picsou.grid
Class EuropeanSimpleGrid

java.lang.Object
  picsou.pricing.PricingSimulator
      picsou.grid.PricingSimulatorTree
          picsou.grid.EuropeanSimpleGrid

All Implemented Interfaces:

java.io.Serializable, Simulator

public class EuropeanSimpleGrid
extends PricingSimulatorTree
implements java.io.Serializable

See Also:

Serialized Form

Field Summary

Fields inherited from class picsou.pricing.PricingSimulator

a1, a2, alg, asset, deltaT, generator, itsPerPacket, log, offloadedIts, riskFreeRateDiscount, state, timeIntervals

Constructor Summary

EuropeanSimpleGrid()

Method Summary

OptionSet	getDefaultOptionSet()
void	init(Algorithm alg, Asset asset) Sets up the Simulator with an algorithm and an asset.
static void	main(java.lang.String[] args)
StringWrapper	sayHello()
java.lang.Integer	unguardedSimulate(java.lang.Integer simCount)
protected void	updateValues(java.lang.Double local_sumX, java.lang.Double local_sumXX, java.lang.Integer simCount)

Methods inherited from class picsou.grid.PricingSimulatorTree

addChild, getChildren, getLocalWeight, getParent, getTotalWeight, mergeFromChildren, mergeToParent, removeChild, setLocalWeight, setTotalWeight

Methods inherited from class picsou.pricing.PricingSimulator

autorun, getAlg, getAsset, getOptionSet, getPrice, getState, getXMLFormatter, init, init, merge, offload, printAlgXML, printAssetXML, printOptionSet, reset, restart, seed, simulate, simulate, simulate, simulate, unguardedMerge, unguardedRestart, updateState

Methods inherited from class java.lang.Object

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

Constructor Detail

EuropeanSimpleGrid

public EuropeanSimpleGrid()

Method Detail

sayHello

public StringWrapper sayHello()

init

public void init(Algorithm alg,
                 Asset asset)

Description copied from interface: Simulator

Sets up the Simulator with an algorithm and an asset. entry state: ANY exit state: READY

Specified by:

init in interface Simulator

Specified by:

init in class PricingSimulator

unguardedSimulate

public java.lang.Integer unguardedSimulate(java.lang.Integer simCount)
                                    throws InvalidStateException

Specified by:

unguardedSimulate in class PricingSimulator

Throws:

InvalidStateException

updateValues

protected void updateValues(java.lang.Double local_sumX,
                            java.lang.Double local_sumXX,
                            java.lang.Integer simCount)
                     throws InvalidStateException

Specified by:

updateValues in class PricingSimulator

Throws:

InvalidStateException

getDefaultOptionSet

public OptionSet getDefaultOptionSet()

Specified by:

getDefaultOptionSet in class PricingSimulator

main

public static void main(java.lang.String[] args)