com.nodelab.equity

Type CalcBlackScholes

com.nodelab.0.10172
Instance of Type
Inheriting from Calculator

Type data Value

org.uninode.Type.displayPattern a {att:org.uninode.Node.type}

org.uninode.Resource.resourceType

org.uninode.Resource.label

org.uninode.Resource.resourceOf List{}

org.uninode.Listable.resources Reference[org.uninode.Listable.resources] of com.nodelab.equity.CalcBlackScholes

Attribute summary Defined in Uninode® Id Properties Default

Reference[org.uninode.Listable.resources] resources Listable org.uninode.0.2001 type

String toString
This is the display string. Node org.uninode.0.102

Type type
The type of an object determines the behaviour and attributes of the object. Node org.uninode.0.101

String uri Node org.uninode.0.103

String label Resource org.uninode.0.2041 type

List[Type] resourceOf Resource org.uninode.0.2042 type

Signature resourceType
This defines the type of resource. It can be 'view', 'adapter' or 'action' Resource org.uninode.0.2043 type

Script summary

com.nodelab.0.10377
/* BaliCalculator subclass: #BaliCalcBlackScholes instanceVariableNames: 'maturityText maturity type spot price gamma sigma theta delta rate strike rho vega realtimeIndicator ' classVariableNames: '' poolDictionaries: '' category: 'Bali'! !BaliCalcBlackScholes methodsFor: 'aspects'! date ^self display dimHistory focus! date: aBaliTime self display dimHistory focus: aBaliTime.! dateText ^self display dimHistory focusHolder! delta ^delta isNil ifTrue: [delta := 0 asValue] ifFalse: [delta]! gamma ^gamma isNil ifTrue: [gamma := 0 asValue] ifFalse: [gamma]! maturity maturity isNil ifTrue: [self maturity: (BaliTime now addYears: 1)]. ^maturity! maturity: aBaliTime maturity := aBaliTime. self maturityText value: (maturity printType: #day)! maturityText ^maturityText isNil ifTrue: [maturityText := String new asValue] ifFalse: [maturityText]! price ^price isNil ifTrue: [price := 0 asValue] ifFalse: [price]! rate ^rate isNil ifTrue: [rate := self server defaultRate asDouble asValue] ifFalse: [rate]! realtimeIndicator "This method was generated by UIDefiner. Any edits made here may be lost whenever methods are automatically defined. The initialization provided below may have been preempted by an initialize method." ^realtimeIndicator isNil ifTrue: [realtimeIndicator := String new asValue] ifFalse: [realtimeIndicator]! rho ^rho isNil ifTrue: [rho := 0 asValue] ifFalse: [rho]! sigma ^sigma isNil ifTrue: [sigma := 25 asValue] ifFalse: [sigma]! spot | env | env := self display envDimensions. ^spot isNil ifTrue: [spot := (self display plugin firstSource valueAspect: #price environment: env) asValue] ifFalse: [spot]! strike ^strike isNil ifTrue: [strike := self spot value asValue] ifFalse: [strike]! theta ^theta isNil ifTrue: [theta := 0 asValue] ifFalse: [theta]! type ^type isNil ifTrue: [type := #call asValue] ifFalse: [type]! vega ^vega isNil ifTrue: [vega := 0 asValue] ifFalse: [vega]! ! !BaliCalcBlackScholes methodsFor: 'actions'! calculate | source years spotValue strikeValue sigmaValue rateValue | source := self display plugin firstSource. spotValue := self spot value. spotValue isNil ifTrue: [^nil]. spotValue := spotValue asDouble. years := (self maturity subtractDate: self display dimHistory focus) / 365. strikeValue := self strike value asDouble. sigmaValue := self sigma value asDouble. rateValue := self rate value asDouble. self price value: (source bsPriceCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self delta value: (source bsDeltaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self gamma value: (source bsGammaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self theta value: (source bsThetaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self vega value: (source bsVegaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self rho value: (source bsRhoCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self display dimHistory realtime value ifTrue: [self realtimeIndicator value: ''] ifFalse: [self realtimeIndicator value: 'Historical data']! changeDate self display dimHistory realtime value: false. self date: (BaliTime fromString: self dateText value string). self reset.! changeMaturity self maturity: (BaliTime fromString: self maturityText value). self calculate! changeRealtime | env | env := self display envDimensions. self spot value: (self display plugin firstSource valueAspect: #price environment: env). self strike value: self spot value. super changeRealtime.! reset | env | env := self display envDimensions. self spot value: (self firstSource valueAspect: #last environment: env). self strike value: self spot value. super reset.! ! "-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- "! BaliCalcBlackScholes class instanceVariableNames: ''! !BaliCalcBlackScholes class methodsFor: 'interface specs'! windowSpec "UIPainter new openOnClass: self andSelector: #windowSpec" ^#(#FullSpec #window: #(#WindowSpec #label: 'Black & Scholes' #min: #(#Point 183 335 ) #max: #(#Point 183 335 ) #bounds: #(#Rectangle 812 675 995 1010 ) #colors: #(#LookPreferences #setForegroundColor: #(#ColorValue #black ) #setBackgroundColor: #(#ColorValue 6143 7167 8191 ) #setSelectionForegroundColor: #(#ColorValue #black ) #setSelectionBackgroundColor: #(#ColorValue 4915 4915 4915 ) #setBorderColor: #(#ColorValue #black ) ) #isEventDriven: true ) #component: #(#SpecCollection #collection: #( #(#LabelSpec #layout: #(#Point 5 6 ) #label: ' date' ) #(#LabelSpec #layout: #(#Point 5 29 ) #label: 'Spot' ) #(#LabelSpec #layout: #(#Point 5 53 ) #label: 'Strike' ) #(#LabelSpec #layout: #(#Point 5 75 ) #label: 'Sigma' ) #(#LabelSpec #layout: #(#Point 5 98 ) #label: 'Maturity' ) #(#LabelSpec #layout: #(#Point 5 121 ) #label: 'Rate' ) #(#InputFieldSpec #layout: #(#Rectangle 77 4 177 25 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #dateText #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #changeDate ) #tabable: false #isReadOnly: false #type: #string ) #(#InputFieldSpec #layout: #(#Rectangle 77 27 177 48 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #spot #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 50 177 71 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #strike #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 73 177 94 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #sigma #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 96 177 117 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #maturityText #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #changeMaturity ) #tabable: true #isReadOnly: false #type: #string ) #(#InputFieldSpec #layout: #(#Rectangle 77 119 177 140 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #rate #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#RadioButtonSpec #layout: #(#Point 6 144 ) #model: #type #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #label: 'Call' #select: #call ) #(#RadioButtonSpec #layout: #(#Point 58 144 ) #model: #type #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #label: 'Put' #select: #put ) #(#DividerSpec #layout: #(#LayoutFrame 93 0 175 0 -5 1 179 0 ) ) #(#ActionButtonSpec #layout: #(#Rectangle 3 162 90 191 ) #model: #calculate #label: 'Calculate' #defaultable: true ) #(#LabelSpec #layout: #(#Point 5 194 ) #label: 'Price' ) #(#LabelSpec #layout: #(#Point 5 217 ) #label: ' delta' ) #(#LabelSpec #layout: #(#Point 5 242 ) #label: 'Gamma' ) #(#LabelSpec #layout: #(#Point 5 266 ) #label: 'Theta' ) #(#LabelSpec #layout: #(#Point 5 289 ) #label: 'Vega' ) #(#LabelSpec #layout: #(#Point 5 312 ) #label: 'Rho' ) #(#InputFieldSpec #layout: #(#Rectangle 77 194 177 215 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #price #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 217 177 238 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #delta #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 240 177 261 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #gamma #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 263 177 284 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #theta #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 286 177 307 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #vega #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 309 177 330 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #rho #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#ArbitraryComponentSpec #layout: #(#LayoutFrame -30 1 167 0 -5 1 186 0 ) #flags: 0 #component: #logotype ) ) ) )! ! */

Type data	Value
org.uninode.Type.displayPattern	a {att:org.uninode.Node.type}
org.uninode.Resource.resourceType
org.uninode.Resource.label
org.uninode.Resource.resourceOf	List{}
org.uninode.Listable.resources	Reference[org.uninode.Listable.resources] of com.nodelab.equity.CalcBlackScholes

Attribute summary		Defined in	Uninode® Id	Properties	Default
Reference[org.uninode.Listable.resources]	resources	Listable	org.uninode.0.2001	type
String	toString This is the display string.	Node	org.uninode.0.102
Type	type The type of an object determines the behaviour and attributes of the object.	Node	org.uninode.0.101
String	uri	Node	org.uninode.0.103
String	label	Resource	org.uninode.0.2041	type
List[Type]	resourceOf	Resource	org.uninode.0.2042	type
Signature	resourceType This defines the type of resource. It can be 'view', 'adapter' or 'action'	Resource	org.uninode.0.2043	type

Method summary		Defined in	Overrides	Properties
void	activate	Listable
void	designEditor(WidgetWorkspace ws)	Listable
void	generateScript(ScriptGenerationInfo info) Prepare and generate initialization code	ScriptGenerator
void	instanceScript(ScriptGenerationInfo info) return either variable name (like 'ave1', found in info), or a constructor call (new ...)	ScriptGenerator
Boolean	isResourceOf(Listable listable, Signature aspect)	Mixable		type
Listable	mixOn(Mixable mix)	Mixable
Listable	mixWith(Mixable mix)	Mixable
String	resourceString	Listable		introspection
void	*com.nodelab.java.view.Activate*	View	Listable
Int	*com.nodelab.java.view.ActorCount*	View
Actor	*com.nodelab.java.view.ActorForSo*	View
Actor	*com.nodelab.java.view.AddSourceSo*	View
void	*com.nodelab.java.view.Constructor*	View
void	*com.nodelab.java.view.DesignViewWW*	View
Dimension	*com.nodelab.java.view.DimensionAtIn*	View
Int	*com.nodelab.java.view.DimensionCount*	View
Dimension	*com.nodelab.java.view.DimensionTypeTy*	View
void	*com.nodelab.java.view.DragMouseReReReRe*	View
void	*com.nodelab.java.view.GenerateScriptSI*	View	ScriptGenerator
Actor	*com.nodelab.java.view.GetActorIn*	View
void	*com.nodelab.java.view.Install*	View
void	*com.nodelab.java.view.InstanceScriptSI*	View	ScriptGenerator
Boolean	*com.nodelab.java.view.IsPerpetual*	View
void	*com.nodelab.java.view.Prepare*	View
Collection[Type]	*com.nodelab.java.view.RequiredDimensions*	View
Scene	*com.nodelab.java.view.Scene*	View
WidgetWorkspace	*com.nodelab.java.view.Workspace*	View