/***************************************************************************                                                                         **             Java Grande Forum Benchmark Suite - MPJ Version 1.0         **                                                                         **                            produced by                                  **                                                                         **                  Java Grande Benchmarking Project                       **                                                                         **                                at                                       **                                                                         **                Edinburgh Parallel Computing Centre                      **                                                                         **                email: epcc-javagrande@epcc.ed.ac.uk                     **                                                                         **      Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk)     **                                                                         **      This version copyright (c) The University of Edinburgh, 2001.      **                         All rights reserved.                            **                                                                         ***************************************************************************/package jgf_mpj_benchmarks.section3.montecarlo;//package montecarlo;import java.io.*;import java.util.*;/**  * Class for recording the values in the time-dependent path of a security.  *  * <p>To Do list:  * <ol>  *   <li><i>None!</i>  * </ol>  *  * @author H W Yau  * @version $Revision: 1.1 $ $Date: 2005/04/29 17:43:42 $  */public class RatePath extends PathId {  //------------------------------------------------------------------------  // Class variables.  //------------------------------------------------------------------------  /**    * Class variable, for setting whether to print debug messages.    */  public static boolean DEBUG=true;  /**    * The prompt to write before any debug messages.    */  protected static String prompt="RatePath> ";  /**    * Class variable for determining which field in the stock data should be    * used.  This is currently set to point to the 'closing price'.    */  public static int DATUMFIELD=4;  /**    * Class variable to represent the minimal date, whence the stock prices    * appear. Used to trap any potential problems with the data.    */  public static final int MINIMUMDATE = 19000101;  /**    * Class variable for defining what is meant by a small number, small enough    * to cause an arithmetic overflow when dividing.  According to the    * Java Nutshell book, the actual range is +/-4.9406564841246544E-324    */  public static final double EPSILON= 10.0 * Double.MIN_VALUE;  //------------------------------------------------------------------------  // Instance variables.  //------------------------------------------------------------------------  /**    * An instance variable, for storing the rate's path values itself.    */  private double[] pathValue;  /**    * An instance variable, for storing the corresponding date of the datum,    * in 'YYYYMMDD' format.    */  private int[] pathDate;  /**    * The number of accepted values in the rate path.    */  private int nAcceptedPathValue=0;  //------------------------------------------------------------------------  // Constructors.  //------------------------------------------------------------------------  /**    * Constructor, where the user specifies the filename in from which the     * data should be read.    *    * @param String filename    * @exception DemoException thrown if there is a problem reading in    *                          the data file.    */  public RatePath(String filename) throws DemoException {    set_prompt(prompt);    set_DEBUG(DEBUG);    readRatesFile(null,filename);  }  /**    * Constructor, where the user specifies the directory and filename in    * from which the data should be read.    *    * @param String dirName    * @param String filename    * @exception DemoException thrown if there is a problem reading in    *                          the data file.    */  public RatePath(String dirName, String filename) throws DemoException {    set_prompt(prompt);    set_DEBUG(DEBUG);    readRatesFile(dirName,filename);  }  /**    * Constructor, for when the user specifies simply an array of values    * for the path.  User must also include information for specifying    * the other characteristics of the path.    *    * @param pathValue the array containing the values for the path.    * @param name the name to attach to the path.    * @param startDate date from which the path is supposed to start, in    *        'YYYYMMDD' format.    * @param startDate date from which the path is supposed to end, in    *        'YYYYMMDD' format.    * @param dTime the time interval between successive path values, in    *        fractions of a year.    */  public RatePath(double[] pathValue, String name, int startDate, int endDate, double dTime) {    set_name(name);    set_startDate(startDate);    set_endDate(endDate);    set_dTime(dTime);    set_prompt(prompt);    set_DEBUG(DEBUG);    this.pathValue = pathValue;    this.nAcceptedPathValue = pathValue.length;  }  /**    * Constructor, for use by the Monte Carlo generator, when it wishes    * to represent its findings as a RatePath object.    *    * @param mc the Monte Carlo generator object, whose data are to    *           be copied over.    * @exception DemoException thrown if there is an attempt to access    *            an undefined variable.    */  public RatePath(MonteCarloPath mc) throws DemoException {    //    // Fields pertaining to the parent PathId object:    set_name(mc.get_name());    set_startDate(mc.get_startDate());    set_endDate(mc.get_endDate());    set_dTime(mc.get_dTime());    //    // Fields pertaining to RatePath object itself.    pathValue=mc.get_pathValue();    nAcceptedPathValue=mc.get_nTimeSteps();    //    // Note that currently the pathDate is neither declared, defined,    // nor used in the MonteCarloPath object.    pathDate=new int[nAcceptedPathValue];  }  /**    * Constructor, for when there is no actual pathValue with which to    * initialise.    *    * @param pathValueLegth the length of the array containing the values    *        for the path.    * @param name the name to attach to the path.    * @param startDate date from which the path is supposed to start, in    *        'YYYYMMDD' format.    * @param startDate date from which the path is supposed to end, in    *        'YYYYMMDD' format.    * @param dTime the time interval between successive path values, in    *        fractions of a year.    */  public RatePath(int pathValueLength, String name, int startDate, int endDate, double dTime) {    set_name(name);    set_startDate(startDate);    set_endDate(endDate);    set_dTime(dTime);    set_prompt(prompt);    set_DEBUG(DEBUG);    this.pathValue = new double[pathValueLength];    this.nAcceptedPathValue = pathValue.length;  }  //------------------------------------------------------------------------  // Methods.  //------------------------------------------------------------------------  /**    * Routine to update this rate path with the values from another rate    * path, via its pathValue array.    *    * @param operandPath the path value array to use for the update.    * @exception DemoException thrown if there is a mismatch between the    *            lengths of the operand and target arrays.    */  public void inc_pathValue(double[] operandPath) throws DemoException {    if( pathValue.length != operandPath.length )      throw new DemoException("The path to update has a different size to the path to update with!");    for(int i=0; i<pathValue.length; i++ )      pathValue[i] += operandPath[i];  }  /**    * Routine to scale this rate path by a constant.    *    * @param scale the constant with which to multiply to all the path    *        values.    * @exception DemoException thrown if there is a mismatch between the    *            lengths of the operand and target arrays.    */  public void inc_pathValue(double scale) throws DemoException {    if( pathValue==null )      throw new DemoException("Variable pathValue is undefined!");    for(int i=0; i<pathValue.length; i++ )      pathValue[i] *= scale;