Package com.polytechnik.trading
Class PnLInPsiHstate.OneCTIstate
java.lang.Object
com.polytechnik.trading.PnLInPsiHstate.OneCTIstate
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Field Summary
FieldsModifier and TypeFieldDescription(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
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Constructor Summary
ConstructorsConstructorDescriptionOneCTIstate
(int n, int ev_index, double cFactor, double[] QQt, double[] QQi, double[] QQpi, double[] QQTi, double[] QQTpi) -
Method Summary
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Field Details
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J
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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
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Constructor Details
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OneCTIstate
OneCTIstate(int n, int ev_index, double cFactor, double[] QQt, double[] QQi, double[] QQpi, double[] QQTi, double[] QQTpi)
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