Class bond_Vasicek

java.lang.Object
  bond_Vasicek

public class bond_Vasicek
extends java.lang.Object

Constructor Summary

bond_Vasicek()
Creates a new instance of bond_CIR

bond_Vasicek(double _t, double _m, double _a, double _s, double _r)

Method Summary

double	calculate_A(double B)
double	calculate_A(double B, double t)
double	calculate_B()
double	calculate_B(double t)
void	calculate_price()
void	calculate_price(double t)
DataCurve	gen_PricevsMaturity(int n_points, double S)
DataCurve	gen_YieldvsMaturity(int n_points)
double	get_alpha()
double	get_B_maturity()
double	get_mu()
double	get_price()
double	get_r()
double	get_sigma()
double	get_yield()
static void	main(java.lang.String[] args)
void	set_alpha(double _a)
void	set_B_maturity(double _t)
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)
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_Vasicek

public bond_Vasicek()

Creates a new instance of bond_CIR

bond_Vasicek

public bond_Vasicek(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_B_maturity

public void set_B_maturity(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(double t)

calculate_price

public void calculate_price()

get_r

public double get_r()

get_B_maturity

public double get_B_maturity()

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(double B)

calculate_A

public double calculate_A(double B,
                          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)

gen_PricevsMaturity

public DataCurve gen_PricevsMaturity(int n_points,
                                     double S)

gen_YieldvsMaturity

public DataCurve gen_YieldvsMaturity(int n_points)

main

public static void main(java.lang.String[] args)

Parameters:

args - the command line arguments