org.jquantlib.testsuite.util

Class Utilities

java.lang.Object

org.jquantlib.testsuite.util.Utilities

public class Utilities
extends java.lang.Object

This class contains utility methods

Constructor Summary

Constructors

Constructor and Description
Utilities()

Method Summary

Modifier and Type	Method and Description
static YieldTermStructure	flatRate(Date today, double forward, DayCounter dc)
static YieldTermStructure	flatRate(Date today, Quote forward, DayCounter dc)
static YieldTermStructure	flatRate(double forward, DayCounter dc)
static YieldTermStructure	flatRate(Quote forward, DayCounter dc)
static BlackVolTermStructure	flatVol(Date today, double vol, DayCounter dc)
static BlackVolTermStructure	flatVol(Date today, Quote vol, DayCounter dc)
static BlackVolTermStructure	flatVol(double vol, DayCounter dc)
static BlackVolTermStructure	flatVol(Quote vol, DayCounter dc)
static double	norm(Array arr, double h)
static double	relativeError(double x1, double x2, double reference)

Methods inherited from class java.lang.Object

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

Constructor Detail

Utilities

public Utilities()

Method Detail

norm

public static double norm(Array arr,
                          double h)

relativeError

public static double relativeError(double x1,
                                   double x2,
                                   double reference)

flatRate

public static YieldTermStructure flatRate(Date today,
                                          Quote forward,
                                          DayCounter dc)

flatRate

public static YieldTermStructure flatRate(Date today,
                                          double forward,
                                          DayCounter dc)

flatRate

public static YieldTermStructure flatRate(Quote forward,
                                          DayCounter dc)

flatRate

public static YieldTermStructure flatRate(double forward,
                                          DayCounter dc)

flatVol

public static BlackVolTermStructure flatVol(Date today,
                                            Quote vol,
                                            DayCounter dc)

flatVol

public static BlackVolTermStructure flatVol(Date today,
                                            double vol,
                                            DayCounter dc)

flatVol

public static BlackVolTermStructure flatVol(Quote vol,
                                            DayCounter dc)

flatVol

public static BlackVolTermStructure flatVol(double vol,
                                            DayCounter dc)