/***************************************************************************                                                                         **             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;/**  * Class to do the work in the Application demonstrator, in particular  * the pricing of the stock path generated by Monte Carlo.  The run  * method will generate a single sequence with the required statistics,  * estimate its volatility, expected return rate and final stock price  * value.  *  * @author H W Yau  * @version $Revision: 1.1 $ $Date: 2005/04/29 17:43:42 $  */public class PriceStock extends Universal {  //------------------------------------------------------------------------  // Class variables.  //------------------------------------------------------------------------  /**    * Class variable for determining whether to switch on debug output or    * not.    */  public static boolean DEBUG=true;  /**    * Class variable for defining the debug message prompt.    */  protected static String prompt="PriceStock> ";  //------------------------------------------------------------------------  // Instance variables.  //------------------------------------------------------------------------  /**    * The Monte Carlo path to be generated.    */  private MonteCarloPath mcPath;  /**    * String identifier for a given task.    */  private String taskHeader;  /**    * Random seed from which the Monte Carlo sequence is started.    */  private long randomSeed=-1;  /**    * Initial stock price value.    */  private double pathStartValue=Double.NaN;  /**    * Object which represents the results from a given computation task.    */  private ToResult result;  private double expectedReturnRate=Double.NaN;  private double volatility=Double.NaN;  private double volatility2=Double.NaN;  private double finalStockPrice=Double.NaN;  private double[] pathValue;  //------------------------------------------------------------------------  // Constructors.  //------------------------------------------------------------------------  /**    * Default constructor.    */  public PriceStock() {    super();    mcPath = new MonteCarloPath();    set_prompt(prompt);    set_DEBUG(DEBUG);  }  //------------------------------------------------------------------------  // Methods.  //------------------------------------------------------------------------  //------------------------------------------------------------------------  // Methods which implement the Slaveable interface.  //------------------------------------------------------------------------  /**    * Method which is passed in the initialisation data common to all tasks,    * and then unpacks them for use by this object.    *    * @param obj Object representing data which are common to all tasks.    */  public void setInitAllTasks(Object obj) {    ToInitAllTasks initAllTasks = (ToInitAllTasks) obj;    mcPath.set_name(initAllTasks.get_name());    mcPath.set_startDate(initAllTasks.get_startDate());    mcPath.set_endDate(initAllTasks.get_endDate());    mcPath.set_dTime(initAllTasks.get_dTime());    mcPath.set_returnDefinition(initAllTasks.get_returnDefinition());    mcPath.set_expectedReturnRate(initAllTasks.get_expectedReturnRate());    mcPath.set_volatility(initAllTasks.get_volatility());    int nTimeSteps = initAllTasks.get_nTimeSteps();    mcPath.set_nTimeSteps(nTimeSteps);    this.pathStartValue = initAllTasks.get_pathStartValue();    mcPath.set_pathStartValue(pathStartValue);    mcPath.set_pathValue(new double[nTimeSteps]);    mcPath.set_fluctuations(new double[nTimeSteps]);  }  /**    * Method which is passed in the data representing each task, which then    * unpacks it for use by this object.    *    * @param obj Object representing the data which defines a given task.    */  public void setTask(Object obj) {    ToTask task = (ToTask) obj;    this.taskHeader     = task.get_header();    this.randomSeed     = task.get_randomSeed();  }  /**    * The business end.  Invokes the necessary computation routine, for a    * a given task.    */  public void run() {    try{      mcPath.computeFluctuationsGaussian(randomSeed);      mcPath.computePathValue(pathStartValue);      RatePath rateP = new RatePath(mcPath);      ReturnPath returnP = rateP.getReturnCompounded();      returnP.estimatePath();      expectedReturnRate = returnP.get_expectedReturnRate();      volatility = returnP.get_volatility();      volatility2 = returnP.get_volatility2();      finalStockPrice = rateP.getEndPathValue();      pathValue = mcPath.get_pathValue();    } catch( DemoException demoEx ) {      errPrintln(demoEx.toString());    }  }  /*   * Method which returns the results of a computation back to the caller.   *   * @return An object representing the computed results.   */  public Object getResult() {    String resultHeader = "Result of task with Header="+taskHeader+": randomSeed="+randomSeed+": pathStartValue="+pathStartValue;    ToResult res = new ToResult(resultHeader,expectedReturnRate,volatility,    volatility2,finalStockPrice,pathValue);    return (Object) res;  }}