Examples of com.opengamma.analytics.util.serialization.InvokedSerializedForm

Package com.opengamma.analytics.util.serialization

Examples of com.opengamma.analytics.util.serialization.InvokedSerializedForm

com.opengamma.analytics.util.serialization.InvokedSerializedForm
Substitution representation of an inner class that is created as an invocation on the containing class. Call with an object instance if a specific instance is needed for the invocation. If the method is static or the containing object has no state pass the containing class. If an instance is passed, care must be taken in its serialized form such that it does not include the contained form (e.g. as an attribute) - doing so will create a loop in the graph which may prevent {@link #readReplace} from executing correctly.

        }
        return Math.sqrt(var);
      }


      public Object writeReplace() {
        return new InvokedSerializedForm(new InvokedSerializedForm(new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatility", priceSurface, spot, r, q), "getSurface"),
            "getFunction");
      }


    };


    return new LocalVolatilitySurfaceStrike(FunctionalDoublesSurface.from(locVol)) {
      public Object writeReplace() {
        return new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatility", priceSurface, spot, r, q);
      }
    };
  }

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        }
        return s * Math.sqrt(var);
      }


      public Object writeReplace() {
        return new InvokedSerializedForm(new InvokedSerializedForm(new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getAbsoluteLocalVolatilitSurface", impliedVolatilitySurface, spot,
            rate), "getSurface"), "getFunction");
      }


    };


    return new AbsoluteLocalVolatilitySurface(FunctionalDoublesSurface.from(locVol)) {
      public Object writeReplace() {
        return new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getAbsoluteLocalVolatilitSurface", impliedVolatilitySurface, spot, rate);
      }
    };
  }

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        }
        return Math.sqrt(var);
      }


      public Object writeReplace() {
        return new InvokedSerializedForm(new InvokedSerializedForm(new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatility", impliedVolatilitySurface, spot, drift),
            "getSurface"), "getFunction");
      }


    };


    return new LocalVolatilitySurfaceStrike(FunctionalDoublesSurface.from(locVol)) {
      public Object writeReplace() {
        return new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatility", impliedVolatilitySurface, spot, drift);
      }
    };
  }

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        }
        return Math.sqrt(var);
      }


      public Object writeReplace() {
        return new InvokedSerializedForm(new InvokedSerializedForm(new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatility", impliedVolatilitySurface, forwardCurve),
            "getSurface"), "getFunction");
      }


    };


    return new LocalVolatilitySurfaceStrike(FunctionalDoublesSurface.from(locVol)) {
      public Object writeReplace() {
        return new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatility", impliedVolatilitySurface, forwardCurve);
      }
    };
  }

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        final double dens = dg + 2 * vanna * divM + +vomma * divM * divM + vega * divM2;
        return Math.sqrt(2 * theta / dens) / m;
      }


      public Object writeReplace() {
        return new InvokedSerializedForm(new InvokedSerializedForm(new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatilityDebug", impliedVolatilitySurface),
            "getSurface"), "getFunction");
      }


    };


    return new LocalVolatilitySurfaceMoneyness(FunctionalDoublesSurface.from(locVol), impliedVolatilitySurface.getForwardCurve()) {
      public Object writeReplace() {
        return new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatilityDebug", impliedVolatilitySurface);
      }
    };
  }

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        final double vega = BlackFormulaRepository.vega(1.0, m, t, vol);
        return bTheta + vega * divT;
      }


      public Object writeReplace() {
        return new InvokedSerializedForm(new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getTheta", impliedVolatilitySurface), "getFunction");
      }


    };


    return new FunctionalDoublesSurface(theta) {
      public Object writeReplace() {
        return new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getTheta", impliedVolatilitySurface);
      }
    };
  }

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        final double dens = dg + 2 * vanna * divM + +vomma * divM * divM + vega * divM2;
        return dens;
      }


      public Object writeReplace() {
        return new InvokedSerializedForm(new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getDensity", impliedVolatilitySurface), "getFunction");
      }


    };


    return new FunctionalDoublesSurface(density) {
      public Object writeReplace() {
        return new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getDensity", impliedVolatilitySurface);
      }
    };
  }

View Full Code Here

        }
        return Math.sqrt(var);
      }


      public Object writeReplace() {
        return new InvokedSerializedForm(new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatility", surf), "getFunction");
      }


    };


    return new FunctionalDoublesSurface(locVol) {
      public Object writeReplace() {
        return new InvokedSerializedForm(DupireLocalVolatilityCalculator.this, "getLocalVolatility", surf);
      }
    };
  }

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      }
    };


    return new FunctionalDoublesCurve(f) {
      public Object writeReplace() {
        return new InvokedSerializedForm(ForwardCurveAffineDividends.class, "getForwardCurve", spot, riskFreeCurve, dividends);
      }
    };
  }

View Full Code Here

      }


    };
    return new FunctionalDoublesCurve(f) {
      public Object writeReplace() {
        return new InvokedSerializedForm(ForwardCurve.class, "getForwardCurve", spot, riskFreeCurve, costOfCarryCurve);
      }
    };
  }

View Full Code Here

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Related Classes of com.opengamma.analytics.util.serialization.InvokedSerializedForm

com.opengamma.analytics.financial.interestrate.NelsonSiegelBondCurveModel

com.opengamma.analytics.financial.interestrate.NelsonSiegelSvennsonBondCurveModel

com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurve

com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurveAffineDividends

com.opengamma.analytics.financial.model.volatility.local.DupireLocalVolatilityCalculator

com.opengamma.analytics.financial.model.volatility.surface.VolatilitySurfaceInterpolator

com.opengamma.analytics.math.function.ParameterizedFunction

com.opengamma.analytics.util.InvokedSerializedFormTest

com.opengamma.financial.analytics.fudgemsg.ModelForwardCurveTest

com.opengamma.financial.analytics.fudgemsg.SerializedForm$InvokedSerializedFormBuilder

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