Class vmarket

java.lang.Object
  java.awt.Component
      java.awt.Container
          java.awt.Panel
              java.applet.Applet
                  vmarket

All Implemented Interfaces:

javax.accessibility.Accessible, java.awt.image.ImageObserver, java.awt.MenuContainer, RunDataNotable, java.lang.Runnable, java.io.Serializable

public class vmarket

extends java.applet.Applet

implements RunDataNotable, java.lang.Runnable

VMarket -- a virtual market calculator for financial products in java Andre JAUN (jaun@.kth.se). Copyright 2002-2005. All Rights Reserved.

Version:

4.4 (CVS/RCS $Revision: 1.13 $) Educational software distributed by www.lifelong-learners.com. The authors makes no representations or warranties about the suitability of the software, either express or implied, including but not limited to the implied warranties of merchantability, fitness for a particular purpose, or non-infringement. The authors shall not be liable for any damages suffered by licensee as a result of using or modifying this software or its derivatives.

See Also:

Serialized Form

Nested Class Summary

Nested classes inherited from class java.applet.Applet

java.applet.Applet.AccessibleApplet

Nested classes inherited from class java.awt.Panel

java.awt.Panel.AccessibleAWTPanel

Nested classes inherited from class java.awt.Container

java.awt.Container.AccessibleAWTContainer

Nested classes inherited from class java.awt.Component

java.awt.Component.AccessibleAWTComponent, java.awt.Component.BltBufferStrategy, java.awt.Component.FlipBufferStrategy

Field Summary

(package private) static java.lang.String	AMNORM American option in normalized variables
(package private) static java.lang.String	AMSTY American option without normalizing
(package private) static java.lang.String	BDT Black Derman and Toy model
(package private) static java.lang.String	BINARY Binary or digital option teminal payoff
private boolean	blockEvents Inhibits events during creation of selectos
(package private) static java.lang.String	BNDOPTION Caplet
(package private) static java.lang.String	BOND Bond
(package private) static java.lang.String	BOX A box as initial condition
(package private) static java.lang.String	CALL Call option teminal payoff
(package private) static java.lang.String	CAPLET Caplet initial condition
(package private) static java.lang.String	CIR Cox Inggersoll and Ross model
(package private) static java.lang.String	CONSOLE Operate a console output of the function values
(package private) static java.lang.String	CONST Discount function or Swap initial condition
(package private) static java.lang.String	DEFAULT Solve with Standard scheme
private int	delay Milliseconds between plots
private java.lang.String	displayName Text for toggle display button
(package private) static java.lang.String	EDIT Operate edit mode with TAG parameters displayed by default
(package private) static java.lang.String	EDITALL Operate edit mode with ALL parameters displayed
(package private) static java.lang.String	EUNORM European option in normalized variables
(package private) static java.lang.String	EUSTY European option without normalizing
(package private) static java.lang.String	EXC1_01 Solution of exercise 1.01
(package private) static java.lang.String	EXC1_02 Solution of exercise 1.02
(package private) static java.lang.String	EXC1_03 Solution of exercise 1.03
(package private) static java.lang.String	EXC1_04 Solution of exercise 1.04
(package private) static java.lang.String	EXC1_05 Solution of exercise 1.05
(package private) static java.lang.String	EXC1_06 Solution of exercise 1.06
(package private) static java.lang.String	EXC1_07 Solution of exercise 1.07
(package private) static java.lang.String	EXC1_08 Solution of exercise 1.08
(package private) static java.lang.String	EXC1_09 Solution of exercise 1.09
(package private) static java.lang.String	EXC1_10 Solution of exercise 1.10
(package private) static java.lang.String	EXC2_01 Solution of exercise 2.01
(package private) static java.lang.String	EXC2_02 Solution of exercise 2.02
(package private) static java.lang.String	EXC2_03 Solution of exercise 2.03
(package private) static java.lang.String	EXC2_04 Solution of exercise 2.04
(package private) static java.lang.String	EXC2_05 Solution of exercise 2.05
(package private) static java.lang.String	EXC2_06 Solution of exercise 2.06
(package private) static java.lang.String	EXC2_07 Solution of exercise 2.07
(package private) static java.lang.String	EXC2_08 Solution of exercise 2.08
(package private) static java.lang.String	EXC2_09 Solution of exercise 2.09
(package private) static java.lang.String	EXC2_10 Solution of exercise 2.10
(package private) static java.lang.String	EXC3_01 Solution of exercise 3.01
(package private) static java.lang.String	EXC3_02 Solution of exercise 3.02
(package private) static java.lang.String	EXC3_03 Solution of exercise 3.03
(package private) static java.lang.String	EXC3_04 Solution of exercise 3.04
(package private) static java.lang.String	EXC3_05 Solution of exercise 3.05
(package private) static java.lang.String	EXC4_01 Solution of exercise 4.01
(package private) static java.lang.String	EXC4_02 Solution of exercise 4.02
(package private) static java.lang.String	EXC4_03 Solution of exercise 4.03
(package private) static java.lang.String	EXC4_04 Solution of exercise 4.04
(package private) static java.lang.String	EXC4_05 Solution of exercise 4.05
(package private) static java.lang.String	EXC4_06 Solution of exercise 4.06
(package private) static java.lang.String	EXC4_07 Solution of exercise 4.07
(package private) static java.lang.String	EXC4_08 Solution of exercise 4.08
(package private) static java.lang.String	EXC4_09 Solution of exercise 4.09
(package private) static java.lang.String	EXC4_10 Solution of exercise 4.10
(package private) static java.lang.String	EXC4_11 Solution of exercise 4.11
(package private) static java.lang.String	EXC4_12 Solution of exercise 4.12
(package private) static java.lang.String	EXC4_13 Solution of exercise 4.13
(package private) static java.lang.String	EXC4_14 Solution of exercise 4.14
(package private) static java.lang.String	EXC4_15 Solution of exercise 4.15
(package private) static java.lang.String	EXC5_01 Solution of exercise 5.01
(package private) static java.lang.String	EXC5_02 Solution of exercise 5.02
(package private) static java.lang.String	EXC5_03 Solution of exercise 5.03
(package private) static java.lang.String	EXC5_04 Solution of exercise 5.04
(package private) static java.lang.String	EXC5_05 Solution of exercise 5.05
(package private) static java.lang.String	EXC5_06 Solution of exercise 5.06
(package private) static java.lang.String	EXC5_07 Solution of exercise 5.07
(package private) static java.lang.String	EXC5_08 Solution of exercise 5.08
(package private) static java.lang.String	EXC5_09 Solution of exercise 5.09
(package private) static java.lang.String	EXC5_10 Solution of exercise 5.10
(package private) static java.lang.String	EXC5_11 Solution of exercise 5.11
(package private) static java.lang.String	EXC5_12 Solution of exercise 5.12
(package private) static java.lang.String	EXC5_13 Solution of exercise 5.13
(package private) static java.lang.String	EXC5_14 Solution of exercise 5.14
(package private) static java.lang.String	EXC5_15 Solution of exercise 5.15
(package private) static java.lang.String	EXC6_01 Solution of exercise 6.01
(package private) static java.lang.String	EXC6_02 Solution of exercise 6.02
(package private) static java.lang.String	EXC6_03 Solution of exercise 6.03
(package private) static java.lang.String	EXC6_04 Solution of exercise 6.04
(package private) static java.lang.String	EXC6_05 Solution of exercise 6.05
(package private) static java.lang.String	EXC6_06 Solution of exercise 6.06
(package private) static java.lang.String	EXC6_07 Solution of exercise 6.07
(package private) static java.lang.String	EXC6_08 Solution of exercise 6.08
(package private) static java.lang.String	EXC6_09 Solution of exercise 6.09
(package private) static java.lang.String	EXC6_10 Solution of exercise 6.10
(package private) static java.lang.String	EXC6_11 Solution of exercise 6.11
(package private) static java.lang.String	EXC6_12 Solution of exercise 6.12
(package private) static java.lang.String	EXC6_13 Solution of exercise 6.13
(package private) static java.lang.String	EXC6_14 Solution of exercise 6.14
(package private) static java.lang.String	EXC6_15 Solution of exercise 6.15
(package private) static java.lang.String	EXC7_01 Solution of exercise 7.01
(package private) static java.lang.String	EXC7_02 Solution of exercise 7.02
(package private) static java.lang.String	EXC7_03 Solution of exercise 7.03
(package private) static java.lang.String	EXC7_04 Solution of exercise 7.04
(package private) static java.lang.String	EXC7_05 Solution of exercise 7.05
(package private) static java.lang.String	EXC7_06 Solution of exercise 7.06
(package private) static java.lang.String	EXC7_07 Solution of exercise 7.07
(package private) static java.lang.String	EXC7_08 Solution of exercise 7.08
(package private) static java.lang.String	EXC7_09 Solution of exercise 7.09
(package private) static java.lang.String	EXC7_10 Solution of exercise 7.10
(package private) static java.lang.String	EXCA_01 Solution of exercise A.01
(package private) static java.lang.String	EXCB_01 Solution of exercise B.01
(package private) static java.lang.String	EXCC_01 Solution of exercise C.01
(package private) static java.lang.String	EXCD_01 Solution of exercise D.01
(package private) static java.lang.String	EXCE_01 Solution of exercise E.01
(package private) static java.lang.String	EXCF_01 Solution of exercise F.01
(package private) static java.lang.String	EXERCISE Exercise to be inserted
(package private) static java.lang.String	FD Solve with finite differances
(package private) static java.lang.String	FEM Solve with finite elements method
(package private) static java.lang.String	FLOORLET Caplet initial condition
(package private) static java.lang.String	FMODEL Financial models (Black, Vasicek, CIR, BDT, etc)
private boolean	frozen Whether the simulation is running
(package private) static java.lang.String	GAUSSIAN A gaussian as initial condition
(package private) static java.lang.String	HW Hull and White model
(package private) static java.lang.String[]	icNames Vector of the names of initial conditions @see ShapeFunction
private MyChoice	icSelection GUI list of all the ICs
(package private) static java.lang.String	INBAR Monte-Carlo for in-barrier option
private java.lang.String	initializeName Text for initialize button
private boolean	isAnApplet Potentially reset by main
(package private) static java.lang.String	MCPART Monte-Carlo particles
(package private) static java.lang.String[]	methodNames Method selector
private MyChoice	methodSelection GUI list of all the methods
private int	nstep Operate nsteps before stopping
(package private) static java.lang.String[]	operNames Vector of the names of all the operations
private MyChoice	operSelection GUI list of all the operations
(package private) static java.lang.String	OUTBAR Monte-Carlo for out-barrier option
private PlotArea	plotArea The plot area
(package private) static java.lang.String	PPP Distribution function from a random walk of particles
(package private) static java.lang.String	PPPS Distribution function from a random walk of particles plot dots
private java.lang.String	printCName Text for print stop to console
(package private) static java.lang.String	PUT Put option teminal payoff
(package private) static java.lang.String	RNDWALK Random walk processes in physics
private RunData	runData The run parameters
(package private) java.lang.Thread	runThread Thread label
(package private) static java.lang.String[]	schemeNames Vector of the names of all the schemes @see Solution
private MyChoice	schemeSelection GUI list of all the schemes
(package private) static java.lang.String	SMP Solve expected value with Monte-Carlo sampling methods
(package private) static java.lang.String	SMPS Solve expected value with Monte-Carlo sampling methods plot dots
private Solution	solution The solution
private java.lang.String	startName Text for Start/Stop button
private int	step Current step number
private java.lang.String	step1Name Text for Step 1 button
(package private) static java.lang.String	STKOPTION Stock option
(package private) static java.lang.String	SWAP Swap
(package private) static java.lang.String[]	topicNames Vector of the names of different topics @see Solution
private MyChoice	topicSelection GUI list of all the topics
(package private) static java.lang.String	TREE2 Solve by sampling with a tree
(package private) static java.lang.String	VASICEK Vasicek model

Fields inherited from class java.applet.Applet

Fields inherited from class java.awt.Panel

Fields inherited from class java.awt.Container

Fields inherited from class java.awt.Component

BOTTOM_ALIGNMENT, CENTER_ALIGNMENT, LEFT_ALIGNMENT, RIGHT_ALIGNMENT, TOP_ALIGNMENT

Fields inherited from interface java.awt.image.ImageObserver

ABORT, ALLBITS, ERROR, FRAMEBITS, HEIGHT, PROPERTIES, SOMEBITS, WIDTH

Constructor Summary

vmarket()

Method Summary

boolean	action(java.awt.Event e, java.lang.Object arg) Deprecated.
private void	createSolution() Instanciate a solution and select the method and scheme for computations
private void	createWindow() Instanciate a GUI window
private void	gbAdd(java.awt.GridBagLayout gb, java.awt.GridBagConstraints c, java.awt.Component item) Helper method for adding objects to a GridBagLayout
java.lang.String	getAppletInfo() Information
java.lang.String[][]	getParameterInfo() Parameter info
boolean	handleEvent(java.awt.Event e) Deprecated.
void	init() Master initialization and layout
static void	main(java.lang.String[] args) Method to start the Applet as an application
boolean	mouseDown(java.awt.Event e, int x, int y) Deprecated.
void	run() Contains the main loop for the time stepping.
void	runDataNotifyMesh() A new mesh is created by RunData
void	runDataNotifyWalkers() The number of particles is changed by RunData
private void	setInitialCondition(Solution solution) Set the initial condition according to the runData parameters.
void	start() Applet start a new thread
void	stop() Applet stop
void	tagModify() Modify defaults parameters the HTML tags from the web page

Methods inherited from class java.applet.Applet

destroy, getAccessibleContext, getAppletContext, getAudioClip, getAudioClip, getCodeBase, getDocumentBase, getImage, getImage, getLocale, getParameter, isActive, newAudioClip, play, play, resize, resize, setStub, showStatus

Methods inherited from class java.awt.Panel

addNotify

Methods inherited from class java.awt.Container

add, add, add, add, add, addContainerListener, addImpl, addPropertyChangeListener, addPropertyChangeListener, applyComponentOrientation, areFocusTraversalKeysSet, countComponents, deliverEvent, doLayout, findComponentAt, findComponentAt, getAlignmentX, getAlignmentY, getComponent, getComponentAt, getComponentAt, getComponentCount, getComponents, getContainerListeners, getFocusTraversalKeys, getFocusTraversalPolicy, getInsets, getLayout, getListeners, getMaximumSize, getMinimumSize, getPreferredSize, insets, invalidate, isAncestorOf, isFocusCycleRoot, isFocusCycleRoot, isFocusTraversalPolicySet, layout, list, list, locate, minimumSize, paint, paintComponents, paramString, preferredSize, print, printComponents, processContainerEvent, processEvent, remove, remove, removeAll, removeContainerListener, removeNotify, setFocusCycleRoot, setFocusTraversalKeys, setFocusTraversalPolicy, setFont, setLayout, transferFocusBackward, transferFocusDownCycle, update, validate, validateTree

Methods inherited from class java.awt.Component

add, addComponentListener, addFocusListener, addHierarchyBoundsListener, addHierarchyListener, addInputMethodListener, addKeyListener, addMouseListener, addMouseMotionListener, addMouseWheelListener, bounds, checkImage, checkImage, coalesceEvents, contains, contains, createImage, createImage, createVolatileImage, createVolatileImage, disable, disableEvents, dispatchEvent, enable, enable, enableEvents, enableInputMethods, firePropertyChange, firePropertyChange, firePropertyChange, getBackground, getBounds, getBounds, getColorModel, getComponentListeners, getComponentOrientation, getCursor, getDropTarget, getFocusCycleRootAncestor, getFocusListeners, getFocusTraversalKeysEnabled, getFont, getFontMetrics, getForeground, getGraphics, getGraphicsConfiguration, getHeight, getHierarchyBoundsListeners, getHierarchyListeners, getIgnoreRepaint, getInputContext, getInputMethodListeners, getInputMethodRequests, getKeyListeners, getLocation, getLocation, getLocationOnScreen, getMouseListeners, getMouseMotionListeners, getMouseWheelListeners, getName, getParent, getPeer, getPropertyChangeListeners, getPropertyChangeListeners, getSize, getSize, getToolkit, getTreeLock, getWidth, getX, getY, gotFocus, hasFocus, hide, imageUpdate, inside, isBackgroundSet, isCursorSet, isDisplayable, isDoubleBuffered, isEnabled, isFocusable, isFocusOwner, isFocusTraversable, isFontSet, isForegroundSet, isLightweight, isOpaque, isShowing, isValid, isVisible, keyDown, keyUp, list, list, list, location, lostFocus, mouseDrag, mouseEnter, mouseExit, mouseMove, mouseUp, move, nextFocus, paintAll, postEvent, prepareImage, prepareImage, printAll, processComponentEvent, processFocusEvent, processHierarchyBoundsEvent, processHierarchyEvent, processInputMethodEvent, processKeyEvent, processMouseEvent, processMouseMotionEvent, processMouseWheelEvent, remove, removeComponentListener, removeFocusListener, removeHierarchyBoundsListener, removeHierarchyListener, removeInputMethodListener, removeKeyListener, removeMouseListener, removeMouseMotionListener, removeMouseWheelListener, removePropertyChangeListener, removePropertyChangeListener, repaint, repaint, repaint, repaint, requestFocus, requestFocus, requestFocusInWindow, requestFocusInWindow, reshape, setBackground, setBounds, setBounds, setComponentOrientation, setCursor, setDropTarget, setEnabled, setFocusable, setFocusTraversalKeysEnabled, setForeground, setIgnoreRepaint, setLocale, setLocation, setLocation, setName, setSize, setSize, setVisible, show, show, size, toString, transferFocus, transferFocusUpCycle

Methods inherited from class java.lang.Object

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

Field Detail

STKOPTION

static final java.lang.String STKOPTION

Stock option

See Also:

Constant Field Values

BOND

static final java.lang.String BOND

Bond

See Also:

Constant Field Values

BNDOPTION

static final java.lang.String BNDOPTION

Caplet

See Also:

Constant Field Values

SWAP

static final java.lang.String SWAP

Swap

See Also:

Constant Field Values

FMODEL

static final java.lang.String FMODEL

Financial models (Black, Vasicek, CIR, BDT, etc)

See Also:

Constant Field Values

RNDWALK

static final java.lang.String RNDWALK

Random walk processes in physics

See Also:

Constant Field Values

EXERCISE

static final java.lang.String EXERCISE

Exercise to be inserted

See Also:

Constant Field Values

topicNames

static final java.lang.String[] topicNames

Vector of the names of different topics @see Solution

topicSelection

private MyChoice topicSelection

GUI list of all the topics

FD

static final java.lang.String FD

Solve with finite differances

See Also:

Constant Field Values

FEM

static final java.lang.String FEM

Solve with finite elements method

See Also:

Constant Field Values

SMP

static final java.lang.String SMP

Solve expected value with Monte-Carlo sampling methods

See Also:

Constant Field Values

SMPS

static final java.lang.String SMPS

Solve expected value with Monte-Carlo sampling methods plot dots

See Also:

Constant Field Values

PPP

static final java.lang.String PPP

Distribution function from a random walk of particles

See Also:

Constant Field Values

PPPS

static final java.lang.String PPPS

Distribution function from a random walk of particles plot dots

See Also:

Constant Field Values

methodNames

static java.lang.String[] methodNames

Method selector

methodSelection

private MyChoice methodSelection

GUI list of all the methods

DEFAULT

static final java.lang.String DEFAULT

Solve with Standard scheme

See Also:

Constant Field Values

EUSTY

static final java.lang.String EUSTY

European option without normalizing

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Constant Field Values

EUNORM

static final java.lang.String EUNORM

European option in normalized variables

See Also:

Constant Field Values

AMSTY

static final java.lang.String AMSTY

American option without normalizing

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Constant Field Values

AMNORM

static final java.lang.String AMNORM

American option in normalized variables

See Also:

Constant Field Values

INBAR

static final java.lang.String INBAR

Monte-Carlo for in-barrier option

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Constant Field Values

OUTBAR

static final java.lang.String OUTBAR

Monte-Carlo for out-barrier option

See Also:

Constant Field Values

MCPART

static final java.lang.String MCPART

Monte-Carlo particles

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Constant Field Values

TREE2

static final java.lang.String TREE2

Solve by sampling with a tree

See Also:

Constant Field Values

VASICEK

static final java.lang.String VASICEK

Vasicek model

See Also:

Constant Field Values

CIR

static final java.lang.String CIR

Cox Inggersoll and Ross model

See Also:

Constant Field Values

BDT

static final java.lang.String BDT

Black Derman and Toy model

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Constant Field Values

HW

static final java.lang.String HW

Hull and White model

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Constant Field Values

EXC1_01

static final java.lang.String EXC1_01

Solution of exercise 1.01

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Constant Field Values

EXC1_02

static final java.lang.String EXC1_02

Solution of exercise 1.02

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Constant Field Values

EXC1_03

static final java.lang.String EXC1_03

Solution of exercise 1.03

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Constant Field Values

EXC1_04

static final java.lang.String EXC1_04

Solution of exercise 1.04

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Constant Field Values

EXC1_05

static final java.lang.String EXC1_05

Solution of exercise 1.05

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Constant Field Values

EXC1_06

static final java.lang.String EXC1_06

Solution of exercise 1.06

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Constant Field Values

EXC1_07

static final java.lang.String EXC1_07

Solution of exercise 1.07

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Constant Field Values

EXC1_08

static final java.lang.String EXC1_08

Solution of exercise 1.08

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Constant Field Values

EXC1_09

static final java.lang.String EXC1_09

Solution of exercise 1.09

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Constant Field Values

EXC1_10

static final java.lang.String EXC1_10

Solution of exercise 1.10

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Constant Field Values

EXC2_01

static final java.lang.String EXC2_01

Solution of exercise 2.01

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Constant Field Values

EXC2_02

static final java.lang.String EXC2_02

Solution of exercise 2.02

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Constant Field Values

EXC2_03

static final java.lang.String EXC2_03

Solution of exercise 2.03

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Constant Field Values

EXC2_04

static final java.lang.String EXC2_04

Solution of exercise 2.04

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Constant Field Values

EXC2_05

static final java.lang.String EXC2_05

Solution of exercise 2.05

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Constant Field Values

EXC2_06

static final java.lang.String EXC2_06

Solution of exercise 2.06

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Constant Field Values

EXC2_07

static final java.lang.String EXC2_07

Solution of exercise 2.07

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Constant Field Values

EXC2_08

static final java.lang.String EXC2_08

Solution of exercise 2.08

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Constant Field Values

EXC2_09

static final java.lang.String EXC2_09

Solution of exercise 2.09

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Constant Field Values

EXC2_10

static final java.lang.String EXC2_10

Solution of exercise 2.10

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Constant Field Values

EXC3_01

static final java.lang.String EXC3_01

Solution of exercise 3.01

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Constant Field Values

EXC3_02

static final java.lang.String EXC3_02

Solution of exercise 3.02

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Constant Field Values

EXC3_03

static final java.lang.String EXC3_03

Solution of exercise 3.03

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Constant Field Values

EXC3_04

static final java.lang.String EXC3_04

Solution of exercise 3.04

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Constant Field Values

EXC3_05

static final java.lang.String EXC3_05

Solution of exercise 3.05

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Constant Field Values

EXC4_01

static final java.lang.String EXC4_01

Solution of exercise 4.01

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Constant Field Values

EXC4_02

static final java.lang.String EXC4_02

Solution of exercise 4.02

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Constant Field Values

EXC4_03

static final java.lang.String EXC4_03

Solution of exercise 4.03

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Constant Field Values

EXC4_04

static final java.lang.String EXC4_04

Solution of exercise 4.04

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Constant Field Values

EXC4_05

static final java.lang.String EXC4_05

Solution of exercise 4.05

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Constant Field Values

EXC4_06

static final java.lang.String EXC4_06

Solution of exercise 4.06

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Constant Field Values

EXC4_07

static final java.lang.String EXC4_07

Solution of exercise 4.07

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Constant Field Values

EXC4_08

static final java.lang.String EXC4_08

Solution of exercise 4.08

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Constant Field Values

EXC4_09

static final java.lang.String EXC4_09

Solution of exercise 4.09

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Constant Field Values

EXC4_10

static final java.lang.String EXC4_10

Solution of exercise 4.10

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Constant Field Values

EXC4_11

static final java.lang.String EXC4_11

Solution of exercise 4.11

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Constant Field Values

EXC4_12

static final java.lang.String EXC4_12

Solution of exercise 4.12

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Constant Field Values

EXC4_13

static final java.lang.String EXC4_13

Solution of exercise 4.13

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Constant Field Values

EXC4_14

static final java.lang.String EXC4_14

Solution of exercise 4.14

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Constant Field Values

EXC4_15

static final java.lang.String EXC4_15

Solution of exercise 4.15

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Constant Field Values

EXC5_01

static final java.lang.String EXC5_01

Solution of exercise 5.01

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Constant Field Values

EXC5_02

static final java.lang.String EXC5_02

Solution of exercise 5.02

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Constant Field Values

EXC5_03

static final java.lang.String EXC5_03

Solution of exercise 5.03

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Constant Field Values

EXC5_04

static final java.lang.String EXC5_04

Solution of exercise 5.04

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Constant Field Values

EXC5_05

static final java.lang.String EXC5_05

Solution of exercise 5.05

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Constant Field Values

EXC5_06

static final java.lang.String EXC5_06

Solution of exercise 5.06

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Constant Field Values

EXC5_07

static final java.lang.String EXC5_07

Solution of exercise 5.07

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Constant Field Values

EXC5_08

static final java.lang.String EXC5_08

Solution of exercise 5.08

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Constant Field Values

EXC5_09

static final java.lang.String EXC5_09

Solution of exercise 5.09

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Constant Field Values

EXC5_10

static final java.lang.String EXC5_10

Solution of exercise 5.10

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Constant Field Values

EXC5_11

static final java.lang.String EXC5_11

Solution of exercise 5.11

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Constant Field Values

EXC5_12

static final java.lang.String EXC5_12

Solution of exercise 5.12

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Constant Field Values

EXC5_13

static final java.lang.String EXC5_13

Solution of exercise 5.13

See Also:

Constant Field Values

EXC5_14

static final java.lang.String EXC5_14

Solution of exercise 5.14

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Constant Field Values

EXC5_15

static final java.lang.String EXC5_15

Solution of exercise 5.15

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Constant Field Values

EXC6_01

static final java.lang.String EXC6_01

Solution of exercise 6.01

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Constant Field Values

EXC6_02

static final java.lang.String EXC6_02

Solution of exercise 6.02

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Constant Field Values

EXC6_03

static final java.lang.String EXC6_03

Solution of exercise 6.03

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Constant Field Values

EXC6_04

static final java.lang.String EXC6_04

Solution of exercise 6.04

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Constant Field Values

EXC6_05

static final java.lang.String EXC6_05

Solution of exercise 6.05

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Constant Field Values

EXC6_06

static final java.lang.String EXC6_06

Solution of exercise 6.06

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Constant Field Values

EXC6_07

static final java.lang.String EXC6_07

Solution of exercise 6.07

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Constant Field Values

EXC6_08

static final java.lang.String EXC6_08

Solution of exercise 6.08

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Constant Field Values

EXC6_09

static final java.lang.String EXC6_09

Solution of exercise 6.09

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Constant Field Values

EXC6_10

static final java.lang.String EXC6_10

Solution of exercise 6.10

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Constant Field Values

EXC6_11

static final java.lang.String EXC6_11

Solution of exercise 6.11

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Constant Field Values

EXC6_12

static final java.lang.String EXC6_12

Solution of exercise 6.12

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Constant Field Values

EXC6_13

static final java.lang.String EXC6_13

Solution of exercise 6.13

See Also:

Constant Field Values

EXC6_14

static final java.lang.String EXC6_14

Solution of exercise 6.14

See Also:

Constant Field Values

EXC6_15

static final java.lang.String EXC6_15

Solution of exercise 6.15

See Also:

Constant Field Values

EXC7_01

static final java.lang.String EXC7_01

Solution of exercise 7.01

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Constant Field Values

EXC7_02

static final java.lang.String EXC7_02

Solution of exercise 7.02

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Constant Field Values

EXC7_03

static final java.lang.String EXC7_03

Solution of exercise 7.03

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Constant Field Values

EXC7_04

static final java.lang.String EXC7_04

Solution of exercise 7.04

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Constant Field Values

EXC7_05

static final java.lang.String EXC7_05

Solution of exercise 7.05

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Constant Field Values

EXC7_06

static final java.lang.String EXC7_06

Solution of exercise 7.06

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Constant Field Values

EXC7_07

static final java.lang.String EXC7_07

Solution of exercise 7.07

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Constant Field Values

EXC7_08

static final java.lang.String EXC7_08

Solution of exercise 7.08

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Constant Field Values

EXC7_09

static final java.lang.String EXC7_09

Solution of exercise 7.09

See Also:

Constant Field Values

EXC7_10

static final java.lang.String EXC7_10

Solution of exercise 7.10

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Constant Field Values

EXCA_01

static final java.lang.String EXCA_01

Solution of exercise A.01

See Also:

Constant Field Values

EXCB_01

static final java.lang.String EXCB_01

Solution of exercise B.01

See Also:

Constant Field Values

EXCC_01

static final java.lang.String EXCC_01

Solution of exercise C.01

See Also:

Constant Field Values

EXCD_01

static final java.lang.String EXCD_01

Solution of exercise D.01

See Also:

Constant Field Values

EXCE_01

static final java.lang.String EXCE_01

Solution of exercise E.01

See Also:

Constant Field Values

EXCF_01

static final java.lang.String EXCF_01

Solution of exercise F.01

See Also:

Constant Field Values

schemeNames

static final java.lang.String[] schemeNames

Vector of the names of all the schemes @see Solution

schemeSelection

private MyChoice schemeSelection

GUI list of all the schemes

CALL

static final java.lang.String CALL

Call option teminal payoff

See Also:

Constant Field Values

PUT

static final java.lang.String PUT

Put option teminal payoff

See Also:

Constant Field Values

BINARY

static final java.lang.String BINARY

Binary or digital option teminal payoff

See Also:

Constant Field Values

BOX

static final java.lang.String BOX

A box as initial condition

See Also:

Constant Field Values

CONST

static final java.lang.String CONST

Discount function or Swap initial condition

See Also:

Constant Field Values

CAPLET

static final java.lang.String CAPLET

Caplet initial condition

See Also:

Constant Field Values

FLOORLET

static final java.lang.String FLOORLET

Caplet initial condition

See Also:

Constant Field Values

GAUSSIAN

static final java.lang.String GAUSSIAN

A gaussian as initial condition

See Also:

Constant Field Values

icNames

static final java.lang.String[] icNames

Vector of the names of initial conditions @see ShapeFunction

icSelection

private MyChoice icSelection

GUI list of all the ICs

EDIT

static final java.lang.String EDIT

Operate edit mode with TAG parameters displayed by default

See Also:

Constant Field Values

EDITALL

static final java.lang.String EDITALL

Operate edit mode with ALL parameters displayed

See Also:

Constant Field Values

CONSOLE

static final java.lang.String CONSOLE

Operate a console output of the function values

See Also:

Constant Field Values

operNames

static java.lang.String[] operNames

Vector of the names of all the operations

operSelection

private MyChoice operSelection

GUI list of all the operations

plotArea

private PlotArea plotArea

The plot area

runData

private RunData runData

The run parameters

startName

private final java.lang.String startName

Text for Start/Stop button

See Also:

Constant Field Values

step1Name

private final java.lang.String step1Name

Text for Step 1 button

See Also:

Constant Field Values

displayName

private final java.lang.String displayName

Text for toggle display button

See Also:

Constant Field Values

printCName

private final java.lang.String printCName

Text for print stop to console

See Also:

Constant Field Values

initializeName

private final java.lang.String initializeName

Text for initialize button

See Also:

Constant Field Values

frozen

private boolean frozen

Whether the simulation is running

step

private int step

Current step number

nstep

private int nstep

Operate nsteps before stopping

delay

private int delay

Milliseconds between plots

runThread

java.lang.Thread runThread

Thread label

isAnApplet

private boolean isAnApplet

Potentially reset by main

blockEvents

private boolean blockEvents

Inhibits events during creation of selectos

solution

private Solution solution

The solution

Constructor Detail

vmarket

public vmarket()

Method Detail

getAppletInfo

public java.lang.String getAppletInfo()

Information

init

public void init()

Master initialization and layout

createWindow

private void createWindow()

Instanciate a GUI window

See Also:

Solution

gbAdd

private void gbAdd(java.awt.GridBagLayout gb,
                   java.awt.GridBagConstraints c,
                   java.awt.Component item)

Helper method for adding objects to a GridBagLayout

Parameters:

gb - The layout

c - The constraints

item - The object to add

createSolution

private void createSolution()

Instanciate a solution and select the method and scheme for computations

Returns:

A new Solution

See Also:

Solution

setInitialCondition

private void setInitialCondition(Solution solution)

Set the initial condition according to the runData parameters.

Parameters:

solution - The solution to initialize

See Also:

Solution

tagModify

public void tagModify()

Modify defaults parameters the HTML tags from the web page

getParameterInfo

public java.lang.String[][] getParameterInfo()

Parameter info

start

public void start()

Applet start a new thread

stop

public void stop()

Applet stop

run

public void run()

Contains the main loop for the time stepping.

Specified by:

run in interface java.lang.Runnable

See Also:

ShapeFunction, Mesh, Solution

runDataNotifyMesh

public void runDataNotifyMesh()

A new mesh is created by RunData

Specified by:

runDataNotifyMesh in interface RunDataNotable

See Also:

RunData

runDataNotifyWalkers

public void runDataNotifyWalkers()

The number of particles is changed by RunData

Specified by:

runDataNotifyWalkers in interface RunDataNotable

See Also:

RunData

action

public boolean action(java.awt.Event e,
                      java.lang.Object arg)

Deprecated.

Responds to the user actions through the mouse and buttons (Java1.0). Yes, we know this sucks compare to Java 1.1, but we want to be compatible with as many browsers as possible. There is a lot of old stuff out there...

handleEvent

public boolean handleEvent(java.awt.Event e)

Deprecated.

Destroy application

mouseDown

public boolean mouseDown(java.awt.Event e,
                         int x,
                         int y)

Deprecated.

Print mouse coordinates to console

main

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

Method to start the Applet as an application

Parameters:

args - Not used