Package | Description |
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org.drip.dynamics.hullwhite |
Modifier and Type | Method and Description |
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TrinomialTreeNodeMetrics |
TrinomialTreeTransitionMetrics.downNodeMetrics()
Retrieve the "Down" Node Metrics
|
TrinomialTreeNodeMetrics |
TrinomialTreeSequenceMetrics.nodeMetrics(long lTreeTimeIndex,
long lTreeStochasticIndex)
Retrieve the Node Metrics from the corresponding Tree Time/Space Indexes
|
TrinomialTreeNodeMetrics |
TrinomialTreeTransitionMetrics.stayNodeMetrics()
Retrieve the "Stay" Node Metrics
|
TrinomialTreeNodeMetrics |
TrinomialTreeTransitionMetrics.upNodeMetrics()
Retrieve the "Up" Node Metrics
|
Modifier and Type | Method and Description |
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java.util.Map<java.lang.String,TrinomialTreeNodeMetrics> |
TrinomialTreeSequenceMetrics.nodeMetrics()
Retrieve the Node Metrics Map
|
Modifier and Type | Method and Description |
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boolean |
TrinomialTreeSequenceMetrics.addNodeMetrics(TrinomialTreeNodeMetrics hwnm)
Add the Hull-White Node Metrics Instance
|
TrinomialTreeTransitionMetrics |
SingleFactorStateEvolver.evolveTrinomialTree(int iSpotDate,
int iInitialDate,
int iTerminalDate,
TrinomialTreeNodeMetrics hwnmInitial)
Generate the Metrics associated with the Transition that results from using a Trinomial Tree Using the
Starting Node Metrics
|
boolean |
SingleFactorStateEvolver.evolveTrinomialTreeSequence(int iSpotDate,
int iInitialDate,
int iDayIncrement,
int iNumIncrement,
TrinomialTreeNodeMetrics hwnm,
TrinomialTreeSequenceMetrics hwsm)
Evolve the Trinomial Tree Sequence
|
boolean |
TrinomialTreeSequenceMetrics.setTransitionProbability(TrinomialTreeNodeMetrics hwnmSource,
TrinomialTreeNodeMetrics hwnmTarget,
double dblTransitionProbability)
Set the Transition Probability for the specified Pair of Nodes
|
double |
TrinomialTreeSequenceMetrics.sourceTargetTransitionProbability(TrinomialTreeNodeMetrics hwnmSource,
TrinomialTreeNodeMetrics hwnmTarget)
Retrieve the Source-To-Target Transition Probability
|
double |
TrinomialTreeSequenceMetrics.targetSourceTransitionProbability(TrinomialTreeNodeMetrics hwnmTarget,
TrinomialTreeNodeMetrics hwnmSource)
Retrieve the Target-From-Source Transition Probability
|