picsou.pricing
Class EuropeanSimple

java.lang.Object
  picsou.pricing.PricingSimulator
      picsou.pricing.EuropeanSimple

All Implemented Interfaces:

java.io.Serializable, Simulator

public class EuropeanSimple
extends PricingSimulator
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

EuropeanSimple()

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)
protected void	unguardedMerge(Simulator sim)
protected 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.pricing.PricingSimulator

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

Methods inherited from class java.lang.Object

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

Constructor Detail

EuropeanSimple

public EuropeanSimple()

Method Detail

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

protected java.lang.Integer unguardedSimulate(java.lang.Integer simCount)

Specified by:

unguardedSimulate in class PricingSimulator

unguardedMerge

protected void unguardedMerge(Simulator sim)

Specified by:

unguardedMerge in class PricingSimulator

updateValues

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

Specified by:

updateValues in class PricingSimulator

getDefaultOptionSet

public OptionSet getDefaultOptionSet()

Specified by:

getDefaultOptionSet in class PricingSimulator

main

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

Parameters:

args -