Constant Field Values

Contents

• webcab.lib.*

webcab.lib.*

webcab.lib.calendar.AbstractBusinessCalendar

public static final int	DAYS_IN_A_WEEK	7
public static final int	MILLISECONDS_IN_A_DAY	86400000
public static final int	MILLISECONDS_IN_A_HOUR	3600000
public static final int	MILLISECONDS_IN_A_MINUTE	60000
public static final int	MILLISECONDS_IN_A_SECOND	1000

webcab.lib.calendar.BusinessCalendarUtilities

public static final String	DEFAULT_CALENDAR_NAME	"DEFAULT"
public static final String	LONDON_CALENDAR_NAME	"LONDON"
public static final String	NEWYORK_CALENDAR_NAME	"NEW_YORK"
public static final String	TOKYO_CALENDAR_NAME	"TOKYO"

webcab.lib.calendar.cities.DayCountConventions

public static final String	ACTUAL_360	"A/360"
public static final String	ACTUAL_ACTUAL	"A/A"
public static final String	EUROPE_30_360	"30/360E"
public static final String	US_30_360	"30/360"

webcab.lib.finance.options.OptionsConstants

public static final int	ANNUAL_DAY_COUNT_252	0
public static final int	ANNUAL_DAY_COUNT_360	1
public static final int	ANNUAL_DAY_COUNT_365	2

webcab.lib.finance.options.exotic.ExoticOptionsConstants

public static final int	AMERICAN	1
public static final int	ASIAN_ARITHMETIC	2
public static final int	ASIAN_GEOMETRIC	3
public static final int	BEAR	1
public static final int	BT_DIRICHLET	0
public static final int	BT_SECOND_ORDER	1
public static final int	BULL	0
public static final int	CALL	0
public static final int	CRANCK_NICHOLSON	8
public static final int	EUROPEAN	0
public static final int	EXPLICIT	6
public static final int	FULLY_IMPLICIT	7
public static final int	LONG	0
public static final int	LOOKBACK_MAX	4
public static final int	LOOKBACK_MIN	5
public static final int	NON_SPD	-1
public static final int	PUT	1
public static final int	RATE	1
public static final int	SHORT	1
public static final int	STRIKE	0