Class ShapeOption

java.lang.Object
  ShapeFunction
      ShapeOption

public class ShapeOption

extends ShapeFunction

ShapeOption -- Payoff function of an option at expiry

See Also:

Solution.discretize(ShapeFunction)

Field Summary

Fields inherited from class ShapeFunction

amplitude_, position_, wavelength_, width_

Constructor Summary

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

Method Summary

double	getSampling(Mesh mesh, int index) Returns initial distribution of samplers
double	getValue(Mesh mesh, int index) Evaluates the shape on a discrete mesh point position.
Complex	getValueC(Mesh mesh, int index) Evaluates complex shape on a discrete mesh point position.
boolean	isComplex() Test if the function is complex

Methods inherited from class java.lang.Object

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

Constructor Detail

ShapeOption

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

Creates an instance of the class

Parameters:

position - The exercise price (strike)

amplitude - Not used so far

width - Not used so far

Method Detail

isComplex

public boolean isComplex()

Test if the function is complex

Specified by:

isComplex in class ShapeFunction

Returns:

true if complex function

getValue

public double getValue(Mesh mesh,
                       int index)

Evaluates the shape on a discrete mesh point position.

Specified by:

getValue in class ShapeFunction

Parameters:

mesh - The mesh coordinates

index - The mesh index

Returns:

The value of the function at the specified mesh location

getValueC

public Complex getValueC(Mesh mesh,
                         int index)

Evaluates complex shape on a discrete mesh point position.

Specified by:

getValueC in class ShapeFunction

Parameters:

mesh - The mesh coordinates

index - The mesh index

Returns:

The value of the function at the specified mesh location

getSampling

public double getSampling(Mesh mesh,
                          int index)

Returns initial distribution of samplers

Specified by:

getSampling in class ShapeFunction

Parameters:

mesh - The mesh coordinates

index - The mesh index

Returns:

The initial distribution of samplers