Examples of delta()


Examples of org.jquantlib.pricingengines.BlackCalculator.delta()

            greeks.theta = black.theta(spot, t) + delta_theta * black.delta(spot);
        } catch (final ArithmeticException e) {
            greeks.theta = Constants.NULL_REAL;
        }

        greeks.rho = black.rho(t) + delta_rho * black.delta(spot);
    }

}
View Full Code Here

Examples of org.jquantlib.pricingengines.BlackCalculator.delta()

        QL.require(spot > 0.0, "negative or null underlying given"); // TODO: message
        /*@Real*/ final double forward = spot * dividendDiscount / riskFreeDiscount;

        final BlackCalculator black = new BlackCalculator(payoff, forward, Math.sqrt(variance/3.0),riskFreeDiscount);
        r.value = black.value();
        greeks.delta = black.delta(spot);
        greeks.gamma = black.gamma(spot);
        greeks.dividendRho = black.dividendRho(t_q)/2.0;

        /*@Time*/ final double t_r = rfdc.yearFraction(process.riskFreeRate().currentLink().referenceDate(),
                a.exercise.lastDate());
View Full Code Here

Examples of org.waveprotocol.wave.model.testing.DeltaTestUtil.delta()

    doc.expectedCall(MockCcDocument.MethodCall.CONSUME);
    doc.expectedNothing();

    // now hold back flush on another server op
    doc.flush_return = false;
    TransformedWaveletDelta delta3 = util.delta(3L, util.noOpDocOp(GENERATED_BLIP_ID));
    openCallback.onUpdate(new FakeWaveViewServiceUpdate()
        .setWaveletId(GENERATED_WAVELET_ID).addDelta(delta3));
    MockCcDocument.MethodCallContext callContext =
        doc.expectedCall(MockCcDocument.MethodCall.FLUSH);
    doc.expectedNothing();
View Full Code Here

Examples of org.waveprotocol.wave.model.testing.DeltaTestUtil.delta()

    DeltaTestUtil util = new DeltaTestUtil(USER_ID);

    // Receive an operation from the server that doesn't affect the document.
    TransformedWaveletDelta delta1 =
        util.delta(1L, util.addParticipant(new ParticipantId("reuben@example.com")));
    openCallback.onUpdate(new FakeWaveViewServiceUpdate()
        .setWaveletId(GENERATED_WAVELET_ID).addDelta(delta1));

    assertEquals(2, createdWavelet.getParticipantIds().size());
View Full Code Here

Examples of org.waveprotocol.wave.model.testing.DeltaTestUtil.delta()

        .setWaveletId(GENERATED_WAVELET_ID).addDelta(delta1));

    assertEquals(2, createdWavelet.getParticipantIds().size());

    // create an empty blip edit (i.e. implicit creation) and expect flush
    TransformedWaveletDelta delta2 = util.delta(2L, util.noOpDocOp(GENERATED_BLIP_ID));
    openCallback.onUpdate(new FakeWaveViewServiceUpdate()
        .setWaveletId(GENERATED_WAVELET_ID).addDelta(delta2));
    doc.expectedCall(MockCcDocument.MethodCall.FLUSH);
    doc.expectedCall(MockCcDocument.MethodCall.CONSUME);
    doc.expectedNothing();
View Full Code Here

Examples of rationals.Automaton.delta()

                        stateConcept=stateConcept.getComplementNNF();
                    statesToConcepts.put(state,stateConcept);
                }
            }
            // Generate the transitions
            for (Object transitionObject : automaton.delta()) {
                Transition transition=(Transition)transitionObject;
                OWLClassExpression fromStateConcept=statesToConcepts.get(transition.start()).getComplementNNF();
                OWLClassExpression toStateConcept=statesToConcepts.get(transition.end());
                if (transition.label()==null)
                    axioms.m_conceptInclusions.add(new OWLClassExpression[] { fromStateConcept,toStateConcept });
View Full Code Here

Examples of rationals.Automaton.delta()

                    boolean someInternalTransitionMatched=false;
                    for (Object transitionObject : biggerPropertyAutomaton.delta()) {
                        Transition transition=(Transition)transitionObject;
                        if (transition.label()!=null && transition.label().equals(smallerProperty)) {
                            Automaton smallerPropertyAutomaton=buildCompleteAutomataForProperties(smallerProperty,inversePropertiesMap,individualAutomata,completeAutomata,inversedPropertyDependencyGraph,symmetricObjectProperties,transitiveProperties);
                            if (smallerPropertyAutomaton.delta().size()!=1)
                                automataConnector(biggerPropertyAutomaton,smallerPropertyAutomaton,transition);
                            someInternalTransitionMatched=true;
                        }
                    }
                    if (!someInternalTransitionMatched) {
View Full Code Here

Examples of rationals.Automaton.delta()

    }
    protected Automaton minimizeAndNormalizeAutomaton(Automaton automaton) {
        Reducer minimizerDeterminizer=new Reducer();
        Normalizer normalizer=new Normalizer();
        Automaton tempMinimizedAuto=minimizerDeterminizer.transform(automaton);
        if (tempMinimizedAuto.delta().size()>=automaton.delta().size())
            return automaton;
        if (tempMinimizedAuto.initials().size()!=1 || tempMinimizedAuto.terminals().size()!=1)
            tempMinimizedAuto=normalizer.transform(tempMinimizedAuto);
        if (tempMinimizedAuto.delta().size()>automaton.delta().size())
            return automaton;
View Full Code Here

Examples of rationals.Automaton.delta()

        Automaton tempMinimizedAuto=minimizerDeterminizer.transform(automaton);
        if (tempMinimizedAuto.delta().size()>=automaton.delta().size())
            return automaton;
        if (tempMinimizedAuto.initials().size()!=1 || tempMinimizedAuto.terminals().size()!=1)
            tempMinimizedAuto=normalizer.transform(tempMinimizedAuto);
        if (tempMinimizedAuto.delta().size()>automaton.delta().size())
            return automaton;
        return tempMinimizedAuto;
    }
    protected void useStandardAutomataConnector(Automaton biggerPropertyAutomaton,Automaton smallerPropertyAutomaton,Transition transition) {
        Map<State,State> stateMapper=getDisjointUnion(biggerPropertyAutomaton,smallerPropertyAutomaton);
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.