getBackground, getBounds, getBounds, getColorModel, getComponentAt, getComponentAt, getComponentListeners, getComponentOrientation, getCursor, getDropTarget, getFocusCycleRootAncestor, getFocusListeners, getFocusTraversalKeys, getFocusTraversalKeysEnabled, getFont, getFontMetrics, getForeground, getGraphics, getGraphicsConfiguration, getHeight, getHierarchyBoundsListeners, getHierarchyListeners, getIgnoreRepaint, getInputContext, getInputMethodListeners, getInputMethodRequests, getKeyListeners, getLocale, getLocation, getLocation, getLocationOnScreen, getMaximumSize, getMouseListeners, getMouseMotionListeners, getMouseWheelListeners, getName, getParent, getPeer, getPropertyChangeListeners, getPropertyChangeListeners, getSize, getSize, getToolkit, getTreeLock, getWidth, getX, getY, gotFocus, handleEvent, hasFocus, hide, imageUpdate, inside, invalidate, isBackgroundSet, isCursorSet, isDisplayable, isDoubleBuffered, isEnabled, isFocusable, isFocusCycleRoot, isFocusOwner, isFocusTraversable, isFontSet, isForegroundSet, isLightweight, isOpaque, isShowing, isValid, isVisible, keyDown, keyUp, layout, list, list, list, list, list, locate, location, lostFocus, mouseDown, mouseDrag, mouseEnter, mouseExit, mouseMove, mouseUp, move, nextFocus, paint, paintAll, postEvent, prepareImage, prepareImage, print, printAll, processComponentEvent, processFocusEvent, processHierarchyBoundsEvent, processHierarchyEvent, processInputMethodEvent, processKeyEvent, processMouseEvent, processMouseMotionEvent, processMouseWheelEvent, remove, removeComponentListener, removeFocusListener, removeHierarchyBoundsListener, removeHierarchyListener, removeInputMethodListener, removeKeyListener, removeMouseListener, removeMouseMotionListener, removeMouseWheelListener, removePropertyChangeListener, removePropertyChangeListener, repaint, repaint, repaint, repaint, requestFocus, requestFocus, requestFocusInWindow, requestFocusInWindow, reshape, resize, resize, setBackground, setBounds, setBounds, setComponentOrientation, setCursor, setDropTarget, setEnabled, setFocusable, setFocusTraversalKeys, setFocusTraversalKeysEnabled, setFont, setForeground, setIgnoreRepaint, setLocale, setLocation, setLocation, setName, setSize, setSize, setVisible, show, show, size, toString, transferFocus, transferFocusBackward, transferFocusUpCycle, update, validate

Methods inherited from class java.lang.Object

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

Field Detail

runTimeNm

public static final java.lang.String runTimeNm

Final time to reach

See Also:

Constant Field Values

strikePriceNm

public static final java.lang.String strikePriceNm

Option exercise price or swap price

See Also:

Constant Field Values

barrierNm

public static final java.lang.String barrierNm

Option barrier relative to present value

See Also:

Constant Field Values

driftNm

public static final java.lang.String driftNm

Drift of the stochastic variable

See Also:

Constant Field Values

spotRateNm

public static final java.lang.String spotRateNm

Present value of interest rate

See Also:

Constant Field Values

dividendNm

public static final java.lang.String dividendNm

Dividend yield of underlying

See Also:

Constant Field Values

mktPriceRskNm

public static final java.lang.String mktPriceRskNm

Market price of risk

See Also:

Constant Field Values

meanRevTargNm

public static final java.lang.String meanRevTargNm

Mean reversion process target value

See Also:

Constant Field Values

meanRevVeloNm

public static final java.lang.String meanRevVeloNm

Mean reversion process velocity

See Also:

Constant Field Values

volatilityNm

public static final java.lang.String volatilityNm

Volatility of the stochastic variable

See Also:

Constant Field Values

logNkappaNm

public static final java.lang.String logNkappaNm

Exponent in the random walk

See Also:

Constant Field Values

shape0Nm

public static final java.lang.String shape0Nm

Initial shape offset

See Also:

Constant Field Values

shape1Nm

public static final java.lang.String shape1Nm

Initial shape slope

See Also:

Constant Field Values

shape2Nm

public static final java.lang.String shape2Nm

Initial shape convexity

See Also:

Constant Field Values

meshLeftNm

public static final java.lang.String meshLeftNm

Lower value of x-axis

See Also:

Constant Field Values

meshLengthNm

public static final java.lang.String meshLengthNm

Length of x-axis

See Also:

Constant Field Values

meshPointsNm

public static final java.lang.String meshPointsNm

Number of mesh points on x-axis

See Also:

Constant Field Values

walkersNm

public static final java.lang.String walkersNm

Number of random walkers

See Also:

Constant Field Values

timeStepNm

public static final java.lang.String timeStepNm

Time step duration

See Also:

Constant Field Values

timeThetaNm

public static final java.lang.String timeThetaNm

Implicit time parameter

See Also:

Constant Field Values

tuneQuadNm

public static final java.lang.String tuneQuadNm

FEM tunable integration

See Also:

Constant Field Values

userDoubleNm

public static final java.lang.String userDoubleNm

User data

See Also:

Constant Field Values

userIntegerNm

public static final java.lang.String userIntegerNm

User data

See Also:

Constant Field Values

drift2Nm

public static final java.lang.String drift2Nm

Drift of the second stochastic variable

See Also:

Constant Field Values

volatility2Nm

public static final java.lang.String volatility2Nm

Volatility of the second stochastic variable

See Also:

Constant Field Values

correlNm

public static final java.lang.String correlNm

Correlation between stochastic variables 1 and 2

See Also:

Constant Field Values

alpha1Nm

public static final java.lang.String alpha1Nm

Coefficient

See Also:

Constant Field Values

beta1Nm

public static final java.lang.String beta1Nm

Coefficient

See Also:

Constant Field Values

alpha2Nm

public static final java.lang.String alpha2Nm

Coefficient

See Also:

Constant Field Values

beta2Nm

public static final java.lang.String beta2Nm

Coefficient

See Also:

Constant Field Values

maxLength

private int maxLength

Maximum length of the parameters strings

paramNames

private static final java.lang.String[] paramNames

The names of all the run time parameters

paramIsInt

private static final boolean[] paramIsInt

The type (integer or double) of the parameter

paramVal

private double[] paramVal

The value of the parameter converted to double

paramShow

private boolean[] paramShow

Display the parameters in the applet or not

mesh

Mesh mesh

Discretization mesh

caller

private RunDataNotable caller

The calling class

cookme

private boolean cookme

Dessert

Constructor Detail

RunData

public RunData(RunDataNotable caller)

Constructor

Method Detail

createMesh

public void createMesh()

Creates the mesh from the parameters

getParamIndex

public final int getParamIndex(java.lang.String name)

Returns index of a parameter

Parameters:

name - String The parameter name

Returns:

The parameter index

getParamValue

public final double getParamValue(java.lang.String name)

Returns the value a double parameter

Parameters:

name - String The parameter name

Returns:

The parameter value

getParamValueInt

public final int getParamValueInt(java.lang.String name)

Returns the value of an integer parameter

Parameters:

name - String The parameter name

Returns:

The parameter value

setParamValue

public final void setParamValue(java.lang.String name,
                                double value)

Sets the value of a parameter

Parameters:

name - String The parameter name

Returns:

The parameter value

syncList

public final void syncList()

Synchronizes the list with the current parameters

tagModify

public final void tagModify(java.applet.Applet a)

Modify defaults parameters the HTML tags from the web page

Parameters:

a - The applet to get the parameters from

displayAll

public final void displayAll()

Selects all the parameters for display in the applet

displayTag

public final void displayTag(java.applet.Applet a)

Selects only tag parameters for display in the applet

pad

private void pad(java.lang.StringBuffer d,
                 int length)

Copy the string padding it up with sapces to a specified length

Parameters:

d - The output string

length - The length to pad to

action

public final boolean action(java.awt.Event e,
                            java.lang.Object arg)

Deprecated.

Responds to the user actions through the mouse and buttons (Java1.0). Yes, we know this sucks compare to Java 1.1, but we want to be compatible with as many browsers as possible. There is a lot of old stuff out there...

myEditorNotify

public final void myEditorNotify(java.lang.String name,
                                 double value)

Called by MyEditor

Specified by:

myEditorNotify in interface MyEditorNotable

Parameters:

name - The description of the property

value - The value to set

See Also:

MyEditor, MyEditorNotable

stringPartCompare

private final boolean stringPartCompare(java.lang.String s1,
                                        java.lang.String s2)

Internal method usedin action for camparing if two strings are alike upon the length of the shortest string

Parameters:

s1 - String 1 (the sortest)

s2 - String 2

Returns:

True if s1 == s2 upon the length of s1

getMesh

public final Mesh getMesh()

Returns the mesh @return The mesh