- g - Variable in class plham.util.RandomHelper
- g - Variable in class cassia.util.random.Gaussian
- g - Variable in class plham.util.MultiGeomBrownian
- g - Variable in class plham.Fundamentals
- Gaussian - Class in cassia.util.random
- Gaussian(random:Random) - Constructor for class cassia.util.random.Gaussian
- gaussian - Variable in class plham.util.MultiGeomBrownian
- GBM - Variable in class plham.Fundamentals
- get - Variable in class plham.index.AverageIndexScheme
-
Field Type: (plham.Market)=>Double
- get(plham.Market) - Method in class plham.Fundamentals
- get(Long) - Method in class plham.Fundamentals
- get(Long,Double) - Method in class plham.Fundamentals
- get(T) - Method in class cassia.util.JSON.Value
-
Get the value associated with the key if exists.
- get(Rail[T]) - Method in class cassia.util.JSON.Value
-
Get the final value associated with all the keys in the list.
- get(Long) - Method in class plham.util.MultiGeomBrownian
- get(plham.Market,plham.Agent) - Method in class plham.util.RandomOrderGenerator
- get(plham.Market,()=>plham.Agent,Long) - Method in class plham.util.RandomOrderGenerator
-
Declaration: get(market:plham.Market, nextAgent:()=>plham.Agent, N:Long):List[plham.Order].
- getAgentByName(cassia.util.JSON.Value) - Method in class plham.Main
- getAgentByName(String) - Method in class plham.Main
- getAgentsByName(cassia.util.JSON.Value) - Method in class plham.Main
- getAgentsByName(List[String]) - Method in class plham.Main
- getAgentsByName(String) - Method in class plham.Main
- getAssetVolume(Long) - Method in class plham.Agent
- getAssetVolume(plham.Market) - Method in class plham.Agent
- getAssetVolume(Long) - Method in class plham.agent.NullAgent
-
Declaration: getAssetVolume(id:Long):Long{self==plham.agent.NullAgent.ENOUGH_VOLUME}.
- getBestBuyPrice() - Method in class plham.Market
-
Get the best (highest) buy/bid price.
- getBestOrder() - Method in class plham.OrderBook
-
Get the order at the best bid(buy)/ask(sell).
- getBestPrice() - Method in class plham.OrderBook
-
Get the price of the best bid(buy)/ask(sell) order.
- getBestSellPrice() - Method in class plham.Market
-
Get the best (lowest) sell/ask price.
- getBuyOrderBook() - Method in class plham.Market
-
Declaration: getBuyOrderBook():plham.OrderBook.
- getCashAmount() - Method in class plham.Agent
- getCashAmount() - Method in class plham.agent.NullAgent
-
Declaration: getCashAmount():Double{self==1.0E10, plham.agent.NullAgent.ENOUGH_CASH==1.0E10}.
- getComponents() - Method in class plham.IndexMarket
-
Get a list of market ids, the components of the index.
- getConnectedComponents(Set[T],Set[Pair[T, T]]) - Static method in class plham.util.GraphUtils
- getConnectedComponents(Map[T, Set[T]]) - Static method in class plham.util.GraphUtils
-
Find connected components of the undirected graph.
- getDependencyGraph(cassia.util.JSON.Value,cassia.util.JSON.Value,String) - Static method in class plham.util.JSONUtils
- getDependencySortedList(cassia.util.JSON.Value,cassia.util.JSON.Value,String) - Static method in class plham.util.JSONUtils
- getenvOrElse(String,String) - Static method in class plham.Env
- getEventByName(cassia.util.JSON.Value) - Method in class plham.Main
- getEventByName(String) - Method in class plham.Main
- getEventsByName(cassia.util.JSON.Value) - Method in class plham.Main
- getEventsByName(List[String]) - Method in class plham.Main
- getEventsByName(String) - Method in class plham.Main
- getExInfo() - Method in class cassia.util.JSON.Value
-
Get an error message with the JSON text around.
- getFirst() - Method in class cassia.util.parallel.ConcatenatedList
- getFundamentalIndex() - Method in class plham.IndexMarket
-
Get the latest fundamental index value.
- getFundamentalIndex(Long) - Method in class plham.IndexMarket
-
Get the fundamental index value at time t.
- getFundamentalIndexScheme() - Method in class plham.IndexMarket
-
Declaration: getFundamentalIndexScheme():plham.index.IndexScheme.
- getFundamentalPrice() - Method in class plham.Market
- getFundamentalPrice(Long) - Method in class plham.Market
- getIndex(List[plham.Market]) - Method in class plham.index.AverageIndexScheme
- getIndex(List[plham.Market],List[Long]) - Method in class plham.index.AverageIndexScheme
- getIndex() - Method in class plham.IndexMarket
-
Get the latest market index value.
- getIndex(Long) - Method in class plham.IndexMarket
-
Get the market index at time t.
- getIndex(List[plham.Market]) - Method in class plham.index.IndexScheme
- getIndex(List[plham.Market],List[Long]) - Method in class plham.index.IndexScheme
- getItemByName(String) - Method in class plham.main.Simulator
-
Get an item (instance) stored in GLOBAL by the name.
- getItemByName(cassia.util.JSON.Value) - Method in class plham.main.Simulator
-
Get an item (instance) stored in GLOBAL by the name.
- getItemsByName(String) - Method in class plham.main.Simulator
-
Get a list of items (instances) stored in GLOBAL by the name.
- getItemsByName((Long)=>String,Long) - Method in class plham.main.Simulator
-
Declaration: getItemsByName[T](names:(Long)=>String, n:Long):List[T].
Get a list of items (instances) stored in GLOBAL specified by the list of names.
- getItemsByName(cassia.util.JSON.Value) - Method in class plham.main.Simulator
-
Get a list of items (instances) stored in GLOBAL specified by the list of names.
- getKindName() - Method in class plham.Order
- getLast() - Method in class cassia.util.parallel.ConcatenatedList
- getLimitedPrice(plham.Order,plham.Market) - Method in class plham.event.PriceLimitRule
-
This is for Agents to calculate the modified price within the price limits.
- getMarketByName(cassia.util.JSON.Value) - Method in class plham.Main
- getMarketByName(String) - Method in class plham.Main
- getMarketIndex() - Method in class plham.IndexMarket
-
Get the latest market index value.
- getMarketIndex(Long) - Method in class plham.IndexMarket
-
Get the market index at time t.
- getMarketIndexScheme() - Method in class plham.IndexMarket
-
Declaration: getMarketIndexScheme():plham.index.IndexScheme.
Get this market index calculation scheme.
- getMarketPrice() - Method in class plham.Market
- getMarketPrice(Long) - Method in class plham.Market
- getMarkets() - Method in class plham.IndexMarket
-
Get a list of markets.
- getMarketsByName(cassia.util.JSON.Value) - Method in class plham.Main
- getMarketsByName(List[String]) - Method in class plham.Main
- getMarketsByName(String) - Method in class plham.Main
- getMidPrice() - Method in class plham.Market
-
Get the mid price, the average (middle) of the best buy/bid and sell/ask prices.
- getNextMarketPrice() - Method in class plham.Market
-
Return the next market price at t + 1.
- getOrElse(T,String) - Method in class cassia.util.JSON.Value
-
Get the value associated with the key if exists;
Otherwise return JSON.parse(orElse).
- getOutstandingShares() - Method in class plham.Market
- getPrice(plham.Market) - Method in class plham.index.AverageIndexScheme
- getPrice(plham.Market) - Method in class plham.index.IndexScheme
- getPrice() - Method in class plham.Market
- getPrice(Long) - Method in class plham.Market
- getPrice() - Method in class plham.Order
- getRandom() - Method in class plham.Agent
- getRandom() - Method in class plham.Market
- getRandom() - Method in class plham.main.Simulator
-
Get the root of all instances of Random (allowed to call only at the place 0).
- getSellOrderBook() - Method in class plham.Market
-
Declaration: getSellOrderBook():plham.OrderBook.
- getTickSize() - Method in class plham.Market
-
Declaration: getTickSize():Double.
See also roundPrice().
- getTime() - Method in class plham.Market
-
Declaration: getTime():Long.
- getTime() - Method in class plham.OrderBook
- getTradeVolume() - Method in class plham.Market
- getTradeVolume(Long) - Method in class plham.Market
- getVolume() - Method in class plham.Order
- getWeight(plham.Market) - Method in class plham.index.CapitalWeightedIndexScheme
- getWeight(plham.Market) - Method in class plham.index.IndexScheme
- getWeight(plham.Market) - Method in class plham.index.PriceWeightedIndexScheme
- GLOBAL - Variable in class plham.main.Simulator
-
It stores the return values of createMarkets(), createAgents(), and createEvents().
- GraphUtils - Class in plham.util
- GraphUtils() - Constructor for class plham.util.GraphUtils
- operator()()(Long) - Method in class cassia.util.BisectQueue
- operator()()(Long) - Method in class cassia.util.parallel.BroadcastTools.SimpleWorkerPlaceGroup
- operator()()(Long) - Method in class cassia.util.parallel.ConcatenatedList
- operator()()(List[T],List[T]) - Method in class cassia.util.parallel.ConcatenatedListReducer
- operator()()[T](T) - Method in class cassia.util.JSON.Value
-
Get the value associated with the key if exists.
- operator()()[T](T,String) - Method in class cassia.util.JSON.Value
-
Get the value associated with the key if exists;
Otherwise returns JSON.parse(orElse).
- operator()()[T](Rail[T]) - Method in class cassia.util.JSON.Value
-
Get the value associated with the key first matched if any such exists.
- operator()=()=(Long,T) - Method in class cassia.util.parallel.ConcatenatedList
- operator()=()=[T](T,cassia.util.JSON.Value) - Method in class cassia.util.JSON.Value
- operator()=()=[T](T,Any) - Method in class cassia.util.JSON.Value
- optimize((Double)=>Double,Double,Double) - Static method in class plham.util.Brent
-
Declaration: optimize(f:(Double)=>Double, a0:Double, b0:Double):Double.
Brent's root-finding algorithm, which returns x in [a0,b0] s.t. f(x) = 0.
- optimize((Double)=>Double,Double) - Static method in class plham.util.Newton
-
Declaration: optimize(f:(Double)=>Double, x0:Double):Double.
- optimize((Double)=>Double,Double,Double,Long) - Static method in class plham.util.Newton
-
Declaration: optimize(f:(Double)=>Double, x0:Double, tol:Double, maxiter:Long):Double.
- optimize0((Double)=>Double,Double,Double) - Static method in class plham.util.Brent
-
Declaration: optimize0(f:(Double)=>Double, a0:Double, b0:Double):Double.
Brent's root-finding algorithm, which returns x in [a0,b0] s.t. f(x) = 0.
- Order - Class in plham
-
A data structure for orders.
- Order(kind:plham.Order.Kind, agentId:Long, marketId:Long, price:Double, volume:Long, timeLength:Long, timePlaced:Long, orderId:Long) - Constructor for class plham.Order
-
Do not use this.
- Order(kind:plham.Order.Kind, agentId:Long, marketId:Long, price:Double, volume:Long, timeLength:Long, timePlaced:Long) - Constructor for class plham.Order
-
Do not use this.
- Order(kind:plham.Order.Kind, agent:plham.Agent, market:plham.Market, price:Double, volume:Long, timeLength:Long) - Constructor for class plham.Order
- Order(other:plham.Order) - Constructor for class plham.Order
-
Create a copy.
- OrderBook - Class in plham
-
A class for orderbooks for continuous double action mechanism.
- OrderBook(comparator:(plham.Order,plham.Order)=>Int) - Constructor for class plham.OrderBook
-
Declaration: this(comparator:(plham.Order,plham.Order)=>Int):plham.OrderBook.
- OrderBook.Key - Class in plham
-
For system use only.
- orderExecuted(plham.Market,Long,Double,Double,Long) - Method in class plham.Agent
-
Callback when one's order is executed at the market.
- orderId - Variable in class plham.Market.AgentUpdate
- orderId - Variable in class plham.Order
-
The order id used for consulting and to notify its execution (set to 0 if unnecessary; this is by default).
- orderId - Variable in class plham.OrderBook.Key
- orderMargin - Variable in class plham.agent.FCNAgent
- OrderMistakeShock - Class in plham.event
-
This suddenly changes the market price as a consequence of a fat finger error,
e.g., caused by an huge amount of orders at an extremely cheap or expensive price.
- OrderMistakeShock() - Constructor for class plham.event.OrderMistakeShock
- orders - Variable in class plham.Env
- orderTimeLength - Variable in class plham.event.OrderMistakeShock
- orderVolume - Variable in class plham.event.OrderMistakeShock
- outstandingShares - Variable in class plham.Market
- random - Variable in class plham.Agent
-
The RNG given by the system (DON'T CHANGE IT).
- random - Variable in class plham.util.BlackScholes
- random - Variable in class plham.Fundamentals
- random - Variable in class cassia.util.random.Gaussian
- random - Variable in class plham.Market
-
The RNG given by the system (DON'T CHANGE IT).
- random - Variable in class plham.util.MultiGeomBrownian
- random - Variable in class plham.util.RandomHelper
- random - Variable in class plham.util.RandomOrderGenerator
- random - Variable in class cassia.util.random.RandomPermutation
- RANDOM - Variable in class plham.main.Simulator
-
The root of all instances of Random.
- RandomHelper - Class in plham.util
-
A helper class adding more utilities to Random.
- RandomHelper(random:Random) - Constructor for class plham.util.RandomHelper
- RandomOrderGenerator - Class in plham.util
- RandomOrderGenerator(nextPrice:(Double)=>Double, nextVolume:()=>Long, nextTimeLength:()=>Long) - Constructor for class plham.util.RandomOrderGenerator
-
Declaration: this(nextPrice:(Double)=>Double, nextVolume:()=>Long, nextTimeLength:()=>Long):plham.util.RandomOrderGenerator.
- RandomPermutation<T> - Class in cassia.util.random
-
Knuth-Fisher-Yates shuffle.
- RandomPermutation(random:Random, array:List[T]) - Constructor for class cassia.util.random.RandomPermutation
- receiveMarketInfo(List[plham.Market]) - Method in class plham.Env.MarketsFlat
- receiveMarketsF(plham.Env.MarketsFlat,Boolean) - Method in class plham.Env
- referenceMarketId - Variable in class plham.event.PriceLimitRule
- referenceMarketId - Variable in class plham.event.TradingHaltRule
- referencePrice - Variable in class plham.event.PriceLimitRule
- referencePrice - Variable in class plham.event.TradingHaltRule
- regcoef(List[Double],List[Double]) - Static method in class plham.util.Statistics
- remove(T) - Method in class cassia.util.BisectQueue
- remove(T) - Method in class cassia.util.parallel.ConcatenatedList
- remove(T) - Method in class cassia.util.HeapQueue
- remove(plham.Order) - Method in class plham.OrderBook
- remove(T) - Method in interface cassia.util.SortedQueue
- removeAllWhere((T)=>Boolean) - Method in class cassia.util.BisectQueue
-
Declaration: removeAllWhere(p:(T)=>Boolean):Boolean.
- removeAllWhere((T)=>Boolean) - Method in class cassia.util.HeapQueue
-
Declaration: removeAllWhere(p:(T)=>Boolean):Boolean.
- removeAllWhere((plham.Order)=>Boolean) - Method in class plham.OrderBook
-
Declaration: removeAllWhere(p:(plham.Order)=>Boolean):Boolean.
Remove all orders satisfying the condition p.
- removeAllWhere((T)=>Boolean) - Method in interface cassia.util.SortedQueue
-
Declaration: removeAllWhere(p:(T)=>Boolean):Boolean.
- removeAt(Long) - Method in class cassia.util.parallel.ConcatenatedList
- removeCorrelation(Long,Long) - Method in class plham.Fundamentals
- removeFirst() - Method in class cassia.util.parallel.ConcatenatedList
- removeLast() - Method in class cassia.util.parallel.ConcatenatedList
- reverse() - Method in class cassia.util.parallel.ConcatenatedList
- RIGHT(Long) - Static method in class cassia.util.HeapQueue
- RiskAverseFCNAgent - Class in plham.agent
-
An order decision mechanism proposed in Chiarella, Iori, & Perello (2009).
- RiskAverseFCNAgent() - Constructor for class plham.agent.RiskAverseFCNAgent
- riskAversionConstant - Variable in class plham.agent.RiskAverseFCNAgent
- riskFreeRate - Variable in class plham.util.BlackScholes
- roulette(Random,List[Double]) - Static method in class plham.util.Statistics
- ROUND_LOWER - Static variable in class plham.Market
-
Field Type: (Double,Double)=>Double
- ROUND_UPPER - Static variable in class plham.Market
-
Field Type: (Double,Double)=>Double
- roundBuyPrice(Double) - Method in class plham.Market
- roundPrice(plham.Order) - Method in class plham.Market
-
Round the price of the order in increments of a tick size.
- roundSellPrice(Double) - Method in class plham.Market
- run(Rail[String]) - Method in class plham.main.Runner
- Runner<B> - Class in plham.main
-
A base class for execution models.
- Runner(sim:B) - Constructor for class plham.main.Runner
- s0 - Variable in class plham.util.MultiGeomBrownian
-
Given a lower-triangular cholesky decomposition matrix, U_{NxN},
and a vector of independent Gaussians, X_{N} = (x_0,...
- sellAgentId - Variable in class plham.Market.ExecutionLog
- sellOrderBook - Variable in class plham.Market
- sellOrdersCounts - Variable in class plham.Market
- SequentialRunner<B> - Class in plham.main
-
A Runner class for sequential execution.
- SequentialRunner(sim:B) - Constructor for class plham.main.SequentialRunner
- set(T,Long) - Method in class cassia.util.parallel.ConcatenatedList
- set(Any) - Method in class cassia.util.JSON.Value
- setAssetVolume(Long,Long) - Method in class plham.Agent
- setAssetVolume(plham.Market,Long) - Method in class plham.Agent
- setAssetVolume(Long,Long) - Method in class plham.agent.NullAgent
-
Declaration: setAssetVolume(id:Long, assetVolume:Long):Long{self==plham.agent.NullAgent.ENOUGH_VOLUME}.
- setCashAmount(Double) - Method in class plham.Agent
- setCashAmount(Double) - Method in class plham.agent.NullAgent
-
Declaration: setCashAmount(cashAmount:Double):Double{self==1.0E10, plham.agent.NullAgent.ENOUGH_CASH==1.0E10}.
- setCorrelation(plham.Market,plham.Market,Double) - Method in class plham.Fundamentals
- setCorrelation(Long,Long,Double) - Method in class plham.Fundamentals
- setDrift(plham.Market,Double) - Method in class plham.Fundamentals
- setDrift(Long,Double) - Method in class plham.Fundamentals
- setFundamentalIndexScheme(plham.index.IndexScheme) - Method in class plham.IndexMarket
-
Declaration: setFundamentalIndexScheme(scheme:plham.index.IndexScheme):plham.index.IndexScheme.
- setId(Long) - Method in class plham.Agent
-
For system use only.
- setId(Long) - Method in class plham.Market
-
Declaration: setId(id:Long):Long.
For system use only.
- setIndexDivisor(Double,Double) - Method in class plham.index.AverageIndexScheme
- setInitial(plham.Market,Double) - Method in class plham.Fundamentals
- setInitial(Long,Double) - Method in class plham.Fundamentals
- setInitialFundamentalIndex(Double) - Method in class plham.IndexMarket
- setInitialFundamentalPrice(Double) - Method in class plham.Market
- setInitialMarketIndex(Double) - Method in class plham.IndexMarket
- setInitialMarketPrice(Double) - Method in class plham.Market
- setMarketAccessible(Long) - Method in class plham.Agent
- setMarketAccessible(plham.Market) - Method in class plham.Agent
- setMarketAccessible(Long) - Method in class plham.agent.NullAgent
-
Declaration: setMarketAccessible(id:Long):Long{self==0L}.
- setMarketIndexScheme(plham.index.IndexScheme) - Method in class plham.IndexMarket
-
Declaration: setMarketIndexScheme(scheme:plham.index.IndexScheme):plham.index.IndexScheme.
Set this market index calculation scheme.
- setName(String) - Method in class plham.Agent
-
For system use only.
- setName(String) - Method in class plham.Market
-
Declaration: setName(name:String):String.
For system use only.
- setOutstandingShares(Long) - Method in class plham.Market
-
Declaration: setOutstandingShares(outstandingShares:Long):Long.
- setPrice(Double) - Method in class plham.Order
- setRandom(Random) - Method in class plham.Agent
-
For system use only.
- setRandom(Random) - Method in class plham.Market
-
For system use only.
- setReferencePrice(Double) - Method in class plham.event.TradingHaltRule
- setRunning(Boolean) - Method in class plham.Market
-
Declaration: setRunning(isRunning:Boolean):Boolean.
- setTickSize(Double) - Method in class plham.Market
-
Declaration: setTickSize(tickSize:Double):Double.
Note: tickSize <= 0.0 means no tick size.
- setTime(Long) - Method in class plham.Market
-
Declaration: setTime(time:Long):Long.
- setTime(plham.Time) - Method in class plham.OrderBook
- setTradeVolume(Long,Long) - Method in class plham.Market
- setup() - Method in class plham.Fundamentals
- setup(Boolean) - Method in class plham.Fundamentals
- setupEnv(List[plham.Market],List[plham.Agent]) - Method in class plham.main.ParallelRunnerProto
- setupEnv(List[plham.Market],List[plham.Agent]) - Method in class plham.main.Runner
- setVolatility(plham.Market,Double) - Method in class plham.Fundamentals
- setVolatility(Long,Double) - Method in class plham.Fundamentals
- setVolume(Long) - Method in class plham.Order
- shockTimeLength - Variable in class plham.event.FundamentalPriceShock
- shuffle() - Method in class cassia.util.random.RandomPermutation
-
Randomize the array.
- siftdown(Long,T) - Method in class cassia.util.HeapQueue
- siftup(Long,T) - Method in class cassia.util.HeapQueue
- sigma - Variable in class plham.util.MultiGeomBrownian
- sim - Variable in class plham.main.Runner
- Simulator - Class in plham.main
-
A base class for simulation models.
- Simulator() - Constructor for class plham.main.Simulator
- size() - Method in class cassia.util.BisectQueue
- size() - Method in class cassia.util.parallel.ConcatenatedList
- size() - Method in class cassia.util.HeapQueue
- size() - Method in class cassia.util.JSON.Value
-
Get the size of this JSON Array or JSON Object (otherwise return 0).
- size() - Method in class plham.OrderBook
- size() - Method in interface cassia.util.SortedQueue
- skipSpaces(cassia.util.JSON.Reader) - Static method in class cassia.util.JSON
- sort((T,T)=>Int) - Method in class cassia.util.parallel.ConcatenatedList
-
Declaration: sort(cmp:(T,T)=>Int):void.
- sort() - Method in class cassia.util.parallel.ConcatenatedList
- SortedQueue<T> - Interface in cassia.util
- state - Variable in class cassia.util.random.Gaussian
- state - Variable in class plham.util.MultiGeomBrownian
- Statistics - Class in plham.util
- Statistics() - Constructor for class plham.util.Statistics
- strikePrice - Variable in class plham.util.BlackScholes
- subList(Long,Long) - Method in class cassia.util.BisectQueue
- subList(Long,Long) - Method in class cassia.util.parallel.ConcatenatedList
- submitOrders(List[plham.Market]) - Method in class plham.Agent
-
Submit orders to the markets.
- submitOrders(plham.Market) - Method in class plham.Agent
-
Submit orders to the market.
- submitOrders(List[plham.Market]) - Method in class plham.agent.FCNAgent
- submitOrders(plham.Market) - Method in class plham.agent.FCNAgent
- submitOrders(List[plham.Market]) - Method in class plham.agent.NullAgent
- submitOrders(plham.Market) - Method in class plham.agent.NullAgent
- submitOrders(plham.Market) - Method in class plham.agent.RiskAverseFCNAgent
- sum(List[Double]) - Static method in class plham.util.Statistics
- sumExecutedVolumes - Variable in class plham.Market
- sumofproducts(List[Double],List[Double]) - Static method in class plham.util.Statistics
- sumofsquares(List[Double]) - Static method in class plham.util.Statistics
- syncCheck(List[plham.Market]) - Method in class plham.main.ParallelRunnerProto
- syncCheck(List[plham.Market]) - Method in class plham.main.Runner