Class bond_CIR

java.lang.Object
  extended by bond_CIR

public class bond_CIR
extends java.lang.Object


Constructor Summary
bond_CIR()
          Creates a new instance of bond_CIR
bond_CIR(double _t, double _m, double _a, double _s, double _r)
           
 
Method Summary
 double calculate_A()
           
 double calculate_A(double t)
           
 double calculate_B()
           
 double calculate_B(double t)
           
 void calculate_price()
           
 double get_alpha()
           
 double get_mu()
           
 double get_price()
           
 double get_r()
           
 double get_sigma()
           
 double get_time()
           
 double get_yield()
           
static void main(java.lang.String[] args)
           
 void set_alpha(double _a)
           
 void set_bond_Vasicek(double _t, double _m, double _a, double _s, double _r)
           
 void set_mu(double _m)
           
 void set_r(double _r)
           
 void set_sigma(double _sig)
           
 void set_time(double _t)
           
 double zero_coupon_bond()
           
 double zero_coupon_bond(double t)
           
 double zero_coupon_bond(double A, double B)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

bond_CIR

public bond_CIR()
Creates a new instance of bond_CIR


bond_CIR

public bond_CIR(double _t,
                double _m,
                double _a,
                double _s,
                double _r)
Method Detail

set_bond_Vasicek

public void set_bond_Vasicek(double _t,
                             double _m,
                             double _a,
                             double _s,
                             double _r)

set_time

public void set_time(double _t)

set_r

public void set_r(double _r)

set_alpha

public void set_alpha(double _a)

set_mu

public void set_mu(double _m)

set_sigma

public void set_sigma(double _sig)

calculate_price

public void calculate_price()

get_r

public double get_r()

get_time

public double get_time()

get_mu

public double get_mu()

get_alpha

public double get_alpha()

get_sigma

public double get_sigma()

get_price

public double get_price()

get_yield

public double get_yield()

calculate_B

public double calculate_B()

calculate_B

public double calculate_B(double t)

calculate_A

public double calculate_A()

calculate_A

public double calculate_A(double t)

zero_coupon_bond

public double zero_coupon_bond()

zero_coupon_bond

public double zero_coupon_bond(double A,
                               double B)

zero_coupon_bond

public double zero_coupon_bond(double t)

main

public static void main(java.lang.String[] args)
Parameters:
args - the command line arguments