Class PnLInPsiHstate.OneCTIstate

java.lang.Object
com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
Enclosing class:
PnLInPsiHstate<DTYPE>

class PnLInPsiHstate.OneCTIstate extends Object
A class with |D(Ti)+c*i|psi>=lambda|psi> solution.
  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    (package private) final double
     
    (package private) final double[]
     
    (package private) final int
     
    (package private) final double
     
    (package private) final EVXData
     
    (package private) final double
     
    (package private) final double
     
    (package private) final double
     
    (package private) final double[]
     
    (package private) final double
     
  • Constructor Summary

    Constructors
    Constructor
    Description
    OneCTIstate(int n, int ev_index, double cFactor, double[] QQt, double[] QQi, double[] QQpi, double[] QQTi, double[] QQTpi)
     
  • Method Summary

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Field Details

    • J

      final EVXData J
    • psiM

      final double[] psiM
    • DpsiM

      final double[] DpsiM
    • cFactor

      final double cFactor
    • lambda

      final double lambda
    • i

      final double i
    • T

      final double T
    • pa_i

      final double pa_i
    • pa_var

      final double pa_var
    • ev_index

      final int ev_index
  • Constructor Details

    • OneCTIstate

      OneCTIstate(int n, int ev_index, double cFactor, double[] QQt, double[] QQi, double[] QQpi, double[] QQTi, double[] QQTpi)