Package com.polytechnik.trading
Class PnLInPsiHstate.MiscTests
java.lang.Object
com.polytechnik.trading.PnLInPsiHstate.MiscTests
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Field Summary
FieldsModifier and TypeFieldDescriptionfinal double
(package private) final PnLInPsiHstate<DTYPE>.OneStateSaved
(package private) final PnLInPsiHstate<DTYPE>.OneStateSaved
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
(package private) final double
(package private) final double
final double
final double
final double
(package private) final EVXData
final double
final double
final double
final double
final double
final double
final double
final double
final double
(package private) final ArrayList
<PnLInPsiHstate<DTYPE>.OneIState> (package private) final PnLInPsiHstate<DTYPE>.OneCTIstate
(package private) final PnLInPsiHstate<DTYPE>.OneCTIstate
final double
final double
(package private) final EVXData
final double
(package private) final EVXData
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Constructor Summary
Constructors -
Method Summary
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Field Details
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DTII_L
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DTII_H
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TDI_L
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TDI_H
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OLD_p0I
final double OLD_p0I -
OLD_p0t
final double OLD_p0t -
OLD_pi0
final double OLD_pi0 -
OLD_svar
final double OLD_svar -
OLD_svar_pt
final double OLD_svar_pt -
OLD_svar_feq
final double OLD_svar_feq -
OLD_svar_pt_feq
final double OLD_svar_pt_feq -
VT
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TiV
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PiPt
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If
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statesM
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i_TiVH
public final double i_TiVH -
Pi_TiVH
public final double Pi_TiVH -
Pv_TiVH
public final double Pv_TiVH -
P_TiVH
public final double P_TiVH -
Ti_TiVH
public final double Ti_TiVH -
varTi_TiVH
public final double varTi_TiVH -
Pvar_TiVH
public final double Pvar_TiVH -
pV_VTH
public final double pV_VTH -
pI_VTH
public final double pI_VTH -
TI_VTH
public final double TI_VTH -
dpdtM
public final double dpdtM -
rqPi_0
public final double rqPi_0 -
rqPi_1
public final double rqPi_1 -
rqTi_0
public final double rqTi_0 -
rqTi_1
public final double rqTi_1 -
rqPTi_0
public final double rqPTi_0 -
rqPTi_1
public final double rqPTi_1
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Constructor Details
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MiscTests
MiscTests(com.polytechnik.trading.SMomentsData mm)
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