Class ShapeSpread

java.lang.Object
  ShapeFunction
      ShapeSpread

public class ShapeSpread

extends ShapeFunction

ShapeSpread -- Payoff function for a spread option at expiry

See Also:

Solution.discretize(ShapeFunction)

Field Summary

Fields inherited from class ShapeFunction

amplitude, curvature, position, slope, width

Constructor Summary

ShapeSpread(double position, double amplitude, double width)
Creates an instance of the class

Method Summary

double	getValue(double xa) Evaluates the shape for a real argument
double	getValue(Mesh mesh, double xa) Evaluates the shape on a discrete mesh point position.

Methods inherited from class java.lang.Object

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

Constructor Detail

ShapeSpread

public ShapeSpread(double position,
                   double amplitude,
                   double width)

Creates an instance of the class

Parameters:

position - The starting point

amplitude - The offset

width - The width

Method Detail

getValue

public double getValue(double xa)

Evaluates the shape for a real argument

Specified by:

getValue in class ShapeFunction

Parameters:

xa - The argument

Returns:

The value of the function for this argument

getValue

public double getValue(Mesh mesh,
                       double xa)

Evaluates the shape on a discrete mesh point position.

Specified by:

getValue in class ShapeFunction

Parameters:

mesh - The mesh coordinates

xa - The argument

Returns:

The value of the function at the specified mesh location