Package com.walkfares.function.vollib
Class Constants
java.lang.Object
com.walkfares.function.vollib.Constants
public class Constants extends Object
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Field Summary
Fields Modifier and Type Field Description static double
DBL_EPSILON
static double
DBL_MAX
static double
DBL_MIN
static double
DENORMALIZATION_CUTOFF
static double
EIGHTH_ROOT_DBL_EPSILON
static double
FOURTH_ROOT_DBL_EPSILON
static double
ONE_OVER_SQRT_TWO
static double
ONE_OVER_SQRT_TWO_PI
static double
PI_OVER_SIX
static double
SIXTEENTH_ROOT_DBL_EPSILON
static double
SQRT_DBL_EPSILON
static double
SQRT_DBL_MAX
static double
SQRT_DBL_MIN
static double
SQRT_ONE_OVER_THREE
static double
SQRT_PI_OVER_TWO
static double
SQRT_THREE
static double
SQRT_TWO_PI
static double
TWO_PI
static double
TWO_PI_OVER_SQRT_TWENTY_SEVEN
static double
VOLATILITY_VALUE_TO_SIGNAL_PRICE_IS_ABOVE_MAXIMUM
static double
VOLATILITY_VALUE_TO_SIGNAL_PRICE_IS_BELOW_INTRINSIC
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Method Summary
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Field Details
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DBL_EPSILON
public static final double DBL_EPSILON- See Also:
- Constant Field Values
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DBL_MIN
public static final double DBL_MIN- See Also:
- Constant Field Values
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DBL_MAX
public static final double DBL_MAX- See Also:
- Constant Field Values
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TWO_PI
public static final double TWO_PI- See Also:
- Constant Field Values
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SQRT_PI_OVER_TWO
public static final double SQRT_PI_OVER_TWO- See Also:
- Constant Field Values
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SQRT_THREE
public static final double SQRT_THREE- See Also:
- Constant Field Values
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SQRT_ONE_OVER_THREE
public static final double SQRT_ONE_OVER_THREE- See Also:
- Constant Field Values
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TWO_PI_OVER_SQRT_TWENTY_SEVEN
public static final double TWO_PI_OVER_SQRT_TWENTY_SEVEN- See Also:
- Constant Field Values
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PI_OVER_SIX
public static final double PI_OVER_SIX- See Also:
- Constant Field Values
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SQRT_DBL_EPSILON
public static final double SQRT_DBL_EPSILON -
FOURTH_ROOT_DBL_EPSILON
public static final double FOURTH_ROOT_DBL_EPSILON -
EIGHTH_ROOT_DBL_EPSILON
public static final double EIGHTH_ROOT_DBL_EPSILON -
SIXTEENTH_ROOT_DBL_EPSILON
public static final double SIXTEENTH_ROOT_DBL_EPSILON -
SQRT_DBL_MIN
public static final double SQRT_DBL_MIN -
SQRT_DBL_MAX
public static final double SQRT_DBL_MAX -
DENORMALIZATION_CUTOFF
public static final double DENORMALIZATION_CUTOFF- See Also:
- Constant Field Values
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VOLATILITY_VALUE_TO_SIGNAL_PRICE_IS_BELOW_INTRINSIC
public static final double VOLATILITY_VALUE_TO_SIGNAL_PRICE_IS_BELOW_INTRINSIC- See Also:
- Constant Field Values
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VOLATILITY_VALUE_TO_SIGNAL_PRICE_IS_ABOVE_MAXIMUM
public static final double VOLATILITY_VALUE_TO_SIGNAL_PRICE_IS_ABOVE_MAXIMUM- See Also:
- Constant Field Values
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ONE_OVER_SQRT_TWO
public static final double ONE_OVER_SQRT_TWO- See Also:
- Constant Field Values
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ONE_OVER_SQRT_TWO_PI
public static final double ONE_OVER_SQRT_TWO_PI- See Also:
- Constant Field Values
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SQRT_TWO_PI
public static final double SQRT_TWO_PI- See Also:
- Constant Field Values
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