picsou.pricing
Class PricingSimulator

java.lang.Object
  picsou.pricing.PricingSimulator

All Implemented Interfaces:

Simulator

Direct Known Subclasses:

EuropeanBarrier, EuropeanSimple, PricingSimulatorTree

public abstract class PricingSimulator
extends java.lang.Object
implements Simulator

Field Summary

protected double	a1
protected double	a2
protected Algorithm	alg
protected Asset	asset
protected double	deltaT
protected Random	generator
protected int	itsPerPacket
protected Log	log
protected int	offloadedIts
protected double	riskFreeRateDiscount
protected State	state
protected int	timeIntervals

Constructor Summary

PricingSimulator()

Method Summary

org.objectweb.proactive.core.util.wrapper.BooleanWrapper	autorun(Simulator parent) Ask the simulator to run, pulling tasks from sim and merging them back in as they complete.
Algorithm	getAlg()
Asset	getAsset()
abstract OptionSet	getDefaultOptionSet()
OptionSet	getOptionSet() Returns the OptionSet entry state: any exit state: unchanged
Price	getPrice()
State	getState() Returns the current state entry state: any exit state: unchanged
protected org.apache.xml.serialize.OutputFormat	getXMLFormatter()
abstract void	init(Algorithm alg, Asset asset) Sets up the Simulator with an algorithm and an asset.
void	init(OptionSet optionSet) Sets up the Simulator with an algorithm and an asset.
void	init(java.lang.String fileOrURL)
void	merge(Simulator sim) Adds the results of another simulator to this Simulator.
org.objectweb.proactive.core.util.wrapper.IntWrapper	offload(Simulator sim) Offer a number of the queued iterations to another simulator.
void	printAlgXML()
void	printAssetXML()
void	printOptionSet(java.io.OutputStream out)
void	reset() Resets Simulator to initial (cleared) state.
void	restart() Clears the current results to restart the Simulator with the original Algorithm and Asset (cleared of Performance and Price results).
void	seed(Simulator sim) Seeds the current Simulator from the state of another Simulator.
void	simulate() Do a simulation on the asset with the given parameters and using all remaining iterations entry state: READY or RUNNING exit state: DONE
org.objectweb.proactive.core.util.wrapper.IntWrapper	simulate(java.lang.Double simCount)
org.objectweb.proactive.core.util.wrapper.IntWrapper	simulate(java.lang.Integer simCount) Attempt to simulate up to "iterations", return actual number completed.
org.objectweb.proactive.core.util.wrapper.IntWrapper	simulate(org.objectweb.proactive.core.util.wrapper.IntWrapper simCount)
protected abstract void	unguardedMerge(Simulator sim)
protected void	unguardedRestart()
protected abstract java.lang.Integer	unguardedSimulate(java.lang.Integer simCount)
protected void	updateState()
protected abstract void	updateValues(java.lang.Double sumX, java.lang.Double sumXX, java.lang.Integer simCount)

Methods inherited from class java.lang.Object

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

Field Detail

alg

protected Algorithm alg

asset

protected Asset asset

state

protected State state

generator

protected Random generator

log

protected transient Log log

timeIntervals

protected int timeIntervals

itsPerPacket

protected int itsPerPacket

offloadedIts

protected int offloadedIts

deltaT

protected double deltaT

riskFreeRateDiscount

protected double riskFreeRateDiscount

a1

protected double a1

a2

protected double a2

Constructor Detail

PricingSimulator

public PricingSimulator()

Method Detail

init

public void init(java.lang.String fileOrURL)

init

public void init(OptionSet optionSet)

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

init

public abstract 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

simulate

public void simulate()
              throws InvalidStateException

Description copied from interface: Simulator

Do a simulation on the asset with the given parameters and using all remaining iterations entry state: READY or RUNNING exit state: DONE

Specified by:

simulate in interface Simulator

Throws:

InvalidStateException

simulate

public org.objectweb.proactive.core.util.wrapper.IntWrapper simulate(java.lang.Double simCount)
                                                              throws InvalidStateException

Throws:

InvalidStateException

simulate

public org.objectweb.proactive.core.util.wrapper.IntWrapper simulate(org.objectweb.proactive.core.util.wrapper.IntWrapper simCount)
                                                              throws InvalidStateException

Throws:

InvalidStateException

simulate

public org.objectweb.proactive.core.util.wrapper.IntWrapper simulate(java.lang.Integer simCount)
                                                              throws InvalidStateException

Description copied from interface: Simulator

Attempt to simulate up to "iterations", return actual number completed. Simulator will not simulate more than the total iterations set by the Algorithm, so the smaller of queuedIterations and requestedIterations will be passed to unguarded simulate. entry state: READY or RUNNING exit state: RUNNING or DONE

Specified by:

simulate in interface Simulator

Returns:

Integer

Throws:

InvalidStateException

autorun

public org.objectweb.proactive.core.util.wrapper.BooleanWrapper autorun(Simulator parent)
                                                                 throws InvalidStateException

Description copied from interface: Simulator

Ask the simulator to run, pulling tasks from sim and merging them back in as they complete. Returns "true" when done. Should never return "false". This is a PA artifact, since the returned object allows PA to hold a future to synchronise on. entry state: not INIT exit state: not INIT

Specified by:

autorun in interface Simulator

Throws:

InvalidStateException

offload

public org.objectweb.proactive.core.util.wrapper.IntWrapper offload(Simulator sim)

Description copied from interface: Simulator

Offer a number of the queued iterations to another simulator. Do not assume they will be completed (perhaps partial, perhaps none), so do not decrease any queued iteration count. Implementation may choose to count how many have been offloaded. entry state: READY or RUNNING exit state: unchanged

Specified by:

offload in interface Simulator

merge

public void merge(Simulator sim)
           throws InvalidStateException

Description copied from interface: Simulator

Adds the results of another simulator to this Simulator. Pre-conditions on "sim": RUNNING or DONE, Asset must be identical, except for "simulation" count. Pre-conditions on "this": READY or RUNNING, this.completedSimulations + sim.completedSimulations <= this.simulations entry state: READY or RUNNING exit state: RUNNING or DONE

Specified by:

merge in interface Simulator

Throws:

InvalidStateException

seed

public void seed(Simulator sim)
          throws InvalidStateException

Description copied from interface: Simulator

Seeds the current Simulator from the state of another Simulator. Currently this is synonymous with "this = sim.copyOf()" in that it creates a copy of the sim Simulator. entry state: ANY exit state: same as sim.state

Specified by:

seed in interface Simulator

Throws:

InvalidStateException

reset

public void reset()

Description copied from interface: Simulator

Resets Simulator to initial (cleared) state. entry state: ANY exit state: INIT

Specified by:

reset in interface Simulator

restart

public void restart()
             throws InvalidStateException

Description copied from interface: Simulator

Clears the current results to restart the Simulator with the original Algorithm and Asset (cleared of Performance and Price results). After restart(), simulate() or simulate(int) can be called. entry state: not INIT exit state: READY

Specified by:

restart in interface Simulator

Throws:

InvalidStateException

unguardedSimulate

protected abstract java.lang.Integer unguardedSimulate(java.lang.Integer simCount)
                                                throws InvalidStateException

Throws:

InvalidStateException

unguardedMerge

protected abstract void unguardedMerge(Simulator sim)
                                throws InvalidStateException

Throws:

InvalidStateException

unguardedRestart

protected void unguardedRestart()

updateValues

protected abstract void updateValues(java.lang.Double sumX,
                                     java.lang.Double sumXX,
                                     java.lang.Integer simCount)
                              throws InvalidStateException

Throws:

InvalidStateException

getXMLFormatter

protected org.apache.xml.serialize.OutputFormat getXMLFormatter()

printOptionSet

public void printOptionSet(java.io.OutputStream out)

printAlgXML

public void printAlgXML()

printAssetXML

public void printAssetXML()

updateState

protected void updateState()

getState

public State getState()

Description copied from interface: Simulator

Returns the current state entry state: any exit state: unchanged

Specified by:

getState in interface Simulator

Returns:

Price

getPrice

public Price getPrice()
               throws InvalidStateException

Throws:

InvalidStateException

getAlg

public Algorithm getAlg()

getAsset

public Asset getAsset()

getDefaultOptionSet

public abstract OptionSet getDefaultOptionSet()

getOptionSet

public OptionSet getOptionSet()

Description copied from interface: Simulator

Returns the OptionSet entry state: any exit state: unchanged

Specified by:

getOptionSet in interface Simulator

Returns:

OptionSet