edu.ucla.stat.SOCR.applications.demo

Class BinomialTradingApplication

java.lang.Object

edu.ucla.stat.SOCR.core.SOCRValueSettable

edu.ucla.stat.SOCR.core.MultiplePartsPanel

edu.ucla.stat.SOCR.applications.Application

edu.ucla.stat.SOCR.applications.demo.BinomialTradingApplication

All Implemented Interfaces:

IExperiment, IValueSettable, Pluginable, java.awt.event.ActionListener, java.awt.event.MouseListener, java.awt.event.MouseMotionListener, java.util.EventListener, java.util.Observer

public class BinomialTradingApplication
extends Application
implements java.util.Observer, IExperiment, java.awt.event.ActionListener

The Binomial Trading Application demonstrates the Price of a stock call with time: Inputs: S0 = Price of the stock at time zero (now). E = Exercise price (it is exercised at the end if price of stock at the end > E). t = Time until expiration in years, e.g. if t = 73 days, then t = 0.2. r = Interest rate per year. sigma = Annual volatility. n = Number of periods that we divide the time to expiration (here n = 2).

Nested Class Summary

Nested classes/interfaces inherited from class edu.ucla.stat.SOCR.core.MultiplePartsPanel

MultiplePartsPanel.SOCRToolBar

Field Summary

Fields

Modifier and Type	Field and Description
protected int	CHART_SIZE_X
protected int	CHART_SIZE_Y
protected org.jfree.chart.ChartPanel	chartPanel2
protected java.lang.String	GRAPH
protected javax.swing.JTextField	inEP
protected javax.swing.JTextField	inR
protected javax.swing.JTextField	inSigma
protected javax.swing.JTextField	inSo
protected org.jgraph.JGraph	jgraph
protected javax.swing.JPanel	jgraphPanel
protected int	tabbedPaneCount
javax.swing.JTabbedPane	tabbedPanelContainer
protected javax.swing.JSplitPane	upContainer

Fields inherited from class edu.ucla.stat.SOCR.applications.Application

numStocks

Fields inherited from class edu.ucla.stat.SOCR.core.MultiplePartsPanel

applet, fName, graphs, mainPane, recordTable, tables, toolbar, toolbar2, toolbars

Constructor Summary

Constructors

Constructor and Description
BinomialTradingApplication() This is the main constructor of BinomialTradingApplication objects.

Method Summary

Methods

Modifier and Type	Method and Description
void	actionPerformed(java.awt.event.ActionEvent evt)
void	addEdge(int source, int target)
void	addNode(java.lang.String name, int x, int y)
void	addNode(java.lang.String name, int x, int y, java.awt.Color backgroundColor)
void	addTabbedPane(java.lang.String name, javax.swing.JComponent c)
protected org.jfree.chart.JFreeChart	createEmptyChart(org.jfree.data.general.PieDataset dataset)
org.jgraph.graph.DefaultGraphCell	createVertex(java.lang.String name, double x, double y, double w, double h, java.awt.Color bg, boolean raised)
java.lang.String	getAppletInfo()
java.awt.Container	getDisplayPane()
java.lang.String	getOnlineDescription()
void	init() This method initializes the application.
void	initialize()
void	mouseClicked(java.awt.event.MouseEvent event)
void	update() This method is the default update method and defines how the display is updated.
void	update(java.util.Observable o, java.lang.Object arg)
void	updateAllNodes()

Methods inherited from class edu.ucla.stat.SOCR.applications.Application

addTool2, doExperiment, emptyTool, emptyTool2, getInstance, getLocalAbout, getLocalHelp, getResultTable, getStopFreq, getTime, getWikiAbout, getWikiHelp, graphUpdate, loadSlider, reset, setApplet, setNumberStocks, setShowModelDistribution, setStopFreq, setStopNow, setTangent, step, stop, updateGraph

Methods inherited from class edu.ucla.stat.SOCR.core.MultiplePartsPanel

addGraph, addTable, addTool, addTool2, addToolbar, format, getMainPanel, getName, getRecordTable, getTextPanel, mouseDragged, mouseEntered, mouseExited, mouseMoved, mousePressed, mouseReleased, play, setName

Methods inherited from class edu.ucla.stat.SOCR.core.SOCRValueSettable

createComponentSetter, createValueSetter, createValueSetter, createValueSetter, createValueSetter, getComponentSetter, getComponentSetters, getValueSetter, getValueSetters

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface edu.ucla.stat.SOCR.core.IExperiment

doExperiment, getResultTable, getStopFreq, getTime, graphUpdate, reset, setShowModelDistribution, setStopFreq, setStopNow, step, stop

Methods inherited from interface edu.ucla.stat.SOCR.core.Pluginable

getName, setApplet

Field Detail

CHART_SIZE_X

protected final int CHART_SIZE_X

See Also:

Constant Field Values

CHART_SIZE_Y

protected final int CHART_SIZE_Y

See Also:

Constant Field Values

GRAPH

protected final java.lang.String GRAPH

See Also:

Constant Field Values

jgraphPanel

protected javax.swing.JPanel jgraphPanel

chartPanel2

protected org.jfree.chart.ChartPanel chartPanel2

jgraph

protected org.jgraph.JGraph jgraph

upContainer

protected javax.swing.JSplitPane upContainer

tabbedPaneCount

protected int tabbedPaneCount

tabbedPanelContainer

public javax.swing.JTabbedPane tabbedPanelContainer

inSo

protected javax.swing.JTextField inSo

inEP

protected javax.swing.JTextField inEP

inR

protected javax.swing.JTextField inR

inSigma

protected javax.swing.JTextField inSigma

Constructor Detail

BinomialTradingApplication

public BinomialTradingApplication()

This is the main constructor of BinomialTradingApplication objects.

Method Detail

init

public void init()

This method initializes the application.

Overrides:

init in class Application

addTabbedPane

public void addTabbedPane(java.lang.String name,
                 javax.swing.JComponent c)

createEmptyChart

protected org.jfree.chart.JFreeChart createEmptyChart(org.jfree.data.general.PieDataset dataset)

actionPerformed

public void actionPerformed(java.awt.event.ActionEvent evt)

Specified by:

actionPerformed in interface java.awt.event.ActionListener

update

public void update(java.util.Observable o,
          java.lang.Object arg)

Specified by:

update in interface java.util.Observer

Overrides:

update in class MultiplePartsPanel

mouseClicked

public void mouseClicked(java.awt.event.MouseEvent event)

Specified by:

mouseClicked in interface java.awt.event.MouseListener

Overrides:

mouseClicked in class MultiplePartsPanel

getOnlineDescription

public java.lang.String getOnlineDescription()

Specified by:

getOnlineDescription in interface IExperiment

Overrides:

getOnlineDescription in class Application

getDisplayPane

public java.awt.Container getDisplayPane()

Specified by:

getDisplayPane in interface Pluginable

Overrides:

getDisplayPane in class Application

getAppletInfo

public java.lang.String getAppletInfo()

Specified by:

getAppletInfo in interface IExperiment

Overrides:

getAppletInfo in class Application

update

public void update()

Description copied from interface: IExperiment

This method is the default update method and defines how the display is updated. This method should be overridden.

Specified by:

update in interface IExperiment

Overrides:

update in class Application

initialize

public void initialize()

Specified by:

initialize in interface IExperiment

Overrides:

initialize in class Application

createVertex

public org.jgraph.graph.DefaultGraphCell createVertex(java.lang.String name,
                                             double x,
                                             double y,
                                             double w,
                                             double h,
                                             java.awt.Color bg,
                                             boolean raised)

addNode

public void addNode(java.lang.String name,
           int x,
           int y)

addNode

public void addNode(java.lang.String name,
           int x,
           int y,
           java.awt.Color backgroundColor)

addEdge

public void addEdge(int source,
           int target)

updateAllNodes

public void updateAllNodes()