org.jquantlib.pricingengines.vanilla.finitedifferences

Class FDEngineAdapter<Base extends FDVanillaEngine,Engine extends OneAssetOption.Engine>

java.lang.Object

org.jquantlib.pricingengines.vanilla.finitedifferences.FDEngineAdapter<Base,Engine>

All Implemented Interfaces:

OneAssetOption.Engine, PricingEngine, Observable, Observer

Direct Known Subclasses:

FDAmericanEngine, FDDividendAmericanEngine, FDDividendEuropeanEngine, FDShoutEngine

public abstract class FDEngineAdapter<Base extends FDVanillaEngine,Engine extends OneAssetOption.Engine>
extends java.lang.Object
implements OneAssetOption.Engine

Finite-differences pricing engine for American-style vanilla options

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.pricingengines.PricingEngine

PricingEngine.Arguments, PricingEngine.Results

Field Summary

Fields inherited from interface org.jquantlib.pricingengines.PricingEngine

PRICING_ENGINE_NOT_SET

Constructor Summary

Constructors

Constructor and Description
FDEngineAdapter(java.lang.Class<? extends FDVanillaEngine> classBase, java.lang.Class<? extends Engine> classEngine, GeneralizedBlackScholesProcess process, int timeSteps, int gridPoints, boolean timeDependent)

Method Summary

Modifier and Type	Method and Description
void	addObserver(Observer observer) Attaches a observer to the Observable.
void	calculate()
int	countObservers() Counts how many Observers were attached to this class.
void	deleteObserver(Observer observer) Detaches a previously attached observer to the observable.
void	deleteObservers() Detaches all previously attached observer to the observable.
java.util.List<Observer>	getObservers() Returns list of observers registered with the Observable.
void	notifyObservers() Notifies all attached observers about changes in the observable.
void	notifyObservers(java.lang.Object arg) Notifies all attached observers about changes in the observable.
void	update() This method is called whenever the observed object is changed.

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.jquantlib.pricingengines.PricingEngine

getArguments, getResults, reset

Constructor Detail

FDEngineAdapter

public FDEngineAdapter(java.lang.Class<? extends FDVanillaEngine> classBase,
                       java.lang.Class<? extends Engine> classEngine,
                       GeneralizedBlackScholesProcess process,
                       int timeSteps,
                       int gridPoints,
                       boolean timeDependent)

Method Detail

calculate

public void calculate()

Specified by:

calculate in interface PricingEngine

update

public void update()

Description copied from interface: Observer

This method is called whenever the observed object is changed.

Specified by:

update in interface PricingEngine

Specified by:

update in interface Observer

addObserver

public void addObserver(Observer observer)

Description copied from interface: Observable

Attaches a observer to the Observable. After attachment the observer gets informed about changes in the Observable.

Specified by:

addObserver in interface Observable

Parameters:

observer - The observer to attach to the observable

countObservers

public int countObservers()

Description copied from interface: Observable

Counts how many Observers were attached to this class.

Specified by:

countObservers in interface Observable

Returns:

the number of Observers

See Also:

Observer

deleteObserver

public void deleteObserver(Observer observer)

Description copied from interface: Observable

Detaches a previously attached observer to the observable. After detachment the observer does no longer receive change notifications from the observable.

Specified by:

deleteObserver in interface Observable

Parameters:

observer - The observer to detach from the observable

deleteObservers

public void deleteObservers()

Description copied from interface: Observable

Detaches all previously attached observer to the observable. After detachment observers do not longer receive change notifications from the observable.

Specified by:

deleteObservers in interface Observable

getObservers

public java.util.List<Observer> getObservers()

Description copied from interface: Observable

Returns list of observers registered with the Observable. List returned is unmodifiable list.

Specified by:

getObservers in interface Observable

Returns:

list of observers

notifyObservers

public void notifyObservers()

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

notifyObservers

public void notifyObservers(java.lang.Object arg)

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

Parameters:

arg - an arbitrary Object to be passed to the Observer