TrinomialTreeTransitionMetrics

java.lang.Object
- org.drip.dynamics.hullwhite.TrinomialTreeTransitionMetrics

```
public class TrinomialTreeTransitionMetrics
extends java.lang.Object
```
TrinomialTreeTransitionMetrics records the Transition Metrics associated with Node-to-Node Evolution of the Instantaneous Short Rate using the Hull-White Model Trinomial Tree.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor and Description
`TrinomialTreeTransitionMetrics(int iInitialDate, int iTerminalDate, long lTreeTimeIndex, long lTreeStochasticBaseIndex, double dblExpectedTerminalX, double dblXVariance, double dblTerminalAlpha)` TrinomialTreeTransitionMetrics Constructor

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`TrinomialTreeNodeMetrics`	`downNodeMetrics()` Retrieve the "Down" Node Metrics
`double`	`expectedTerminalX()` Retrieve the Expected Final/Terminal Value for X
`int`	`initialDate()` Retrieve the Initial Date
`double`	`probabilityDown()` Retrieve the Probability of the Down Stochastic Shift
`double`	`probabilityStay()` Retrieve the Probability of the No Shift
`double`	`probabilityUp()` Retrieve the Probability of the Up Stochastic Shift
`TrinomialTreeNodeMetrics`	`stayNodeMetrics()` Retrieve the "Stay" Node Metrics
`double`	`terminalAlpha()` Retrieve the Final/Terminal Alpha
`int`	`terminalDate()` Retrieve the Terminal Date
`long`	`treeStochasticDisplacementIndex()` Retrieve the Tree Stochastic Displacement Index
`long`	`treeTimeIndex()` Retrieve the Tree Time Index
`TrinomialTreeNodeMetrics`	`upNodeMetrics()` Retrieve the "Up" Node Metrics
`double`	`xDown()` Retrieve the "Down" Value for X
`double`	`xStochasticShift()` Retrieve the Stochastic Shift of X
`double`	`xUp()` Retrieve the "Up" Value for X
`double`	`xVariance()` Retrieve the Variance in the Final Value of X

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - TrinomialTreeTransitionMetrics
```
public TrinomialTreeTransitionMetrics(int iInitialDate,
                                      int iTerminalDate,
                                      long lTreeTimeIndex,
                                      long lTreeStochasticBaseIndex,
                                      double dblExpectedTerminalX,
                                      double dblXVariance,
                                      double dblTerminalAlpha)
                               throws java.lang.Exception
```
    TrinomialTreeTransitionMetrics Constructor
    
    Parameters:
    
    iInitialDate - The Initial Date
    
    iTerminalDate - The Terminal/Final Date
    
    lTreeTimeIndex - The Tree Time Index
    
    lTreeStochasticBaseIndex - The Tree Stochastic Base Index
    
    dblExpectedTerminalX - Expectation of the Final/Terminal Value for X
    
    dblXVariance - Variance of X
    
    dblTerminalAlpha - The Final/Terminal Alpha
    
    Throws:
    
    java.lang.Exception - Thrown if the Inputs are Invalid
- Method Detail
  - initialDate
```
public int initialDate()
```
    Retrieve the Initial Date
    
    Returns:
    
    The Initial Date
  - terminalDate
```
public int terminalDate()
```
    Retrieve the Terminal Date
    
    Returns:
    
    The Terminal Date
  - treeTimeIndex
```
public long treeTimeIndex()
```
    Retrieve the Tree Time Index
    
    Returns:
    
    The Tree Time Index
  - expectedTerminalX
```
public double expectedTerminalX()
```
    Retrieve the Expected Final/Terminal Value for X
    
    Returns:
    
    The Expected Final/Terminal Value for X
  - xVariance
```
public double xVariance()
```
    Retrieve the Variance in the Final Value of X
    
    Returns:
    
    The Variance in the Final Value of X
  - xStochasticShift
```
public double xStochasticShift()
```
    Retrieve the Stochastic Shift of X
    
    Returns:
    
    The Stochastic Shift of X
  - treeStochasticDisplacementIndex
```
public long treeStochasticDisplacementIndex()
```
    Retrieve the Tree Stochastic Displacement Index
    
    Returns:
    
    The Tree Stochastic Displacement Index
  - probabilityUp
```
public double probabilityUp()
```
    Retrieve the Probability of the Up Stochastic Shift
    
    Returns:
    
    Probability of the Up Stochastic Shift
  - probabilityDown
```
public double probabilityDown()
```
    Retrieve the Probability of the Down Stochastic Shift
    
    Returns:
    
    Probability of the Down Stochastic Shift
  - probabilityStay
```
public double probabilityStay()
```
    Retrieve the Probability of the No Shift
    
    Returns:
    
    Probability of the No Shift
  - xUp
```
public double xUp()
```
    Retrieve the "Up" Value for X
    
    Returns:
    
    The "Up" Value for X
  - xDown
```
public double xDown()
```
    Retrieve the "Down" Value for X
    
    Returns:
    
    The "Down" Value for X
  - terminalAlpha
```
public double terminalAlpha()
```
    Retrieve the Final/Terminal Alpha
    
    Returns:
    
    The Final/Terminal Alpha
  - upNodeMetrics
```
public TrinomialTreeNodeMetrics upNodeMetrics()
```
    Retrieve the "Up" Node Metrics
    
    Returns:
    
    The "Up" Node Metrics
  - downNodeMetrics
```
public TrinomialTreeNodeMetrics downNodeMetrics()
```
    Retrieve the "Down" Node Metrics
    
    Returns:
    
    The "Down" Node Metrics
  - stayNodeMetrics
```
public TrinomialTreeNodeMetrics stayNodeMetrics()
```
    Retrieve the "Stay" Node Metrics
    
    Returns:
    
    The "Stay" Node Metrics

Class TrinomialTreeTransitionMetrics

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

TrinomialTreeTransitionMetrics

Method Detail

initialDate

terminalDate

treeTimeIndex

expectedTerminalX

xVariance

xStochasticShift

treeStochasticDisplacementIndex

probabilityUp

probabilityDown

probabilityStay

xUp

xDown

terminalAlpha

upNodeMetrics

downNodeMetrics

stayNodeMetrics