org.drip.dynamics.hullwhite

Class TrinomialTreeNodeMetrics

java.lang.Object

org.drip.dynamics.hullwhite.TrinomialTreeNodeMetrics

public class TrinomialTreeNodeMetrics
extends java.lang.Object

TrinomialTreeNodeMetrics records the Metrics associated with each Node in the Trinomial Tree Evolution of the Instantaneous Short Rate using the Hull-White Model.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
TrinomialTreeNodeMetrics(long lTimeIndex, long lXStochasticIndex, double dblX, double dblAlpha) TrinomialTreeNodeMetrics Constructor

Method Summary

Modifier and Type	Method and Description
double	alpha() Retrieve the Node's Alpha
double	shortRate() Retrieve the Node's Short Rate
long	timeIndex() Retrieve the Tree Node's Time Index
double	x() Retrieve the Node's X
long	xStochasticIndex() Retrieve the Tree Node's X Stochastic Index

Methods inherited from class java.lang.Object

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

Constructor Detail

TrinomialTreeNodeMetrics

public TrinomialTreeNodeMetrics(long lTimeIndex,
                                long lXStochasticIndex,
                                double dblX,
                                double dblAlpha)
                         throws java.lang.Exception

TrinomialTreeNodeMetrics Constructor

Parameters:

lTimeIndex - The Tree Node's Time Index

lXStochasticIndex - The Tree Node's Stochastic Index

dblX - X

dblAlpha - Alpha

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

x

public double x()

Retrieve the Node's X

Returns:

The Node's X

alpha

public double alpha()

Retrieve the Node's Alpha

Returns:

The Node's Alpha

shortRate

public double shortRate()

Retrieve the Node's Short Rate

Returns:

The Node's Short Rate

timeIndex

public long timeIndex()

Retrieve the Tree Node's Time Index

Returns:

The Time Index

xStochasticIndex

public long xStochasticIndex()

Retrieve the Tree Node's X Stochastic Index

Returns:

The Tree Node's X Stochastic Index