WebCab Options and Futures Demo v2.5 (J2SE Edition)

A B C D E F G H I K L M N O P R S T U V W Y

## A

AbstractBusinessCalendar - class webcab.lib.calendar.AbstractBusinessCalendar.
  This abstract class provides default implementation for most of the methods in the `BusinessCalendar` interface.
AbstractBusinessCalendar(String) - Constructor for class webcab.lib.calendar.AbstractBusinessCalendar
  Default constructor.
accruedInterest(double, Date, Date, Date, Date[], Date, double[], String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method recalculates the target price of a bond by taking into account the accrued interest.
ACTUAL_360 - Static variable in class webcab.lib.calendar.cities.DayCountConventions
  This string identifies the `Actual/360' day count convention.
ACTUAL_365 - Static variable in class webcab.lib.calendar.cities.DayCountConventions
  This string identifies the `Actual/365' day count convention.
ACTUAL_ACTUAL - Static variable in class webcab.lib.calendar.cities.DayCountConventions
  This string identifies the `Actual/Actual' day count convention.
aggregatePosition(int, int) - Method in class webcab.lib.finance.futures.Forwards
  Calculates the aggregate number of futures contract held.
aggregatePosition(int, int) - Method in class webcab.lib.finance.futures.DailyReporting
  Calculates the aggregate number of futures contracts held.
aggregatePosition(int, int) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Calculates the aggregate number of futures contract held.
AMERICAN - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies American style options.
ANNUAL_DAY_COUNT_252 - Static variable in class webcab.lib.finance.options.OptionsConstants
  This constant identifies the 252 days per year convention.
ANNUAL_DAY_COUNT_360 - Static variable in class webcab.lib.finance.options.OptionsConstants
  This constant identifies the 360 days per year convention.
ANNUAL_DAY_COUNT_365 - Static variable in class webcab.lib.finance.options.OptionsConstants
  This constant identifies the 365 days per year convention.
archVolatilityEstimate(double, double, double[], double[]) - Method in class webcab.lib.finance.options.Volatility
  Returns the estimate of the volatility according to the ARCH model.
ARITHMETIC - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  This constant identifies the arithmetic averaging type.
ARITHMETIC - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  This constant identifies the arithmetic averaging type.
ASIAN_ARITHMETIC - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies Asian options with arithmetic average.
ASIAN_GEOMETRIC - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies Asian options with geometric average.
asianMC(BlackScholesConstants, double, double, double, double, BlackScholesConstants, BlackScholesConstants, double, double, double, int, int) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates the value of an Asian option at a given point in time in accordance with the Black-Scholes model using a Monte Carlo pricing technique.
asianPDE(BlackScholesConstants, double, double, double, double, boolean, BlackScholesConstants, BlackScholesConstants, double, double, double, BlackScholesConstants, int, int, double, int, double, double) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates the value of an Asian option at a given point of time in accordance with the Black-Scholes model using a finite differencing PDE based pricing techniques.
autumnalEquinox(int) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
  Returns the Autumnal Equinox day as a day of year.

## B

BARRIER - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  Used internally.
BARRIER - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  Used internally.
barrierMC(BlackScholesConstants, double, double, double, double, BlackScholesConstants, BlackScholesConstants, double, double, double, double, double, int, int) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates a (single) barrier option in accordance with the Black-Scholes model using a Monte Carlo pricing technique.
BEAR - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies a bear spread (a strategy that benefits from a falling market)
betaHedge(double, double, double) - Method in class webcab.lib.finance.futures.FuturesHedging
  Returns the number of index futures to short (negative returned value) or buy (positive returned value) in order to hedge the risk from a well diversified stock portfolio.
betaModify(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesHedging
  Returns the number of index futures to short (negative returned value) or buy (positive returned value) in order to modify the beta of a well diversified stock portfolio to any desired value.
binaryMC(BlackScholesConstants, double, double, double, double, double, double, double, int, int) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates a (cash-or-nothing) binary (or digital) option in accordance with the Black-Scholes model using a Monte Carlo pricing technique.
BinaryOptions - class webcab.lib.finance.options.BinaryOptions.
  This class evaluates the pay-off from a Binary option at expiry.
BinaryOptions() - Constructor for class webcab.lib.finance.options.BinaryOptions
  Creates a new instance.
BinaryOptionsDemoException - exception webcab.lib.finance.options.BinaryOptionsDemoException.
  This exception is thrown by the demo version of the BinaryOptions class after the number of maximum method calls has been reached.
BinaryOptionsDemoException() - Constructor for class webcab.lib.finance.options.BinaryOptionsDemoException
BinaryOptionsDemoException(Exception) - Constructor for class webcab.lib.finance.options.BinaryOptionsDemoException
BinaryOptionsDemoException(String) - Constructor for class webcab.lib.finance.options.BinaryOptionsDemoException
BinaryOptionsJDBC - class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC.
  This is the JDBC Mediator for the `BinaryOptions` class.
BinaryOptionsJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a BinaryOptions class.
BinaryOptionsJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a BinaryOptions class.
BinaryOptionsJDBCException - exception webcab.lib.finance.options.jdbc.BinaryOptionsJDBCException.
  Exception to signal JDBC problems while calling the `BinaryOptionsJDBC` class.
BinaryOptionsJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.BinaryOptionsJDBCException
BinaryPayoff - class webcab.lib.finance.options.exotic.BinaryPayoff.
  This class gives an implementation of PayoffFunction for a binary option.
BinaryPayoff(int, int, double, double) - Constructor for class webcab.lib.finance.options.exotic.BinaryPayoff
  Creates new BinaryPayoff
binaryPDE(BlackScholesConstants, double, double, double, double, double, boolean, double, double, BlackScholesConstants, int, int, double, double) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates a (cash-or-nothing) binary (or digital) option in accordance with the Black-Scholes model using finite differencing PDE pricing techniques.
BlackScholes - class webcab.lib.finance.options.exotic.BlackScholes.
  Within this class we enables the evaluation of standard exotic options (Asian, Lookback, Barrier, Parisian, Parasian) in accordance with the Black-Scholes model using Monte Carlo and Finite Differencing pricing techniques.
BlackScholes() - Constructor for class webcab.lib.finance.options.exotic.BlackScholes
  Creates a new instance.
BlackScholesConstants - class webcab.lib.finance.options.pricing.BlackScholesConstants.
  This enumeration class defines all constants required by the `BlackScholes` class.
BlackScholesConstants - class webcab.lib.finance.options.exotic.BlackScholesConstants.
  This enumeration class defines all constants required by the `BlackScholes` class.
BlackScholesDemoException - exception webcab.lib.finance.options.exotic.BlackScholesDemoException.
  This exception is thrown by the demo version of the BlackScholes class after the number of maximum method calls has been reached.
BlackScholesDemoException() - Constructor for class webcab.lib.finance.options.exotic.BlackScholesDemoException
BlackScholesDemoException(Exception) - Constructor for class webcab.lib.finance.options.exotic.BlackScholesDemoException
BlackScholesDemoException(String) - Constructor for class webcab.lib.finance.options.exotic.BlackScholesDemoException
BlackScholesJDBC - class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC.
  This is the JDBC Mediator for the `BlackScholes` class.
BlackScholesJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a BlackScholes class.
BlackScholesJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a BlackScholes class.
BlackScholesJDBCException - exception webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBCException.
  Exception to signal JDBC problems while calling the `BlackScholesJDBC` class.
BlackScholesJDBCException(String) - Constructor for class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBCException
Boundaries - interface webcab.lib.finance.options.exotic.Boundaries.
  A general interface which must be implemented by any boundary class.
BT_DIRICHLET - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant must be returned by the method type() of your implementation of the boundary conditions (in the current implementation, only Dirichlet-type boundary conditions can be supplied by the user).
BT_SECOND_ORDER - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  The method type() of the class SecondOrderBoundaries returns this constant.
BULL - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies a bull spread (a strategy that benefits from a rising market)
BusinessCalendar - interface webcab.lib.calendar.BusinessCalendar.
  This interface defines the concept of business calendar.
BusinessCalendarTimeConversions - class webcab.lib.calendar.cities.BusinessCalendarTimeConversions.
  This utility class uses the functionality provided by any given `BusinessCalendar` implementation in order to compute the number of day or years between two given sets of dates.
BusinessCalendarUtilities - class webcab.lib.calendar.BusinessCalendarUtilities.
  Utility class.

## C

CALL - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  This constant identifies a call option.
CALL - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  This constant identifies a call option.
CALL - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies Call options
call(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the present value of a European call option.
call(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the present value of a European call option.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Given an array of Java objects, this method identifies the corresponding `PutCallParity` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Given an array of Java objects, this method identifies the corresponding `BinaryOptions` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Given an array of Java objects, this method identifies the corresponding `OptionStrategies` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Given an array of Java objects, this method identifies the corresponding `Volatility` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Given an array of Java objects, this method identifies the corresponding `ImpliedVolatility` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Given an array of Java objects, this method identifies the corresponding `EuropeanTheta` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Given an array of Java objects, this method identifies the corresponding `EuropeanRho` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Given an array of Java objects, this method identifies the corresponding `EuropeanVega` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Given an array of Java objects, this method identifies the corresponding `EuropeanGamma` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Given an array of Java objects, this method identifies the corresponding `EuropeanEvaluation` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Given an array of Java objects, this method identifies the corresponding `EuropeanDelta` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Given an array of Java objects, this method identifies the corresponding `Forwards` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Given an array of Java objects, this method identifies the corresponding `DailyReporting` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Given an array of Java objects, this method identifies the corresponding `FuturesOnCommodities` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.futures.jdbc.InterestJDBC
  Given an array of Java objects, this method identifies the corresponding `Interest` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Given an array of Java objects, this method identifies the corresponding `FuturesHedging` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Given an array of Java objects, this method identifies the corresponding `FuturesEvaluation` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Given an array of Java objects, this method identifies the corresponding `EquityDerivatives` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Given an array of Java objects, this method identifies the corresponding `ScenarioGrid` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Given an array of Java objects, this method identifies the corresponding `BlackScholes` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Given an array of Java objects, this method identifies the corresponding `MonteCarlo` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, Object[], String) - Method in class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Given an array of Java objects, this method identifies the corresponding `FiniteDifference` method `methodName` and writes the result of the computation to the database, as indicated by the output query.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `PutCallParity` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `BinaryOptions` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `OptionStrategies` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Volatility` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `ImpliedVolatility` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanTheta` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanRho` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanVega` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanGamma` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanEvaluation` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanDelta` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Forwards` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `DailyReporting` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesOnCommodities` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.futures.jdbc.InterestJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Interest` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesHedging` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesEvaluation` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EquityDerivatives` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `ScenarioGrid` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `BlackScholes` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `MonteCarlo` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FiniteDifference` method `methodName` and applies it to every row in the query result set returning the results in a `Object[]` array.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `PutCallParity` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `BinaryOptions` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `OptionStrategies` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Volatility` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `ImpliedVolatility` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanTheta` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanRho` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanVega` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanGamma` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanEvaluation` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanDelta` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Forwards` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `DailyReporting` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesOnCommodities` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.InterestJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Interest` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesHedging` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesEvaluation` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EquityDerivatives` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `ScenarioGrid` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `BlackScholes` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `MonteCarlo` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FiniteDifference` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `PutCallParity` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `BinaryOptions` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `OptionStrategies` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Volatility` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `ImpliedVolatility` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanTheta` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanRho` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanVega` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanGamma` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanEvaluation` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EuropeanDelta` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Forwards` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `DailyReporting` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesOnCommodities` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.futures.jdbc.InterestJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `Interest` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesHedging` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FuturesEvaluation` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `EquityDerivatives` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `ScenarioGrid` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `BlackScholes` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `MonteCarlo` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
call(String, String, String, int[][]) - Method in class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Given a `SELECT` type SQL query (retrieving rows from a database), this method identifies the corresponding `FiniteDifference` method `methodName` and applies it to every row in the query result set writing the results back to the database as specified by the output query and the input-output pairs.
callBinary(double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the Binary call option value at any time up to expiry when the Binary put, risk free interest rate and expiry values are known.
callBinary(double, double, double) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the Binary call option value at any time up to expiry when the Binary put, risk free interest rate and expiry values are known.
callDelta(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  This method calculates the delta of a European call option on a non-dividend paying equity investment.
callDelta(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  This method calculates the delta of a European call option on a non-dividend paying equity investment.
callDeltaOnCurrency(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  Returns the delta of a European call option on a currency.
callDeltaOnCurrency(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  Returns the delta of a European call option on a currency.
callDeltaOnFutures(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  Returns the delta of a European call option on a (stock) futures contract.
callDeltaOnFutures(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  Returns the delta of a European call option on a (stock) futures contract.
callDeltaOnIndex(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  Evaluates the Delta of a European call option on an index.
callDeltaOnIndex(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  Evaluates the Delta of a European call option on an index.
callDeltaWithYield(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  This method calculates the delta of a European call option on an asset which has a continuous yield.
callDeltaWithYield(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  This method calculates the delta of a European call option on an asset which has a continuous yield.
callEuropean(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the value of the European call option when the value of the corresponding put option is known.
callEuropean(double, double, double, double, double) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the value of the European call option when the value of the corresponding put option is known.
callEuropeanWithDividends(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.PutCallParity
  Returns the value of a European call option on an underlying asset which pays a continuous dividend.
callEuropeanWithDividends(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.PutCallParity
  Returns the value of a European call option on an underlying asset which pays a continuous dividend.
callOnCurrency(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the value of a European call option on a currency.
callOnCurrency(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the value of a European call option on a currency.
callOnCurrencyVolatility(double, double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a call option on that currency.
callOnCurrencyVolatility(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a call option on that currency.
callOnFutures(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the present value of a European call option on a (stock) futures contract.
callOnFutures(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the present value of a European call option on a (stock) futures contract.
callOnFuturesVolatility(double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a futures contract from the Black-Scholes formulae, knowing the value of a call option on that contract.
callOnFuturesVolatility(double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a futures contract from the Black-Scholes formulae, knowing the value of a call option on that contract.
callOnIndex(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the value of a European call option on an index.
callOnIndex(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the value of a European call option on an index.
callOnIndexVolatility(double, double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
callOnIndexVolatility(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
callRho(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluates Rho for a European call option whether or not the underlying asset pays a dividend.
callRho(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluates Rho for a European call option whether or not the underlying asset pays a dividend.
callRhoOnBaseCurrency(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanRho
  Returns the Rho for a European call option on a currency with respect to the base currencies interest rate.
callRhoOnBaseCurrency(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanRho
  Returns the Rho for a European call option on a currency with respect to the base currencies interest rate.
callRhoOnForeignCurrency(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluates the Rho for a European call option on a currency with respect to the foreign currencies interest rate.
callRhoOnForeignCurrency(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluates the Rho for a European call option on a currency with respect to the foreign currencies interest rate.
callRhoOnIndex(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluate the Rho for a European call option on an index.
callRhoOnIndex(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluate the Rho for a European call option on an index.
callTheta(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanTheta
  This method calculates the theta per year of a European call option on a non-dividend-paying stock.
callTheta(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  This method calculates the theta per year of a European call option on a non-dividend-paying stock.
callThetaOnCurrency(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European call option on a currency.
callThetaOnCurrency(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European call option on a currency.
callThetaOnFutures(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European call option on a futures contract
callThetaOnFutures(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European call option on a futures contract
callThetaWithYield(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European call option on an asset paying a continuous yield (for example an option on a index).
callThetaWithYield(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European call option on an asset paying a continuous yield (for example an option on a index).
callVolatility(double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a call option on that stock.
callVolatility(double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a call option on that stock.
callWithDividends(double, double, double, double, Date, Date, double[], double[], BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the present value of a European call option on an equity investment which pays dividends during the options life.
callWithDividends(double, double, double, double, double, double[], double[]) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the present value of a European call option on an equity investment which pays dividends during the options life.
callWithYield(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the value of a European call option where the underlying asset pays a continuous dividend.
callWithYield(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the value of a European call option where the underlying asset pays a continuous dividend.
callWithYieldVolatility(double, double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a stock which pays dividends during the option live from the Black-Scholes formulae, knowing the value of a call option on that stock.
callWithYieldVolatility(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a stock which pays dividends during the option live from the Black-Scholes formulae, knowing the value of a call option on that stock.
catholicEasterMonday(int) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
  Returns the Catholic Easter Monday day as a day of year.
checkDayOfWeek(int) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns true if `dayOfWeek` really is a day of week.
checkOrder(Calendar, Calendar) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns true if `start` date really is before `end` date.
close() - Method in class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying PutCallParity instance.
close() - Method in class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying BinaryOptions instance.
close() - Method in class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying OptionStrategies instance.
close() - Method in class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying Volatility instance.
close() - Method in class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying ImpliedVolatility instance.
close() - Method in class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying EuropeanTheta instance.
close() - Method in class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying EuropeanRho instance.
close() - Method in class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying EuropeanVega instance.
close() - Method in class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying EuropeanGamma instance.
close() - Method in class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying EuropeanEvaluation instance.
close() - Method in class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying EuropeanDelta instance.
close() - Method in class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying Forwards instance.
close() - Method in class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying DailyReporting instance.
close() - Method in class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying FuturesOnCommodities instance.
close() - Method in class webcab.lib.finance.futures.jdbc.InterestJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying Interest instance.
close() - Method in class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying FuturesHedging instance.
close() - Method in class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying FuturesEvaluation instance.
close() - Method in class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying EquityDerivatives instance.
close() - Method in class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying ScenarioGrid instance.
close() - Method in class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying BlackScholes instance.
close() - Method in class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying MonteCarlo instance.
close() - Method in class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Close all open database connections and frees all JDBC-specific held resources, including the underlying FiniteDifference instance.
closestHedge(double, double, double) - Method in class webcab.lib.finance.futures.FuturesHedging
  This method returns the number of futures contracts which provide the closest the a perfect hedge for a physical position.
consumptionCommodity(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the upper bound of the value for a futures contact on an consumption commodity when the present value of the storage cost are known.
consumptionCommodity(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the upper bound of the value for a futures contact on an consumption commodity when the present value of the storage cost are known.
consumptionCommodityWithCarry(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the price of a consumption commodity.
consumptionCommodityWithCarry(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the price of a consumption commodity.
consumptionCommodityWithProportionateCosts(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the upper bound of the value for a futures contact on an investment commodity when the storage cost as a proportion of the commodity price are known.
consumptionCommodityWithProportionateCosts(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the upper bound of the value for a futures contact on an investment commodity when the storage cost as a proportion of the commodity price are known.
convenienceYield(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  This methods calculates the convenience yield of a consumption commodity when the present value of the cost of storage is known.
convenienceYield(double, double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  This methods calculates the convenience yield of a consumption commodity when the present value of the cost of storage is known.
convenienceYieldFromCarry(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the convenience yield from the cost of carry for a consumption commodity.
convenienceYieldFromCarry(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the convenience yield from the cost of carry for a consumption commodity.
convenienceYieldWithProportionalCosts(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the convenience yield of a consumption commodity when the storage costs as a proportion of the commodity price is known.
convenienceYieldWithProportionalCosts(double, double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the convenience yield of a consumption commodity when the storage costs as a proportion of the commodity price is known.
costOfCarry(double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the cost of carry of an investment commodity.
costOfCarry(double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the cost of carry of an investment commodity.
costOfCarryForConsumption(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the cost of carry of a consumption commodity.
costOfCarryForConsumption(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the cost of carry of a consumption commodity.
CRANCK_NICHOLSON - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  This constant identifies the Cranck-Nicholson finite differencing algorithm
CRANCK_NICHOLSON - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  This constant identifies the Cranck-Nicholson finite differencing algorithm
CRANCK_NICHOLSON - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies the Cranck-Nicholson finite differencing algorithm

## D

DailyReporting - class webcab.lib.finance.futures.DailyReporting.
  Within this class we consider methods related to the daily reporting and management of a futures trading account.
DailyReporting() - Constructor for class webcab.lib.finance.futures.DailyReporting
  Creates a new instance.
DailyReportingDemoException - exception webcab.lib.finance.futures.DailyReportingDemoException.
  This exception is thrown by the demo version of the DailyReporting class after the number of maximum method calls has been reached.
DailyReportingDemoException() - Constructor for class webcab.lib.finance.futures.DailyReportingDemoException
DailyReportingDemoException(Exception) - Constructor for class webcab.lib.finance.futures.DailyReportingDemoException
DailyReportingDemoException(String) - Constructor for class webcab.lib.finance.futures.DailyReportingDemoException
DailyReportingJDBC - class webcab.lib.finance.futures.jdbc.DailyReportingJDBC.
  This is the JDBC Mediator for the `DailyReporting` class.
DailyReportingJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a DailyReporting class.
DailyReportingJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a DailyReporting class.
DailyReportingJDBCException - exception webcab.lib.finance.futures.jdbc.DailyReportingJDBCException.
  Exception to signal JDBC problems while calling the `DailyReportingJDBC` class.
DailyReportingJDBCException(String) - Constructor for class webcab.lib.finance.futures.jdbc.DailyReportingJDBCException
dateToCalendar(Date) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
  Gets the `Calendar` instance equivalent to `Date` instance, `date`.
DayCountConventions - class webcab.lib.calendar.cities.DayCountConventions.
  This utility class handles calculations related to day count conventions.
DAYS_IN_A_WEEK - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
  The number of days within a week.
daysBetween(Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Calculates and returns the number of days between two dates.
daysBetween(Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Calculates and returns the number of days between two dates.
daysBetween(Date, Date, String) - Static method in class webcab.lib.calendar.cities.DayCountConventions
  This method returns the number of days between two dates, taking into account the given day count convention and the fact that the second date is within a year's time after the first date.
daysBetweenAsDouble(Date, Date, BusinessCalendar) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method returns the number of days between two given dates as a rational number ( a `double` value ).
daysBetweenAsDouble(Date, Date, String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method returns the number of days between two given dates as a rational number ( a `double` value ).
daysBetweenAsPercentAtYear(Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns the number of days between `start` and `end` dates as percent at year.
daysBetweenAsPercentAtYear(Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Calculates and returns the number of days between a `start` and `end` date as a percentage of a year.
daysOfWeekBetween(int, Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Calculates and returns the number of a certain day of week between two dates.
daysOfWeekBetween(int, Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Calculates and returns the number of a certain day (Monday's or Tuesday's etc) of a week which lie between between two dates.
daysYearRescaling(double, double, int) - Method in class webcab.lib.finance.options.Volatility
  Evaluates the annual volatility when the volatility of a given number of days is known.
DEFAULT_CALENDAR_NAME - Static variable in class webcab.lib.calendar.BusinessCalendarUtilities
  A string constant which identifies the `DefaultBusinessCalendar` implementation.
DefaultBusinessCalendar - class webcab.lib.calendar.cities.DefaultBusinessCalendar.
  A default implementation of the `AbstractBusinessCalendar` class.
DELTA - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
DELTA - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
deltaOfPortfolio(double[], double[]) - Method in class webcab.lib.finance.options.EuropeanDelta
  Evaluates the Delta of a portfolio of options is calculated when the number of each option held within the portfolio and the delta of each option is known.
deposit(double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.futures.Interest
  Calculates the return for a fixed interest bearing investment over n years
deposit(double, double, double) - Method in class webcab.lib.finance.futures.Interest
  Calculates the return for a fixed interest bearing investment over n years
depositCompounded(double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.futures.Interest
  Calculates the return for a fixed interest bearing investment which is compounded `compoundingPeriods' times a year over n years.
depositCompounded(double, double, double, double) - Method in class webcab.lib.finance.futures.Interest
  Calculates the return for a fixed interest bearing investment which is compounded `compoundingPeriods' times a year over n years.
depositContinuouslyCompounded(double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.futures.Interest
  Calculates the returns for a fixed interest bearing investment which is continuously compounded.
depositContinuouslyCompounded(double, double, double) - Method in class webcab.lib.finance.futures.Interest
  Calculates the returns for a fixed interest bearing investment which is continuously compounded.
differentiate(int) - Method in interface webcab.lib.finance.options.pricing.KOrderDiff
Dirichlet - class webcab.lib.finance.options.exotic.Dirichlet.
  When providing a custom Dirichlet type boundary, the user can extend this class instead of implementing DirichletBoundaries directly, as there is no need to implement each time the `type` method which always returns BT_DIRICHLET.
Dirichlet() - Constructor for class webcab.lib.finance.options.exotic.Dirichlet
DirichletBoundaries - interface webcab.lib.finance.options.exotic.DirichletBoundaries.
  This interface allows the user to supply a custom boundary condition of Dirichlet type.
DOWN - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  Indicates that the barrier is below the initial variable value.
DOWN - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  Indicates that the barrier is below the initial variable value.

## E

EquityDerivatives - class webcab.lib.finance.options.pricing.EquityDerivatives.
  The Equity Derivatives (BETA) Module is only included here for demonstration purposes.
EquityDerivatives() - Constructor for class webcab.lib.finance.options.pricing.EquityDerivatives
EquityDerivativesDemoException - exception webcab.lib.finance.options.pricing.EquityDerivativesDemoException.
  This exception is thrown by the demo version of the EquityDerivatives class after the number of maximum method calls has been reached.
EquityDerivativesDemoException() - Constructor for class webcab.lib.finance.options.pricing.EquityDerivativesDemoException
EquityDerivativesDemoException(Exception) - Constructor for class webcab.lib.finance.options.pricing.EquityDerivativesDemoException
EquityDerivativesDemoException(String) - Constructor for class webcab.lib.finance.options.pricing.EquityDerivativesDemoException
EquityDerivativesJDBC - class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC.
  This is the JDBC Mediator for the `EquityDerivatives` class.
EquityDerivativesJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EquityDerivatives class.
EquityDerivativesJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EquityDerivatives class.
EquityDerivativesJDBCException - exception webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBCException.
  Exception to signal JDBC problems while calling the `EquityDerivativesJDBC` class.
EquityDerivativesJDBCException(String) - Constructor for class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBCException
EUROPE_30_360 - Static variable in class webcab.lib.calendar.cities.DayCountConventions
  This string identifies the European 30/360 day count convention.
EUROPEAN - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies European style options.
EuropeanDelta - class webcab.lib.finance.options.EuropeanDelta.
  Within this class we consider the evaluation of the Delta of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
EuropeanDelta() - Constructor for class webcab.lib.finance.options.EuropeanDelta
  Creates a new instance.
EuropeanDeltaDemoException - exception webcab.lib.finance.options.EuropeanDeltaDemoException.
  This exception is thrown by the demo version of the EuropeanDelta class after the number of maximum method calls has been reached.
EuropeanDeltaDemoException() - Constructor for class webcab.lib.finance.options.EuropeanDeltaDemoException
EuropeanDeltaDemoException(Exception) - Constructor for class webcab.lib.finance.options.EuropeanDeltaDemoException
EuropeanDeltaDemoException(String) - Constructor for class webcab.lib.finance.options.EuropeanDeltaDemoException
EuropeanDeltaJDBC - class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC.
  This is the JDBC Mediator for the `EuropeanDelta` class.
EuropeanDeltaJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanDelta class.
EuropeanDeltaJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanDelta class.
EuropeanDeltaJDBCException - exception webcab.lib.finance.options.jdbc.EuropeanDeltaJDBCException.
  Exception to signal JDBC problems while calling the `EuropeanDeltaJDBC` class.
EuropeanDeltaJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBCException
EuropeanEvaluation - class webcab.lib.finance.options.EuropeanEvaluation.
  Within this class we consider the evaluation of the present value of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
EuropeanEvaluation() - Constructor for class webcab.lib.finance.options.EuropeanEvaluation
  Creates a new instance.
EuropeanEvaluationDemoException - exception webcab.lib.finance.options.EuropeanEvaluationDemoException.
  This exception is thrown by the demo version of the EuropeanEvaluation class after the number of maximum method calls has been reached.
EuropeanEvaluationDemoException() - Constructor for class webcab.lib.finance.options.EuropeanEvaluationDemoException
EuropeanEvaluationDemoException(Exception) - Constructor for class webcab.lib.finance.options.EuropeanEvaluationDemoException
EuropeanEvaluationDemoException(String) - Constructor for class webcab.lib.finance.options.EuropeanEvaluationDemoException
EuropeanEvaluationJDBC - class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC.
  This is the JDBC Mediator for the `EuropeanEvaluation` class.
EuropeanEvaluationJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanEvaluation class.
EuropeanEvaluationJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanEvaluation class.
EuropeanEvaluationJDBCException - exception webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBCException.
  Exception to signal JDBC problems while calling the `EuropeanEvaluationJDBC` class.
EuropeanEvaluationJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBCException
EuropeanGamma - class webcab.lib.finance.options.EuropeanGamma.
  Within this class we consider the evaluation of the Gamma of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
EuropeanGamma() - Constructor for class webcab.lib.finance.options.EuropeanGamma
  Creates a new instance.
EuropeanGammaDemoException - exception webcab.lib.finance.options.EuropeanGammaDemoException.
  This exception is thrown by the demo version of the EuropeanGamma class after the number of maximum method calls has been reached.
EuropeanGammaDemoException() - Constructor for class webcab.lib.finance.options.EuropeanGammaDemoException
EuropeanGammaDemoException(Exception) - Constructor for class webcab.lib.finance.options.EuropeanGammaDemoException
EuropeanGammaDemoException(String) - Constructor for class webcab.lib.finance.options.EuropeanGammaDemoException
EuropeanGammaJDBC - class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC.
  This is the JDBC Mediator for the `EuropeanGamma` class.
EuropeanGammaJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanGamma class.
EuropeanGammaJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanGamma class.
EuropeanGammaJDBCException - exception webcab.lib.finance.options.jdbc.EuropeanGammaJDBCException.
  Exception to signal JDBC problems while calling the `EuropeanGammaJDBC` class.
EuropeanGammaJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanGammaJDBCException
EuropeanRho - class webcab.lib.finance.options.EuropeanRho.
  Within this class we consider the evaluation of the Rho of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
EuropeanRho() - Constructor for class webcab.lib.finance.options.EuropeanRho
  Creates a new instance.
EuropeanRhoDemoException - exception webcab.lib.finance.options.EuropeanRhoDemoException.
  This exception is thrown by the demo version of the EuropeanRho class after the number of maximum method calls has been reached.
EuropeanRhoDemoException() - Constructor for class webcab.lib.finance.options.EuropeanRhoDemoException
EuropeanRhoDemoException(Exception) - Constructor for class webcab.lib.finance.options.EuropeanRhoDemoException
EuropeanRhoDemoException(String) - Constructor for class webcab.lib.finance.options.EuropeanRhoDemoException
EuropeanRhoJDBC - class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC.
  This is the JDBC Mediator for the `EuropeanRho` class.
EuropeanRhoJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanRho class.
EuropeanRhoJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanRho class.
EuropeanRhoJDBCException - exception webcab.lib.finance.options.jdbc.EuropeanRhoJDBCException.
  Exception to signal JDBC problems while calling the `EuropeanRhoJDBC` class.
EuropeanRhoJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanRhoJDBCException
EuropeanTheta - class webcab.lib.finance.options.EuropeanTheta.
  Within this class we consider the evaluation of the Theta of a European option on equities, equity indexes, currencies and future contracts in accordance with the classical Black-Scholes model.
EuropeanTheta() - Constructor for class webcab.lib.finance.options.EuropeanTheta
  Creates a new instance.
EuropeanThetaDemoException - exception webcab.lib.finance.options.EuropeanThetaDemoException.
  This exception is thrown by the demo version of the EuropeanTheta class after the number of maximum method calls has been reached.
EuropeanThetaDemoException() - Constructor for class webcab.lib.finance.options.EuropeanThetaDemoException
EuropeanThetaDemoException(Exception) - Constructor for class webcab.lib.finance.options.EuropeanThetaDemoException
EuropeanThetaDemoException(String) - Constructor for class webcab.lib.finance.options.EuropeanThetaDemoException
EuropeanThetaJDBC - class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC.
  This is the JDBC Mediator for the `EuropeanTheta` class.
EuropeanThetaJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanTheta class.
EuropeanThetaJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanTheta class.
EuropeanThetaJDBCException - exception webcab.lib.finance.options.jdbc.EuropeanThetaJDBCException.
  Exception to signal JDBC problems while calling the `EuropeanThetaJDBC` class.
EuropeanThetaJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanThetaJDBCException
EuropeanVega - class webcab.lib.finance.options.EuropeanVega.
  Within this class we consider the evaluation of the Vega of a European option on equities, equity indexes, currencies and future contracts in accordance with the classical Black-Scholes model.
EuropeanVega() - Constructor for class webcab.lib.finance.options.EuropeanVega
  Creates a new instance.
EuropeanVegaDemoException - exception webcab.lib.finance.options.EuropeanVegaDemoException.
  This exception is thrown by the demo version of the EuropeanVega class after the number of maximum method calls has been reached.
EuropeanVegaDemoException() - Constructor for class webcab.lib.finance.options.EuropeanVegaDemoException
EuropeanVegaDemoException(Exception) - Constructor for class webcab.lib.finance.options.EuropeanVegaDemoException
EuropeanVegaDemoException(String) - Constructor for class webcab.lib.finance.options.EuropeanVegaDemoException
EuropeanVegaJDBC - class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC.
  This is the JDBC Mediator for the `EuropeanVega` class.
EuropeanVegaJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanVega class.
EuropeanVegaJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a EuropeanVega class.
EuropeanVegaJDBCException - exception webcab.lib.finance.options.jdbc.EuropeanVegaJDBCException.
  Exception to signal JDBC problems while calling the `EuropeanVegaJDBC` class.
EuropeanVegaJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.EuropeanVegaJDBCException
evaluateGrid(Function, int, int, int, int, int, int, double, double, double[]) - Method in class webcab.lib.finance.options.exotic.ScenarioGrid
  This method returns a double array which corresponds to the entries within the scenario grid.
EvaluationException - exception webcab.lib.finance.options.pricing.EvaluationException.
  This exception signals errors in the wrapper classes.
EvaluationException - exception webcab.lib.finance.options.exotic.EvaluationException.
  This exception signals errors in the wrapper classes.
ewmaVolatilityEstimate(double, double, double, double) - Method in class webcab.lib.finance.options.Volatility
  This method returns the estimate of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the (i-1)th day according to the EWMA model with respect to changes in the market variable.
ewmaVolatilityEstimateInduction(double, double, double[], double[]) - Method in class webcab.lib.finance.options.Volatility
  Estimates of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the 0th day, according to the EWMA model with respect to changes in the market variable.
excessMargin(double, double) - Method in class webcab.lib.finance.futures.DailyReporting
  Calculates the excess margin within a trading account.
exchange(double, double) - Method in class webcab.lib.finance.futures.DailyReporting
  Converts a cash balance into another currency.
ExoticOptionsConstants - class webcab.lib.finance.options.exotic.ExoticOptionsConstants.
  This class defines constants used by the Exotic Options classes methods.
ExoticOptionsConstants() - Constructor for class webcab.lib.finance.options.exotic.ExoticOptionsConstants
ExoticOptionsException - exception webcab.lib.finance.options.exotic.ExoticOptionsException.
  Generic Exotic Options exception, usually thrown to indicate errors in input values.
ExoticOptionsException() - Constructor for class webcab.lib.finance.options.exotic.ExoticOptionsException
ExoticOptionsException(String) - Constructor for class webcab.lib.finance.options.exotic.ExoticOptionsException
EXPLICIT - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  This constant identifies the explicit finite differencing algorithm
EXPLICIT - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  This constant identifies the explicit finite differencing algorithm
EXPLICIT - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies the explicit finite differencing algorithm

## F

FiniteDifference - class webcab.lib.finance.options.exotic.FiniteDifference.
  Within this class we offer methods by which any option contract can be priced in accordance with the Black-Scholes-Merton model when the contract payoff function and boundary conditions of the resulting price function are given using `setPayoffFunction` and `setBoundaries`.
FiniteDifference() - Constructor for class webcab.lib.finance.options.exotic.FiniteDifference
  Creates a new FiniteDifference instance without registering the payoff function and the boundaries function.
FiniteDifference(PayoffFunction, Boundaries) - Constructor for class webcab.lib.finance.options.exotic.FiniteDifference
  Creates a new FiniteDifference instance and submits the payoff function and the boundaries function.
FiniteDifferenceDemoException - exception webcab.lib.finance.options.exotic.FiniteDifferenceDemoException.
  This exception is thrown by the demo version of the FiniteDifference class after the number of maximum method calls has been reached.
FiniteDifferenceDemoException() - Constructor for class webcab.lib.finance.options.exotic.FiniteDifferenceDemoException
FiniteDifferenceDemoException(Exception) - Constructor for class webcab.lib.finance.options.exotic.FiniteDifferenceDemoException
FiniteDifferenceDemoException(String) - Constructor for class webcab.lib.finance.options.exotic.FiniteDifferenceDemoException
FiniteDifferenceJDBC - class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC.
  This is the JDBC Mediator for the `FiniteDifference` class.
FiniteDifferenceJDBC(PayoffFunction, Boundaries, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FiniteDifference class.
FiniteDifferenceJDBC(PayoffFunction, Boundaries, String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FiniteDifference class.
FiniteDifferenceJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FiniteDifference class.
FiniteDifferenceJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FiniteDifference class.
FiniteDifferenceJDBCException - exception webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBCException.
  Exception to signal JDBC problems while calling the `FiniteDifferenceJDBC` class.
FiniteDifferenceJDBCException(String) - Constructor for class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBCException
finiteDifferencing(int, int, Date, Date, double, double, double, double, double, int, int, double, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates the present value of an American or European option contract with a payoff function provided by `setPayoffFunction`, in accdorance with the Black-Scholes-Merton model using finite differencing techniques.
finiteDifferencing(int, int, double, double, double, double, double, double, int, int, double) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates the present value of an American or European option contract with a payoff function provided by `setPayoffFunction`, in accdorance with the Black-Scholes-Merton model using finite differencing techniques.
finiteDifferencingStronglyPathDependent(int, int, int, Date, Date, double, double, double, double, double, double, int, int, int, double, int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates the present value of a strongly path dependent Asian or Loopback exotic option according to the Black-Scholes-Merton model using finite difference PDE pricing techniques.
finiteDifferencingStronglyPathDependent(int, int, int, double, double, double, double, double, double, double, int, int, int, double, int) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates the present value of a strongly path dependent Asian or Loopback exotic option according to the Black-Scholes-Merton model using finite difference PDE pricing techniques.
finiteDifferencingVector(int, int, Date, Date, double, double, double, double, int, int, double, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates a vector of `asset_price_steps` options values corresponding to a range of present underlying asset prices between `0` and `max_asset_price`, for any any American or European (single asset) option contract with a payoff function provided by `setPayoffFunction`, in accordance with the Black-Scholes-Merton model using finite differencing PDE techniques.
finiteDifferencingVector(int, int, double, double, double, double, double, int, int, double) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates a vector of `asset_price_steps` options values corresponding to a range of present underlying asset prices between `0` and `max_asset_price`, for any any American or European (single asset) option contract with a payoff function provided by `setPayoffFunction`, in accordance with the Black-Scholes-Merton model using finite differencing PDE techniques.
finiteDifferencingVectorStronglyPathDependent(int, int, int, Date, Date, double, double, double, double, double, int, int, int, double, int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates a strongly path dependent Asian or Lookback exotic options for a range of possible strikes in accordance with the Black-Scholes model using finite diifferencing PDE techniques.
finiteDifferencingVectorStronglyPathDependent(int, int, int, double, double, double, double, double, double, int, int, int, double, int) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates a strongly path dependent Asian or Lookback exotic options for a range of possible strikes in accordance with the Black-Scholes model using finite diifferencing PDE techniques.
forwardLongPayOff(double, double, double, double) - Method in class webcab.lib.finance.futures.Forwards
  This function calculates the pay-off from a long forward position at expiry.
forwardOnCurrencies(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.Forwards
  Returns the value of a forward foreign exchange contract.
forwardOnCurrencies(double, double, double, double, double) - Method in class webcab.lib.finance.futures.Forwards
  Returns the value of a forward foreign exchange contract.
Forwards - class webcab.lib.finance.futures.Forwards.
  Within this class we consider the evaluation of forward contracts and the cash flow implications.
Forwards() - Constructor for class webcab.lib.finance.futures.Forwards
  Creates a new instance.
ForwardsDemoException - exception webcab.lib.finance.futures.ForwardsDemoException.
  This exception is thrown by the demo version of the Forwards class after the number of maximum method calls has been reached.
ForwardsDemoException() - Constructor for class webcab.lib.finance.futures.ForwardsDemoException
ForwardsDemoException(Exception) - Constructor for class webcab.lib.finance.futures.ForwardsDemoException
ForwardsDemoException(String) - Constructor for class webcab.lib.finance.futures.ForwardsDemoException
forwardShortPayOff(double, double, double, double) - Method in class webcab.lib.finance.futures.Forwards
  This function calculates the pay-off from a short forward position at expiry.
ForwardsJDBC - class webcab.lib.finance.futures.jdbc.ForwardsJDBC.
  This is the JDBC Mediator for the `Forwards` class.
ForwardsJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a Forwards class.
ForwardsJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a Forwards class.
ForwardsJDBCException - exception webcab.lib.finance.futures.jdbc.ForwardsJDBCException.
  Exception to signal JDBC problems while calling the `ForwardsJDBC` class.
ForwardsJDBCException(String) - Constructor for class webcab.lib.finance.futures.jdbc.ForwardsJDBCException
FULLY_IMPLICIT - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  This constant identifies the fully implicit finite differencing algorithm
FULLY_IMPLICIT - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  This constant identifies the fully implicit finite differencing algorithm
FULLY_IMPLICIT - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies the fully implicit finite differencing algorithm
Function - interface webcab.lib.finance.options.pricing.Function.
Function - interface webcab.lib.finance.options.exotic.Function.
  Used in `ScenarioGrid`.
futureOnCurrencies(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Calculates the price of a futures contract on currencies.
futureOnCurrencies(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Calculates the price of a futures contract on currencies.
futureOnIndex(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Calculates the price of a index future.
futureOnIndex(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Calculates the price of a index future.
FuturesEvaluation - class webcab.lib.finance.futures.FuturesEvaluation.
  Within this class we consider evaluation of futures contracts on stocks, bonds and indexes.
FuturesEvaluation() - Constructor for class webcab.lib.finance.futures.FuturesEvaluation
  Creates a new instance.
FuturesEvaluationDemoException - exception webcab.lib.finance.futures.FuturesEvaluationDemoException.
  This exception is thrown by the demo version of the FuturesEvaluation class after the number of maximum method calls has been reached.
FuturesEvaluationDemoException() - Constructor for class webcab.lib.finance.futures.FuturesEvaluationDemoException
FuturesEvaluationDemoException(Exception) - Constructor for class webcab.lib.finance.futures.FuturesEvaluationDemoException
FuturesEvaluationDemoException(String) - Constructor for class webcab.lib.finance.futures.FuturesEvaluationDemoException
FuturesEvaluationJDBC - class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC.
  This is the JDBC Mediator for the `FuturesEvaluation` class.
FuturesEvaluationJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FuturesEvaluation class.
FuturesEvaluationJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FuturesEvaluation class.
FuturesEvaluationJDBCException - exception webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBCException.
  Exception to signal JDBC problems while calling the `FuturesEvaluationJDBC` class.
FuturesEvaluationJDBCException(String) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBCException
FuturesHedging - class webcab.lib.finance.futures.FuturesHedging.
  Within this class we consider the use of futures contracts for the hedging of risks within stock, commodity, bond and currency markets.
FuturesHedging() - Constructor for class webcab.lib.finance.futures.FuturesHedging
  Creates a new instance.
FuturesHedgingDemoException - exception webcab.lib.finance.futures.FuturesHedgingDemoException.
  This exception is thrown by the demo version of the FuturesHedging class after the number of maximum method calls has been reached.
FuturesHedgingDemoException() - Constructor for class webcab.lib.finance.futures.FuturesHedgingDemoException
FuturesHedgingDemoException(Exception) - Constructor for class webcab.lib.finance.futures.FuturesHedgingDemoException
FuturesHedgingDemoException(String) - Constructor for class webcab.lib.finance.futures.FuturesHedgingDemoException
FuturesHedgingJDBC - class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC.
  This is the JDBC Mediator for the `FuturesHedging` class.
FuturesHedgingJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FuturesHedging class.
FuturesHedgingJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FuturesHedging class.
FuturesHedgingJDBCException - exception webcab.lib.finance.futures.jdbc.FuturesHedgingJDBCException.
  Exception to signal JDBC problems while calling the `FuturesHedgingJDBC` class.
FuturesHedgingJDBCException(String) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBCException
FuturesOnCommodities - class webcab.lib.finance.futures.FuturesOnCommodities.
  Within this class we consider the evaluation of futures contracts on commodities of both investment and consumption type.
FuturesOnCommodities() - Constructor for class webcab.lib.finance.futures.FuturesOnCommodities
  Creates a new instance.
FuturesOnCommoditiesDemoException - exception webcab.lib.finance.futures.FuturesOnCommoditiesDemoException.
  This exception is thrown by the demo version of the FuturesOnCommodities class after the number of maximum method calls has been reached.
FuturesOnCommoditiesDemoException() - Constructor for class webcab.lib.finance.futures.FuturesOnCommoditiesDemoException
FuturesOnCommoditiesDemoException(Exception) - Constructor for class webcab.lib.finance.futures.FuturesOnCommoditiesDemoException
FuturesOnCommoditiesDemoException(String) - Constructor for class webcab.lib.finance.futures.FuturesOnCommoditiesDemoException
FuturesOnCommoditiesJDBC - class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC.
  This is the JDBC Mediator for the `FuturesOnCommodities` class.
FuturesOnCommoditiesJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FuturesOnCommodities class.
FuturesOnCommoditiesJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a FuturesOnCommodities class.
FuturesOnCommoditiesJDBCException - exception webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBCException.
  Exception to signal JDBC problems while calling the `FuturesOnCommoditiesJDBC` class.
FuturesOnCommoditiesJDBCException(String) - Constructor for class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBCException
futuresPriceNoIncome(double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Evaluates the futures price on an asset which does not pay an income.
futuresPriceNoIncome(double, double, double) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Evaluates the futures price on an asset which does not pay an income.
futuresPriceWithDividend(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Evaluates the future price on an asset which has a continuous yield.
futuresPriceWithDividend(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Evaluates the future price on an asset which has a continuous yield.
futuresPriceWithIncome(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Evaluates the futures price on an asset which pays a known income during the life of the contract.
futuresPriceWithIncome(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Evaluates the futures price on an asset which pays a known income during the life of the contract.

## G

GAMMA - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
GAMMA - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
gammaFromThetaDelta(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanGamma
  We derive the gamma from the delta, theta and some other market variables.
garchVolatilityEstimate(double, double, double, double, double, double, double) - Method in class webcab.lib.finance.options.Volatility
  Estimates of the volatility according to the GARCH(1,1) model for the (i+1)th day.
gearing(double) - Method in class webcab.lib.finance.futures.FuturesEvaluation
  Calculates the effective gearing factor from holding an exchange traded futures contract.
GEOMETRIC - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  This constant identifies the geometric averaging type.
GEOMETRIC - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  This constant identifies the geometric averaging type.
getInstance() - Static method in class webcab.lib.calendar.cities.TokyoBusinessCalendar
  The only way of getting a `TokyoBusinessCalendar` instance.
getInstance() - Static method in class webcab.lib.calendar.cities.NewYorkBusinessCalendar
  The only way of getting a `NewYorkBusinessCalendar` instance.
getInstance() - Static method in class webcab.lib.calendar.cities.LondonBusinessCalendar
  The only way of getting a `LondonBusinessCalendar` instance.
getInstance() - Static method in class webcab.lib.calendar.cities.DefaultBusinessCalendar
  Returns an instance of the `DefaultBusinessCalendar`.
getInstance(String) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
  Factory method for getting specific business calendars.
getKOrderDerivative(int, double) - Method in interface webcab.lib.finance.options.pricing.KOrderDiff
getMaxPrice(double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Returns the maximum value of the estimated price expected for a given confidence level for the last Monte Carlo simulation performed of the set contract (i.e. asset) in accordance with the price, volatility and interest rate models used.
getMinPrice(double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Returns the minimum value of the estimated price expected for a given confidence level for the last Monte Carlo simulation performed of the set contract (i.e. asset) in accordance with the price, volatility and interest rate models used.
getName() - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns the name of this business calendar
getName() - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Return the name of the this `BusinessCalendar`.
getNVariables() - Method in interface webcab.lib.finance.options.exotic.Function
getPrice() - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Returns the price of the contract set (i.e. asset) priced in accordance with the price, volatility and interest rate models set using the Monte Carlo simulation performed.
getStddev() - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Returns the standard deviation of the price estimate given by the last Monte Carlo simulation performed of the set contract (i.e. asset) in accordance with the price, volatility and interest rate models used.
getValueAt(double) - Method in interface webcab.lib.finance.options.pricing.Function
getValueAt(double[]) - Method in interface webcab.lib.finance.options.exotic.Function
  Evaluates the function at a point x.
getValueAt(double, double) - Method in interface webcab.lib.finance.options.pricing.Surface
getValueAt(double, double[], double[], int) - Method in class webcab.lib.finance.options.exotic.BinaryPayoff
getValueAt(double, double[], double[], int) - Method in class webcab.lib.finance.options.exotic.StronglyPathDependentPayoff
getValueAt(double, double[], double[], int) - Method in class webcab.lib.finance.options.exotic.StrangleStrategyPayoff
getValueAt(double, double[], double[], int) - Method in class webcab.lib.finance.options.exotic.SpreadStrategyPayoff
  Computes the value of the function in the point x.
getValueAt(double, double[], double[], int) - Method in class webcab.lib.finance.options.exotic.SimplePayoff
getValueAt(double, double[], double[], int) - Method in interface webcab.lib.finance.options.exotic.PayoffFunction
  Computes the value of the payoff function.
getValueAt(double, int, boolean, double[], int) - Method in class webcab.lib.finance.options.exotic.SimpleBoundaries
getValueAt(double, int, boolean, double[], int) - Method in interface webcab.lib.finance.options.exotic.DirichletBoundaries
  Returns the value of the option on the boundary.
getValueAt(double, int, boolean, double[], int) - Method in class webcab.lib.finance.options.exotic.Dirichlet
  Returns the value of the option on the boundary.

## H

hedgeRatio(double, double, double) - Method in class webcab.lib.finance.futures.FuturesHedging
  This method returns the Optimal Hedge ratio of a futures contract.
historicalEstimate(double[]) - Method in class webcab.lib.finance.options.Volatility
  Evaluates the historical estimate of the present volatility.
historicalEstimateStandardError(double, double) - Method in class webcab.lib.finance.options.Volatility
  Returns the estimate of the standard error of the standard historical estimation given by the functions volatilityHistoricalEstimate and volatilityHistoricalEstimateWithDividends.
historicalEstimateWithDividends(double[], double[]) - Method in class webcab.lib.finance.options.Volatility
  Calculates the historical estimate of the present volatility taking into account the dividends or interest payments of the underlying asset.

## I

ImpliedVolatility - class webcab.lib.finance.options.ImpliedVolatility.
  This class calculates the implied volatility for a given European (call or put) option.
ImpliedVolatility() - Constructor for class webcab.lib.finance.options.ImpliedVolatility
  Creates a new instance.
ImpliedVolatilityDemoException - exception webcab.lib.finance.options.ImpliedVolatilityDemoException.
  This exception is thrown by the demo version of the ImpliedVolatility class after the number of maximum method calls has been reached.
ImpliedVolatilityDemoException() - Constructor for class webcab.lib.finance.options.ImpliedVolatilityDemoException
ImpliedVolatilityDemoException(Exception) - Constructor for class webcab.lib.finance.options.ImpliedVolatilityDemoException
ImpliedVolatilityDemoException(String) - Constructor for class webcab.lib.finance.options.ImpliedVolatilityDemoException
ImpliedVolatilityJDBC - class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC.
  This is the JDBC Mediator for the `ImpliedVolatility` class.
ImpliedVolatilityJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a ImpliedVolatility class.
ImpliedVolatilityJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a ImpliedVolatility class.
ImpliedVolatilityJDBCException - exception webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBCException.
  Exception to signal JDBC problems while calling the `ImpliedVolatilityJDBC` class.
ImpliedVolatilityJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBCException
IN - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  Indicates that the contract pays when triggered.
IN - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  Indicates that the contract pays when triggered.
instance() - Method in class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  This method returns the underlying instance of the `PutCallParity` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  This method returns the underlying instance of the `BinaryOptions` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  This method returns the underlying instance of the `OptionStrategies` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.VolatilityJDBC
  This method returns the underlying instance of the `Volatility` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  This method returns the underlying instance of the `ImpliedVolatility` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  This method returns the underlying instance of the `EuropeanTheta` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  This method returns the underlying instance of the `EuropeanRho` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  This method returns the underlying instance of the `EuropeanVega` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  This method returns the underlying instance of the `EuropeanGamma` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  This method returns the underlying instance of the `EuropeanEvaluation` business class.
instance() - Method in class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  This method returns the underlying instance of the `EuropeanDelta` business class.
instance() - Method in class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  This method returns the underlying instance of the `Forwards` business class.
instance() - Method in class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  This method returns the underlying instance of the `DailyReporting` business class.
instance() - Method in class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  This method returns the underlying instance of the `FuturesOnCommodities` business class.
instance() - Method in class webcab.lib.finance.futures.jdbc.InterestJDBC
  This method returns the underlying instance of the `Interest` business class.
instance() - Method in class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  This method returns the underlying instance of the `FuturesHedging` business class.
instance() - Method in class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  This method returns the underlying instance of the `FuturesEvaluation` business class.
instance() - Method in class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  This method returns the underlying instance of the `EquityDerivatives` business class.
instance() - Method in class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  This method returns the underlying instance of the `ScenarioGrid` business class.
instance() - Method in class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  This method returns the underlying instance of the `BlackScholes` business class.
instance() - Method in class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  This method returns the underlying instance of the `MonteCarlo` business class.
instance() - Method in class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  This method returns the underlying instance of the `FiniteDifference` business class.
integrate(int) - Method in interface webcab.lib.finance.options.pricing.Function
integrateFrom(double, int) - Method in interface webcab.lib.finance.options.pricing.Function
Interest - class webcab.lib.finance.futures.Interest.
  Within this class we consider methods for the evaluation of interest bearing investments.
Interest() - Constructor for class webcab.lib.finance.futures.Interest
  Creates a new instance.
interestBinary(double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the risk free interest rate for all time prior to expiry when of the Binary put/call.
interestBinary(double, double, double) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the risk free interest rate for all time prior to expiry when of the Binary put/call.
interestCompoundToContinuous(double, double) - Method in class webcab.lib.finance.futures.Interest
  This method converts the interest expressed in terms of compounding over `compoundedOver' times per annum to the interest expressed as its continuously compounded equivalent.
interestContinuousToCompound(double, double) - Method in class webcab.lib.finance.futures.Interest
  This method converts the interest expressed in terms of continuously compounded per annum to the interest expressed as the equivalent interest rate with compounding `timesPerAnnum' times per annum
InterestDemoException - exception webcab.lib.finance.futures.InterestDemoException.
  This exception is thrown by the demo version of the Interest class after the number of maximum method calls has been reached.
InterestDemoException() - Constructor for class webcab.lib.finance.futures.InterestDemoException
InterestDemoException(Exception) - Constructor for class webcab.lib.finance.futures.InterestDemoException
InterestDemoException(String) - Constructor for class webcab.lib.finance.futures.InterestDemoException
interestEuropean(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the implied risk free interest rate when the value of the European put/call options and the underlying asset price is known.
interestEuropean(double, double, double, double, double) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the implied risk free interest rate when the value of the European put/call options and the underlying asset price is known.
InterestJDBC - class webcab.lib.finance.futures.jdbc.InterestJDBC.
  This is the JDBC Mediator for the `Interest` class.
InterestJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.InterestJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a Interest class.
InterestJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.futures.jdbc.InterestJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a Interest class.
InterestJDBCException - exception webcab.lib.finance.futures.jdbc.InterestJDBCException.
  Exception to signal JDBC problems while calling the `InterestJDBC` class.
InterestJDBCException(String) - Constructor for class webcab.lib.finance.futures.jdbc.InterestJDBCException
interestPeriodConversion(double, double, double) - Method in class webcab.lib.finance.futures.Interest
  This method converts the interest compounded over m periods per annum to the equivalent interest rate calculated over n periods per annum.
investmentCommodity(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the value for a futures contact on an investment commodity when the present value of the storage cost are known.
investmentCommodity(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the value for a futures contact on an investment commodity when the present value of the storage cost are known.
investmentCommodityWithCarry(double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the price of an investment commodity.
investmentCommodityWithCarry(double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Calculates the price of an investment commodity.
investmentCommodityWithProportionateCosts(double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the value for a futures contact on an investment commodity when the storage cost as a proportion of the commodity price are known.
investmentCommodityWithProportionateCosts(double, double, double, double) - Method in class webcab.lib.finance.futures.FuturesOnCommodities
  Returns the value for a futures contact on an investment commodity when the storage cost as a proportion of the commodity price are known.
isHoliday(Calendar) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns `true` if the specified date `calendar` is a working day.
isHoliday(Calendar) - Method in class webcab.lib.calendar.cities.TokyoBusinessCalendar
  Returns `true` if the specified date `calendar` is a working day.
isHoliday(Calendar) - Method in class webcab.lib.calendar.cities.NewYorkBusinessCalendar
  Returns `true` if the specified date `calendar` is a working day.
isHoliday(Calendar) - Method in class webcab.lib.calendar.cities.LondonBusinessCalendar
  Returns `true` if the specified date `calendar` is a working day.
isHoliday(Calendar) - Method in class webcab.lib.calendar.cities.DefaultBusinessCalendar
  Returns `true` if the specified date `calendar` is a working day.
isHoliday(Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns `true` if the specified date `calendar` is not working day.
isHoliday(Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns `true` if the specified date `calendar` is a working day.
isWorkingDay(Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns `true` if the specified date `calendar` is a working day.
isWorkingDay(Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns `true` if the specified date `calendar` is a working day.

## K

KOrderDiff - interface webcab.lib.finance.options.pricing.KOrderDiff.

## L

LONDON_CALENDAR_NAME - Static variable in class webcab.lib.calendar.BusinessCalendarUtilities
  A string constant which identifies the `LondonBusinessCalendar` implementation.
LondonBusinessCalendar - class webcab.lib.calendar.cities.LondonBusinessCalendar.
  London business calendar.
LONG - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies a long position (that is buying the underlying)
longForward(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.Forwards
  Evaluates the value of an long forward contract.
longForward(double, double, double, double, double) - Method in class webcab.lib.finance.futures.Forwards
  Evaluates the value of an long forward contract.
LOOKBACK_MAX - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies lookback options, with the maximum asset price realized from inception date until expiry as path dependent value.
LOOKBACK_MIN - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies lookback options, with the minimum asset price realized from inception date until expiry as path dependent value.
lookbackMC(BlackScholesConstants, double, double, double, double, BlackScholesConstants, BlackScholesConstants, double, double, double, int, int) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates a lookback option in accordance with the Black-Scholes model using a Monte Carlo pricing technique.
lookbackPDE(BlackScholesConstants, double, double, double, double, boolean, BlackScholesConstants, BlackScholesConstants, double, double, double, BlackScholesConstants, int, int, double, int, double, double) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates a lookback option in accordance with the Black-Scholes model using finite differencing PDE pricing techniques.

## M

margin(double, double, double, double) - Method in class webcab.lib.finance.futures.DailyReporting
  Calculates the margin required on a (long or short) futures position.
markToMarket(double, double, double, double) - Method in class webcab.lib.finance.futures.DailyReporting
  Calculates the over night mark-to-market P&L from a futures position.
MAX - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
MAX - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
MILLISECONDS_IN_A_DAY - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
  The number of milliseconds within a day.
MILLISECONDS_IN_A_HOUR - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
  The number of milliseconds within a hour.
MILLISECONDS_IN_A_MINUTE - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
  The number of milliseconds within a minute.
MILLISECONDS_IN_A_SECOND - Static variable in class webcab.lib.calendar.AbstractBusinessCalendar
  The number of milliseconds within a second.
MIN - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
MIN - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
MonteCarlo - class webcab.lib.finance.options.exotic.MonteCarlo.
  This class evaluates the price and Greeks of Asian and Lookback of Exotic Options in accordance with the Black-Scholes model using Monte Carlo tecnhiques.
MonteCarlo() - Constructor for class webcab.lib.finance.options.exotic.MonteCarlo
  Creates a new MonteCarlo instance without registering the payoff function.
MonteCarlo(PayoffFunction) - Constructor for class webcab.lib.finance.options.exotic.MonteCarlo
  Creates a new MonteCarlo instance and submits the payoff function.
MonteCarloDemoException - exception webcab.lib.finance.options.exotic.MonteCarloDemoException.
  This exception is thrown by the demo version of the MonteCarlo class after the number of maximum method calls has been reached.
MonteCarloDemoException() - Constructor for class webcab.lib.finance.options.exotic.MonteCarloDemoException
MonteCarloDemoException(Exception) - Constructor for class webcab.lib.finance.options.exotic.MonteCarloDemoException
MonteCarloDemoException(String) - Constructor for class webcab.lib.finance.options.exotic.MonteCarloDemoException
MonteCarloJDBC - class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC.
  This is the JDBC Mediator for the `MonteCarlo` class.
MonteCarloJDBC(PayoffFunction, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a MonteCarlo class.
MonteCarloJDBC(PayoffFunction, String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a MonteCarlo class.
MonteCarloJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a MonteCarlo class.
MonteCarloJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a MonteCarlo class.
MonteCarloJDBCException - exception webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBCException.
  Exception to signal JDBC problems while calling the `MonteCarloJDBC` class.
MonteCarloJDBCException(String) - Constructor for class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBCException
multiFiniteDifferencing(int, Date, Date, double[], int, double[], double, double[], double[][], double, int, int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates the present value of any American or European multi-asset option contract with a payoff function provided by `setPayoffFunction`, in accordance with the Black-Scholes-Merton model using finite differencing techniques.
multiFiniteDifferencing(int, double, double[], int, double[], double, double[], double[][], double, int, int) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Evaluates the present value of any American or European multi-asset option contract with a payoff function provided by `setPayoffFunction`, in accordance with the Black-Scholes-Merton model using finite differencing techniques.
multiMonteCarlo(int, int, Date, Date, double[], int, double[], double, double[], double[][], int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Calcualtes the present value of a multi-asset European Asian or Lookback Exotic options of Asian or Lookbackup type in accordance with the Black-Scholes model via Monte Carlo simulation.
multiMonteCarlo(int, int, double, double[], int, double[], double, double[], double[][], int) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Calcualtes the present value of a multi-asset European Asian or Lookback Exotic options of Asian or Lookbackup type in accordance with the Black-Scholes model via Monte Carlo simulation.
multiMonteCarloWithErrorControl(int, int, Date, Date, double[], int, double[], double, double[], double[][], int, double, double, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Calculates the present value of a multi-asset European Asian or Lookback Exotic options in accordance with the Black-Scholes model via Monte Carlo simulation, keeping the error within specified bounds.
multiMonteCarloWithErrorControl(int, int, double, double[], int, double[], double, double[], double[][], int, double, double) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Calculates the present value of a multi-asset European Asian or Lookback Exotic options in accordance with the Black-Scholes model via Monte Carlo simulation, keeping the error within specified bounds.

## N

NEWYORK_CALENDAR_NAME - Static variable in class webcab.lib.calendar.BusinessCalendarUtilities
  A string constant which identifies the `NewYorkBusinessCalendar` implementation.
NewYorkBusinessCalendar - class webcab.lib.calendar.cities.NewYorkBusinessCalendar.
  New York business calendar.
nextHoliday(Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns the next holiday day after `date` date.
nextHoliday(Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns the next holiday day after a given `date`.
nextPaymentDate(Date[], Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns the index of the next payment date related to `date`.
nextPaymentDate(Date[], Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns the index of the next payment date related to a given `date`, when the array of all payment dates is known.
nextWorkingDay(Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns the next working day after `date` date.
nextWorkingDay(Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns the next working day after a given `date`.
NON_SPD - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies non strogly path dependent options (vanilla options).
NotDefinedException - exception webcab.lib.finance.options.pricing.NotDefinedException.

## O

oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.futures.jdbc.InterestJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.BinaryOptionsJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.ImpliedVolatilityJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanThetaJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanRhoJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanVegaJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanGammaJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanEvaluationJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.jdbc.EuropeanDeltaJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.ForwardsJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.DailyReportingJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesOnCommoditiesJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.InterestJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesHedgingJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.futures.jdbc.FuturesEvaluationJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.pricing.jdbc.EquityDerivativesJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.BlackScholesJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.MonteCarloJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
oneSelect(String, String, String) - Method in class webcab.lib.finance.options.exotic.jdbc.FiniteDifferenceJDBC
  Invokes method `methodName` once using values from running one `SELECT` statement and writes the result(s) back to the database running one `INSERT/UPDATE` statement.
optionGamma(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanGamma
  Evaluates the gamma of a European call or put option on a non-dividend paying stock.
optionGamma(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanGamma
  Evaluates the gamma of a European call or put option on a non-dividend paying stock.
optionGammaOnCurrency(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanGamma
  Evaluates the gamma of a European call or put option on a currency.
optionGammaOnCurrency(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanGamma
  Evaluates the gamma of a European call or put option on a currency.
optionGammaOnFutures(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanGamma
  Evaluates the gamma of a European call or put option of a futures contract.
optionGammaOnFutures(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanGamma
  Evaluates the gamma of a European call or put option of a futures contract.
optionGammaOnIndex(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanGamma
  Evaluates the gamma of a European call or put option on an index.
optionGammaOnIndex(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanGamma
  Evaluates the gamma of a European call or put option on an index.
optionGammaWithYield(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanGamma
  Returns the gamma of a European call or put option on a stock which has a continuous yield.
optionGammaWithYield(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanGamma
  Returns the gamma of a European call or put option on a stock which has a continuous yield.
OptionsConstants - class webcab.lib.finance.options.OptionsConstants.
  This class defines constants used by the Options class methods.
OptionsConstants() - Constructor for class webcab.lib.finance.options.OptionsConstants
OptionsException - exception webcab.lib.finance.options.OptionsException.
  Exception usually thrown to indicate error in input values for any of the classes within this package.
OptionsException() - Constructor for class webcab.lib.finance.options.OptionsException
OptionsException(Exception) - Constructor for class webcab.lib.finance.options.OptionsException
OptionsException(String) - Constructor for class webcab.lib.finance.options.OptionsException
OptionStrategies - class webcab.lib.finance.options.OptionStrategies.
  This class evaluates the payoff functions of a number of different option trading strategies.
OptionStrategies() - Constructor for class webcab.lib.finance.options.OptionStrategies
  Creates a new instance.
OptionStrategiesDemoException - exception webcab.lib.finance.options.OptionStrategiesDemoException.
  This exception is thrown by the demo version of the OptionStrategies class after the number of maximum method calls has been reached.
OptionStrategiesDemoException() - Constructor for class webcab.lib.finance.options.OptionStrategiesDemoException
OptionStrategiesDemoException(Exception) - Constructor for class webcab.lib.finance.options.OptionStrategiesDemoException
OptionStrategiesDemoException(String) - Constructor for class webcab.lib.finance.options.OptionStrategiesDemoException
OptionStrategiesJDBC - class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC.
  This is the JDBC Mediator for the `OptionStrategies` class.
OptionStrategiesJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a OptionStrategies class.
OptionStrategiesJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.OptionStrategiesJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a OptionStrategies class.
OptionStrategiesJDBCException - exception webcab.lib.finance.options.jdbc.OptionStrategiesJDBCException.
  Exception to signal JDBC problems while calling the `OptionStrategiesJDBC` class.
OptionStrategiesJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.OptionStrategiesJDBCException
optionVega(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanVega
  This method returns the Vega of a European call or put option on a non-dividend paying stock.
optionVega(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanVega
  This method returns the Vega of a European call or put option on a non-dividend paying stock.
optionVegaOnCurrency(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanVega
  Evaluates the Vega of a European call or put option on a currency.
optionVegaOnCurrency(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanVega
  Evaluates the Vega of a European call or put option on a currency.
optionVegaOnFutures(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanVega
  Evaluates the Vega of a European call or put option on a futures contract.
optionVegaOnFutures(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanVega
  Evaluates the Vega of a European call or put option on a futures contract.
optionVegaOnIndex(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanVega
  Evaluates the Vega of a European call or put option on an index.
optionVegaOnIndex(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanVega
  Evaluates the Vega of a European call or put option on an index.
optionVegaWithYield(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanVega
  This method returns the Vega of a European call or put option on a stock which pays a continuous dividend.
optionVegaWithYield(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanVega
  This method returns the Vega of a European call or put option on a stock which pays a continuous dividend.
OUT - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  Indicates that the contract pays when not triggered.
OUT - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  Indicates that the contract pays when not triggered.

## P

PARASIAN - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  Used internally.
PARASIAN - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  Used internally.
parasianMC(BlackScholesConstants, double, double, double, double, BlackScholesConstants, BlackScholesConstants, double, double, double, double, double, double, int, int) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates a Parasian option in accordance with the Black-Scholes model using a Monte Carlo pricing technique.
PARISIAN - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  Used internally.
PARISIAN - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  Used internally.
parisianMC(BlackScholesConstants, double, double, double, double, BlackScholesConstants, BlackScholesConstants, double, double, double, double, double, double, int, int) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates a Parisian option in accordance with the Black-Scholes model using a Monte Carlo pricing technique.
payOffBearSpread(double, double, double) - Method in class webcab.lib.finance.options.OptionStrategies
  Returns the payoff at expiry for the Bear Spread.
payOffBinaryCall(double, double, double) - Method in class webcab.lib.finance.options.BinaryOptions
  This method calculates the payoff from a binary option at expiry.
payOffBinaryPut(double, double, double) - Method in class webcab.lib.finance.options.BinaryOptions
  This method calculates the payoff from a binary option at expiry.
payOffBullSpread(double, double, double) - Method in class webcab.lib.finance.options.OptionStrategies
  Returns the payoff at expiry for the Bull Spread.
payOffButterflySpread(double, double, double, double) - Method in class webcab.lib.finance.options.OptionStrategies
  Returns the payoff at expiry for the Butterfly Spread.
payOffCall(double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  This method calculates the payoff at maturity from a European call option.
PayoffFunction - interface webcab.lib.finance.options.exotic.PayoffFunction.
  This interface must be implemented by all user supplied payoff functions.
payOffPut(double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  This method calculates the payoff at maturity from a European put option.
payOffSpread(double, double, double) - Method in class webcab.lib.finance.options.OptionStrategies
  Returns the payoff function of a spread of bull or bear type.
payOffStraddleCombination(double, double) - Method in class webcab.lib.finance.options.OptionStrategies
  We implement the payoff function for the Straddle Combination which involves taking a long position in a call option and a long position in a put option with the same strike price and expiration date.
payOffStrangleCombination(double, double, double) - Method in class webcab.lib.finance.options.OptionStrategies
  We implement the payoff function for the Strangle Combination consists of a long position in a call option and a put option with different strike prices and the same expiry date.
previousPaymentDate(Date[], Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns the index of the previous payment date related to `date`.
previousPaymentDate(Date[], Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Returns the index of the previous payment date related to a given `date`, when the array of payments dates is known.
PRICE - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
PRICE - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
PRICE_VOLATILITY - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
priceAdjustment(double, double) - Method in class webcab.lib.finance.futures.DailyReporting
  This function allows for price adjustments of the futures contract.
PUT - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  This constant identifies a put option.
PUT - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  This constant identifies a put option.
PUT - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies Put options
put(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the present value of a European put option on an investment asset which does not pay any dividends, coupons or interest.
put(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the present value of a European put option on an investment asset which does not pay any dividends, coupons or interest.
putBinary(double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the Binary put option value at any time up to expiry when the Binary call, risk free interest rate and expiry values are known.
putBinary(double, double, double) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the Binary put option value at any time up to expiry when the Binary call, risk free interest rate and expiry values are known.
PutCallParity - class webcab.lib.finance.options.PutCallParity.
  Within this class we implement put-call parity relations for: Vanilla Options where the underlying asset does not pay dividends Binary Options where the underlying asset does not pay dividends Vanilla options where the underlying asset pays a continuous dividend
PutCallParity() - Constructor for class webcab.lib.finance.options.PutCallParity
  Creates a new instance.
PutCallParityDemoException - exception webcab.lib.finance.options.PutCallParityDemoException.
  This exception is thrown by the demo version of the PutCallParity class after the number of maximum method calls has been reached.
PutCallParityDemoException() - Constructor for class webcab.lib.finance.options.PutCallParityDemoException
PutCallParityDemoException(Exception) - Constructor for class webcab.lib.finance.options.PutCallParityDemoException
PutCallParityDemoException(String) - Constructor for class webcab.lib.finance.options.PutCallParityDemoException
PutCallParityJDBC - class webcab.lib.finance.options.jdbc.PutCallParityJDBC.
  This is the JDBC Mediator for the `PutCallParity` class.
PutCallParityJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a PutCallParity class.
PutCallParityJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.PutCallParityJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a PutCallParity class.
PutCallParityJDBCException - exception webcab.lib.finance.options.jdbc.PutCallParityJDBCException.
  Exception to signal JDBC problems while calling the `PutCallParityJDBC` class.
PutCallParityJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.PutCallParityJDBCException
putDelta(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  This method calculates the delta of a European put option on a non-dividend paying stock.
putDelta(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  This method calculates the delta of a European put option on a non-dividend paying stock.
putDeltaOnCurrency(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  Returns the delta of a European put option on a currency.
putDeltaOnCurrency(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  Returns the delta of a European put option on a currency.
putDeltaOnFutures(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  Returns the delta of a European put option on a (stock) futures contract.
putDeltaOnFutures(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  Returns the delta of a European put option on a (stock) futures contract.
putDeltaOnIndex(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  The delta of a European put option on an index.
putDeltaOnIndex(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  The delta of a European put option on an index.
putDeltaWithYield(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanDelta
  This method calculates the delta of a European put option on an asset which has a continuous yield.
putDeltaWithYield(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanDelta
  This method calculates the delta of a European put option on an asset which has a continuous yield.
putEuropean(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the value of the European put option when the value of the corresponding call option is known.
putEuropean(double, double, double, double, double) - Method in class webcab.lib.finance.options.PutCallParity
  This method returns the value of the European put option when the value of the corresponding call option is known.
putEuropeanWithDividends(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.PutCallParity
  Returns the value of a European put option on an underlying asset which pays a continuous dividend.
putEuropeanWithDividends(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.PutCallParity
  Returns the value of a European put option on an underlying asset which pays a continuous dividend.
putOnCurrency(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the value of a European put options on a currency.
putOnCurrency(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the value of a European put options on a currency.
putOnCurrencyVolatility(double, double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a put option on that currency.
putOnCurrencyVolatility(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a put option on that currency.
putOnFutures(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the present value of a European put option on a (stock) futures contract.
putOnFutures(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the present value of a European put option on a (stock) futures contract.
putOnFuturesVolatility(double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a futures contract from the Black-Scholes formulae, knowing the value of a put option on that contract.
putOnFuturesVolatility(double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a futures contract from the Black-Scholes formulae, knowing the value of a put option on that contract.
putOnIndex(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the value of a European put option on an index.
putOnIndex(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the value of a European put option on an index.
putOnIndexVolatility(double, double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
putOnIndexVolatility(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
putRho(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluate the Rho for a European put option whether or not the underlying asset pays a dividend.
putRho(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluate the Rho for a European put option whether or not the underlying asset pays a dividend.
putRhoOnBaseCurrency(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanRho
  Returns the Rho for a European put option on a currency with respect to the base currencies interest rate.
putRhoOnBaseCurrency(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanRho
  Returns the Rho for a European put option on a currency with respect to the base currencies interest rate.
putRhoOnForeignCurrency(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluates the rho for a European put option on a currency with respect to the foreign currencies interest rate.
putRhoOnForeignCurrency(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluates the rho for a European put option on a currency with respect to the foreign currencies interest rate.
putRhoOnIndex(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluate the Rho for a European put option on an index.
putRhoOnIndex(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanRho
  Evaluate the Rho for a European put option on an index.
putTheta(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanTheta
  This method calculates the theta per year of a European put option on a non-dividend paying stock.
putTheta(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  This method calculates the theta per year of a European put option on a non-dividend paying stock.
putThetaOnCurrency(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European put option on a currency.
putThetaOnCurrency(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European put option on a currency.
putThetaOnFutures(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European put option on a futures contract
putThetaOnFutures(double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European put option on a futures contract
putThetaWithYield(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European put option on an asset paying a continuous yield (for example an option on a index).
putThetaWithYield(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  Returns the theta of a European put option on an asset paying a continuous yield (for example an option on a index).
putVolatility(double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a put option on that stock.
putVolatility(double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a put option on that stock.
putWithDividends(double, double, double, double, Date, Date, double[], double[], BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the present value of a European put option on an equity investment which pays dividends during the options life.
putWithDividends(double, double, double, double, double, double[], double[]) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Calculates the present value of a European put option on an equity investment which pays dividends during the options life.
putWithYield(double, double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the present value of a European put option where the underlying asset pays a continuous dividend.
putWithYield(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Evaluates the present value of a European put option where the underlying asset pays a continuous dividend.
putWithYieldVolatility(double, double, double, double, Date, Date, double, BusinessCalendar) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a stock which pays dividends during the option life from the Black-Scholes formulae, knowing the value of a put option on that stock.
putWithYieldVolatility(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.ImpliedVolatility
  Calculates the implied volatility of a stock which pays dividends during the option life from the Black-Scholes formulae, knowing the value of a put option on that stock.

## R

RATE - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
RATE - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
RATE - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies a rate option (applies only to Asian and Lookback options) Another name for rate options is price options.
returnDuringithDay(double, double) - Method in class webcab.lib.finance.options.Volatility
  This function returns the continuously compounded return of an asset over one day which is required by the method garchVolatilityEstimate.
RHO - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
RHO - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
RISK_FREE_RATE - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
runSimulation(int, double, double, int, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Performs the Monte Carlo simulation for the set (cash or derivative) contract, in accordance to the set price model, interest rate model and volatility model; and returns the result found when it satisfies a given level in confidence and maximum relative error.
runSimulation(int, int, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Performs the Monte Carlo simulation for a fixed number of random walks for the set (cash or derivative) contract, in accordance to the set price model, interest rate model and volatility model.

## S

ScenarioGrid - class webcab.lib.finance.options.exotic.ScenarioGrid.
  Within this class we implement methods by which the Scenario Grid of an option can be evaluated.
ScenarioGrid() - Constructor for class webcab.lib.finance.options.exotic.ScenarioGrid
ScenarioGridDemoException - exception webcab.lib.finance.options.exotic.ScenarioGridDemoException.
  This exception is thrown by the demo version of the ScenarioGrid class after the number of maximum method calls has been reached.
ScenarioGridDemoException() - Constructor for class webcab.lib.finance.options.exotic.ScenarioGridDemoException
ScenarioGridDemoException(Exception) - Constructor for class webcab.lib.finance.options.exotic.ScenarioGridDemoException
ScenarioGridDemoException(String) - Constructor for class webcab.lib.finance.options.exotic.ScenarioGridDemoException
ScenarioGridJDBC - class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC.
  This is the JDBC Mediator for the `ScenarioGrid` class.
ScenarioGridJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a ScenarioGrid class.
ScenarioGridJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a ScenarioGrid class.
ScenarioGridJDBCException - exception webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBCException.
  Exception to signal JDBC problems while calling the `ScenarioGridJDBC` class.
ScenarioGridJDBCException(String) - Constructor for class webcab.lib.finance.options.exotic.jdbc.ScenarioGridJDBCException
SecondOrderBoundaries - class webcab.lib.finance.options.exotic.SecondOrderBoundaries.
  This class informs the algorithms that a general boundary condition will be used.
SecondOrderBoundaries() - Constructor for class webcab.lib.finance.options.exotic.SecondOrderBoundaries
setAsianOptionContract(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements an Asian option contract.
setBinaryOptionContract(BlackScholesConstants, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a stock Binary option contract.
setBlackDermanToyRateModel(Function, KOrderDiff, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Black, Derman & Toy (BDT) one factor stochastic spot rate model.
setBlackKarasinskiRateModel(Function, Function, Function, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Black & Karasinski is a one factor stochastic spot rate model.
setBoundaries(Boundaries) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Submits a new Boundary function to the FiniteDifference instance, by replacing the previous one, as sent at creation time or with a previous call to this method.
setBrennanSchwartzRateModel(double, double, double, double, double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Brennan & Schwartz two factor stochastic interest rate model.
setCapForwardContract(double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Cap contract which can only be priced in conjunction with a forward rate model.
setCapSpotContract(double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Cap contract which can be priced in conjunction with any interest rate model.
setConstantPriceModel(double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the constant price model which assumes that the price is constant.
setConstantRateModel(double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Constant Spot Rate model which assumes that the spot rate is a constant.
setConstantVolatilityModel(double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the constant volatility model which is deterministic in nature.
setConstantYieldCurveModel(double[], double[], int, BlackScholesConstants, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Constant (in time) yield curve interest rate model.
setCouponBondContract(double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the fixed income security (i.e. contract) known as a Coupon Bond.
setCoxIngersollRossRateModel(double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Cox, Ingersoll and Ross interest rate model.
setDeterministPriceModel(KOrderDiff, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a General Deterministic Price Model.
setDeterministVolatilityModel(KOrderDiff, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a General deterministic Volatility model.
setFittedHoLeeRateModel(double[], double[], int, BlackScholesConstants, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Ho & Lee model of the spot rate with automatic yield curve fitting using forward rates.
setFittedHullWhiteRateModel(double[], double[], int, BlackScholesConstants, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Hull & White model of the spot rate with automatic yield curve fitting using forward rates.
setFloorForwardContract(double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Floor contract which can only be priced in conjunction with forward curve models.
setFloorSpotContract(double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Floor contract which can be pricing in conjunction within any interest rate model.
setFongVasicekRateModel(double, double, double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Fong & Vasicek model which is a two factor model providing both the spot rate and the volatility of the spot rate.
setForwardContract(double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a forward contract.
setForwardStartAtTheMoneyOptionContract(BlackScholesConstants, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Forward Start stock option contract.
setFutureContract(double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a futures contract.
setHJMRateModel(double[][], double[], double[], int, double, int, int, double, double, int) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Heath, Jarrow and Morton model of the forward rate curve.
setHoLeeRateModel(Function, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Ho & Lee one factor stochastic spot rate model which provide a spot rate process which is a semi martingale.
setHostonVolatilityModel(double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Hoston Stochastic Volatility model.
setHullWhiteRateModel(Function, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Hull & White one factor stochastic spot rate model.
setHullWhiteVolatilityModel(double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Hull & White Stochastic model of the Variance (recall that, `volatility = sqrt(variance)`).
setLadderOption(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double[], double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Ladder option contract.
setLognormalPriceModel(double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Lognormal model of the dynamics of the asset prices.
setLongstaffSchwartzRateModel(double, double, double, double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Longstaff & Schwartz two factor stochastic interest rate model.
setLookbackOption(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Lookback option contract.
setPayoffFunction(PayoffFunction) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Submits a new payoff function (i.e.
setPayoffFunction(PayoffFunction) - Method in class webcab.lib.finance.options.exotic.FiniteDifference
  Submits a new Payoff Function to the FiniteDifference instance, by replacing the previous one, as sent at creation time or with a previous call to this method.
setPoissonPriceModel(double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the jump-diffusion price model for the dynamics of asset prices.
setPriceBarrier(BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, BlackScholesConstants, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Barrier, Parisian or Parasian contract triggered by a price with a simple constant barrier.
setSimplifiedBGMRateModel(double[], double[], double[], int, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Brace, Gatarek and Musiela (BGM) model (also known as the LIBOR market model) of the forward rate curve.
setVanillaInterestRateSwapForward(double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a standard plain Vanilla Swap contract which must be priced in conjunction with a forward curve rate model.
setVanillaInterestRateSwapSpot(double, double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements an approximation of a plain vanilla swap contract which can be priced in conjunction with any spot rate model.
setVanillaOptionContract(BlackScholesConstants, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a Vanilla stock option contract.
setVanillaSwaptionSpotContract(BlackScholesConstants, double, double, double, double, double, int, int, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements an Option on a Vanilla Swap approximation which can be priced in accordance with any rate model.
setVasicekRateModel(double, double, double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements the Vasicek one factor stochastic model of the spot rate.
setZeroCouponBondContract(double, double) - Method in class webcab.lib.finance.options.pricing.EquityDerivatives
  Implements a fixed income security known as a Zero Coupon bond.
SHORT - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies a short position (that is selling the underlying)
shortForward(double, double, double, double, Date, Date, BusinessCalendar) - Method in class webcab.lib.finance.futures.Forwards
  Evaluates the value of an short forward contract.
shortForward(double, double, double, double, double) - Method in class webcab.lib.finance.futures.Forwards
  Evaluates the value of an short forward contract.
SimpleBoundaries - class webcab.lib.finance.options.exotic.SimpleBoundaries.
  This class is an implementation of the Dirichlet abstract classand provides boundary conditions for vanilla put and call options.
SimpleBoundaries(int, int, int, double, double, double, double) - Constructor for class webcab.lib.finance.options.exotic.SimpleBoundaries
  Creates a SimpleBoundaries object
SimplePayoff - class webcab.lib.finance.options.exotic.SimplePayoff.
  This class gives an implementation of PayoffFunction for the simple case of "vanilla" call and put options.
SimplePayoff(int, int, double) - Constructor for class webcab.lib.finance.options.exotic.SimplePayoff
  Creates new SimplePayoff function.
singleMonteCarlo(int, int, Date, Date, double, double, double, double, int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the present value of a single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarlo(int, int, double, double, double, double, double, int) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the present value of a single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloDelta(int, int, Date, Date, double, double, double, double, double, int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the Delta of an single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloDelta(int, int, double, double, double, double, double, double, int) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the Delta of an single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloRho(int, int, Date, Date, double, double, double, double, double, int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the Rho of an single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloRho(int, int, double, double, double, double, double, double, int) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the Rho of an single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloTheta(int, int, Date, Date, double, double, double, double, double, int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the Theta of an single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloTheta(int, int, double, double, double, double, double, double, int) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the Theta of an single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloVega(int, int, Date, Date, double, double, double, double, double, int, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the Vega of an single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloVega(int, int, double, double, double, double, double, double, int) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates the Vega of an single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation.
singleMonteCarloWithErrorControl(int, int, Date, Date, double, double, double, double, int, double, double, BusinessCalendar) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates present value of a single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation and keeps the error within specified bounds.
singleMonteCarloWithErrorControl(int, int, double, double, double, double, double, int, double, double) - Method in class webcab.lib.finance.options.exotic.MonteCarlo
  Evaluates present value of a single-asset Asian or Lookback exotic options of European type using Monte Carlo simulation and keeps the error within specified bounds.
SpreadStrategyPayoff - class webcab.lib.finance.options.exotic.SpreadStrategyPayoff.
  This class gives an implementation of the PayoffFunction for a standard spread option strategy.
SpreadStrategyPayoff(int, double, double) - Constructor for class webcab.lib.finance.options.exotic.SpreadStrategyPayoff
  Creates new SpreadStrategyPayoff function.
StraddleStrategyPayoff - class webcab.lib.finance.options.exotic.StraddleStrategyPayoff.
  This class gives an implementation of PayoffFunction for a standard straddle option strategy.
StraddleStrategyPayoff(int, double) - Constructor for class webcab.lib.finance.options.exotic.StraddleStrategyPayoff
  Creates new StraddleStrategyPayoff function.
StrangleStrategyPayoff - class webcab.lib.finance.options.exotic.StrangleStrategyPayoff.
  This class gives an implementation of PayoffFunction for a standard strangle option strategy.
StrangleStrategyPayoff() - Constructor for class webcab.lib.finance.options.exotic.StrangleStrategyPayoff
StrangleStrategyPayoff(int, double, double) - Constructor for class webcab.lib.finance.options.exotic.StrangleStrategyPayoff
  Creates new StrangleStrategyPayoff
STRIKE - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
STRIKE - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
STRIKE - Static variable in class webcab.lib.finance.options.exotic.ExoticOptionsConstants
  This constant identifies a strike option (applies only to Asian and Lookback options) Lookback strike options are known also as floating strike lookback options.
StronglyPathDependentPayoff - class webcab.lib.finance.options.exotic.StronglyPathDependentPayoff.
  This class gives an implementation of PayoffFunction for standard strongly path dependent options.
StronglyPathDependentPayoff(int, int, int, double) - Constructor for class webcab.lib.finance.options.exotic.StronglyPathDependentPayoff
  Creates new StronglyPathDependentPayoff function.
Surface - interface webcab.lib.finance.options.pricing.Surface.

## T

THETA - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
THETA - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
thetaFromGammaDelta(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanTheta
  We derive the theta from the delta, gamma and some other market variables for a portfolio of derivative all defined on some underlying asset.
TOKYO_CALENDAR_NAME - Static variable in class webcab.lib.calendar.BusinessCalendarUtilities
  A string constant which identifies the `TokyoBusinessCalendar` implementation.
TokyoBusinessCalendar - class webcab.lib.calendar.cities.TokyoBusinessCalendar.
  Tokyo business calendar.
totalValue(double, double, double, double, double, double) - Method in class webcab.lib.finance.options.EuropeanEvaluation
  Here we derive an estimate of the total value of a portfolio of derivatives whch depend on some underlying asset.
type() - Method in class webcab.lib.finance.options.exotic.SecondOrderBoundaries
type() - Method in class webcab.lib.finance.options.exotic.Dirichlet
type() - Method in interface webcab.lib.finance.options.exotic.Boundaries
  Returns the type of the boundary.

## U

UP - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
  Indicates that the barrier is above the initial variable value.
UP - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
  Indicates that the barrier is above the initial variable value.
US_30_360 - Static variable in class webcab.lib.calendar.cities.DayCountConventions
  This string identifies the US 30/360 day count convention.

## V

value() - Method in class webcab.lib.finance.options.pricing.BlackScholesConstants
value() - Method in class webcab.lib.finance.options.exotic.BlackScholesConstants
vanillaMC(BlackScholesConstants, double, double, double, double, double, double, int, int) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates the value of a European Vanilla option at a given point in time in accordance with the Black-Scholes model using a Monte Carlo pricing technique.
vanillaPDE(BlackScholesConstants, double, double, double, double, boolean, double, double, BlackScholesConstants, int, int, double, double) - Method in class webcab.lib.finance.options.exotic.BlackScholes
  Evaluates the value of a European or American Vanilla option at a given point in time in accordance with the Black-Scholes model using Finite Differencing PDE pricing techniques.
variance(double[]) - Method in class webcab.lib.finance.options.Volatility
  Evaluates the variance of the historical returns of an asset.
variance(double[], double[]) - Method in class webcab.lib.finance.options.Volatility
  Calculates the variance of the expected returns of an asset given the assets returns in given market states and the probability of those market states occurring.
VEGA - Static variable in class webcab.lib.finance.options.pricing.BlackScholesConstants
VEGA - Static variable in class webcab.lib.finance.options.exotic.BlackScholesConstants
vernalEquinox(int) - Static method in class webcab.lib.calendar.BusinessCalendarUtilities
  Returns the Vernal Equinox day as a day of year.
Volatility - class webcab.lib.finance.options.Volatility.
  This class consists of a collection of methods for estimating and rescaling the volatility.
Volatility() - Constructor for class webcab.lib.finance.options.Volatility
  Creates a new instance.
VolatilityDemoException - exception webcab.lib.finance.options.VolatilityDemoException.
  This exception is thrown by the demo version of the Volatility class after the number of maximum method calls has been reached.
VolatilityDemoException() - Constructor for class webcab.lib.finance.options.VolatilityDemoException
VolatilityDemoException(Exception) - Constructor for class webcab.lib.finance.options.VolatilityDemoException
VolatilityDemoException(String) - Constructor for class webcab.lib.finance.options.VolatilityDemoException
VolatilityJDBC - class webcab.lib.finance.options.jdbc.VolatilityJDBC.
  This is the JDBC Mediator for the `Volatility` class.
VolatilityJDBC(String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a Volatility class.
VolatilityJDBC(String, String, String, String, Properties, String, String, String, String, Properties) - Constructor for class webcab.lib.finance.options.jdbc.VolatilityJDBC
  Creates a new instance of this `JDBC interface' that encapsulates a Volatility class.
VolatilityJDBCException - exception webcab.lib.finance.options.jdbc.VolatilityJDBCException.
  Exception to signal JDBC problems while calling the `VolatilityJDBC` class.
VolatilityJDBCException(String) - Constructor for class webcab.lib.finance.options.jdbc.VolatilityJDBCException

## W

webcab.lib.calendar - package webcab.lib.calendar
  This package provides a general framework for the implementation of Business Calendars with respect different locations, such as London New York, Tokyo and so on.
webcab.lib.calendar.cities - package webcab.lib.calendar.cities
  This package contains implementations of particular business calendars for specific locations such as London, New York and Tokyo.
webcab.lib.finance.futures - package webcab.lib.finance.futures
  Pricing and Hedging of Futures and Forward contracts on stocks, bonds, commodities and indexes.
webcab.lib.finance.futures.jdbc - package webcab.lib.finance.futures.jdbc
  Wrap the functionality provided by the Futures module with our JDBC mediator.
webcab.lib.finance.options - package webcab.lib.finance.options
  This module performs pricing and risk analysis (via greeks) of European and Binary Options.
webcab.lib.finance.options.exotic - package webcab.lib.finance.options.exotic
  Finite Differencing and Monte Carlo pricing techniques for pricing (Exotic) Equity Options contracts in accordance with the Black-Scholes model.
webcab.lib.finance.options.exotic.jdbc - package webcab.lib.finance.options.exotic.jdbc
  Wrap the functionality provided by the Exotic Options module with our JDBC mediator.
webcab.lib.finance.options.jdbc - package webcab.lib.finance.options.jdbc
  Wrap the functionality provided by the Options module with our JDBC mediator.
webcab.lib.finance.options.pricing - package webcab.lib.finance.options.pricing
  General Monte-Carlo pricing framework for a wide range of equity derivative contracts in accordance with a number of price, volatility and interest rate models.
webcab.lib.finance.options.pricing.jdbc - package webcab.lib.finance.options.pricing.jdbc
  Wrap the functionality provided by the Equity Derivatives module with our JDBC mediator.
workingDaysBetween(Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Calculates and returns the number of working days between two dates.
workingDaysBetween(Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Calculates and returns the number of working days between two dates.

## Y

year2DayThetaConvert(double) - Method in class webcab.lib.finance.options.EuropeanTheta
  Converts the theta expressed as per year into the equivalent per day reading.
yearDaysRescaling(double, double, int) - Method in class webcab.lib.finance.options.Volatility
  Calculates the value of the volatility over a given number of days when the annual volatility is known.
yearsBetween(Date, Date) - Method in interface webcab.lib.calendar.BusinessCalendar
  Returns the number of years between `start` and `end` dates.
yearsBetween(Date, Date) - Method in class webcab.lib.calendar.AbstractBusinessCalendar
  Calculates and Returns the number of years between a `start` and `end` date.
yearsBetweenAsDouble(Date, Date, BusinessCalendar) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method returns the number of years between two given dates as a rational number ( a `double` value ).
yearsBetweenAsDouble(Date, Date, String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method returns the number of years between two given dates as a rational number ( a `double` value ).
yearsBetweenAsDoubleArray(Date, Date[], BusinessCalendar) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method returns the number of years between a fixed date and a set of dates as a set of rational numbers ( a `double[]` array ).
yearsBetweenAsDoubleArray(Date, Date[], String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method returns the number of years between a fixed date and a set of dates as a set of rational numbers ( a `double[]` array ).
yearsBetweenAsInteger(Date, Date, BusinessCalendar) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method returns the number of years between two given dates as an integer ( an `int` value ).
yearsBetweenAsInteger(Date, Date, String) - Static method in class webcab.lib.calendar.cities.BusinessCalendarTimeConversions
  This method returns the number of years between two given dates as an integer ( an `int` value ).

A B C D E F G H I K L M N O P R S T U V W Y

WebCab Options and Futures Demo v2.5 (J2SE Edition)