Constant Field Values


Contents
com.skylit.*

com.skylit.io.EasyReader
protected static final int CLOSEERROR 2
protected static final int EOF 256
protected static final int OPENERROR 1
protected static final int READERROR 4

com.skylit.io.EasyWriter
protected static final int CLOSEERROR 2
protected static final int OPENERROR 1
protected static final int WRITEERROR 4

Examples.Probability.*

Examples.Probability.ExpectationTest
public static final double a 1.33d
public static final double A 3.17d
public static final double alpha 0.7d
public static final double b 2.12d
public static final double B 7.8d
public static final double C 4.13d

Examples.QuasiMonteCarlo.*

Examples.QuasiMonteCarlo.L2NX
public static final int N 16383

Graphics.*

Graphics.Flag
public static final int EPS 0

Libor.LiborProcess.*

Libor.LiborProcess.LMM_Parameters
public static final int CS 0
public static final int EP 1
public static final int JR 2

Market.*

Market.ConstantVolatilityAssetQMC
public static final int HALTON 0
public static final int SOBOL 1
public static final int UNIFORM 2

Market.Flag
public static final int A_DELTA 3
public static final int AM_DELTA 4
public static final int AQ_DELTA 5
public static final int MARKET_PROBABILITY 0
public static final int MC_DELTA 2
public static final int MV_DELTA 0
public static final int PERIODIC_REBALANCE 0
public static final int Q_DELTA 1
public static final int REACTIVE_REBALANCE 1
public static final int RISK_NEUTRAL_PROBABILITY 1

Optimizers.*

Optimizers.BFGS
public static final double EPS 1.0E-10d
public static final double EPSG 1.0E-8d
public static final double EPSX 1.0E-8d
public static final double KF 1.0E-4d

Options.*

Options.Option
public static final int ANALYTIC_DELTA 3
public static final int ANALYTIC_MINIMUM_VARIANCE_DELTA 4
public static final int ANALYTIC_QUOTIENT_DELTA 5
public static final int MARKET_PROBABILITY 0
public static final int MINIMUM_VARIANCE_DELTA 0
public static final int MONTE_CARLO_DELTA 2
public static final int QUOTIENT_DELTA 1
public static final int RISK_NEUTRAL_PROBABILITY 1

QuasiRandom.*

QuasiRandom.Intgrnd_3
public static final double TWO_PI 6.283185307179586d

Statistics.*

Statistics.ControlledRandomVariable
public static final int nBeta 2000