edu.cuny.cat.market
Class EquilibriumCalculator

java.lang.Object
  edu.cuny.cat.market.EquilibriumCalculator

public class EquilibriumCalculator
extends java.lang.Object

A class calculating equilibrium-related quantity, price, etc. in an auction, based on a given FourHeapShoutEngine instance.

Version:

$Revision: 1.10 $

Author:

Jinzhong Niu

Field Summary

protected edu.cuny.math.dist.CumulativeDistribution	askPriceDistribution
protected edu.cuny.math.dist.CumulativeDistribution	bidPriceDistribution
protected boolean	equilibriaFound
protected java.util.List<Shout>	matchedShouts
protected double	maxPrice The maximum equilibrium price.
protected double	minPrice The minimum equilibrium price.
protected int	quantity
protected FourHeapShoutEngine	shoutEngine

Constructor Summary

EquilibriumCalculator(FourHeapShoutEngine shoutEngine)

Method Summary

void	calculateEquilibria() calculates equilibria.
protected void	calculateEquilibriaPriceRange() calculates the price range at the equilibrium.
protected void	calculateEquilibriaQuantity() calculates the quantity at the equilibrium.
void	calculateShoutPriceRanges() calculates the price ranges of asks and bids.
boolean	equilibriaExists()
edu.cuny.math.dist.CumulativeDistribution	getAskPriceDistribution()
edu.cuny.math.dist.CumulativeDistribution	getBidPriceDistribution()
int	getEquilibriumQuantity()
java.util.List<Shout>	getMatchedShouts()
double	getMaxEquilibriumPrice()
double	getMidEquilibriumPrice()
double	getMinEquilibriumPrice()
boolean	isEquilibriaFound()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

shoutEngine

protected FourHeapShoutEngine shoutEngine

equilibriaFound

protected boolean equilibriaFound

matchedShouts

protected java.util.List<Shout> matchedShouts

quantity

protected int quantity

minPrice

protected double minPrice

The minimum equilibrium price.

maxPrice

protected double maxPrice

The maximum equilibrium price.

askPriceDistribution

protected edu.cuny.math.dist.CumulativeDistribution askPriceDistribution

bidPriceDistribution

protected edu.cuny.math.dist.CumulativeDistribution bidPriceDistribution

Constructor Detail

EquilibriumCalculator

public EquilibriumCalculator(FourHeapShoutEngine shoutEngine)

Method Detail

calculateEquilibria

public void calculateEquilibria()

calculates equilibria.

isEquilibriaFound

public boolean isEquilibriaFound()

Returns:

true if an equilibrium exist, or false otherwise.

calculateShoutPriceRanges

public void calculateShoutPriceRanges()

calculates the price ranges of asks and bids.

calculateEquilibriaQuantity

protected void calculateEquilibriaQuantity()

calculates the quantity at the equilibrium.

calculateEquilibriaPriceRange

protected void calculateEquilibriaPriceRange()

calculates the price range at the equilibrium.

getMinEquilibriumPrice

public double getMinEquilibriumPrice()

Returns:

the lower bound of the price range at the equilibrium.

getMaxEquilibriumPrice

public double getMaxEquilibriumPrice()

Returns:

the upper bound of the price range at the equilibrium.

getEquilibriumQuantity

public int getEquilibriumQuantity()

Returns:

the quantity at the equilibrium.

equilibriaExists

public boolean equilibriaExists()

Returns:

whether an equilibrium exists or not.

getMidEquilibriumPrice

public double getMidEquilibriumPrice()

Returns:

the mid-point of the equilibrium price range.

getMatchedShouts

public java.util.List<Shout> getMatchedShouts()

Returns:

a list of matched shouts, in the order of b0, a0, b1, a1, ...

getAskPriceDistribution

public edu.cuny.math.dist.CumulativeDistribution getAskPriceDistribution()

getBidPriceDistribution

public edu.cuny.math.dist.CumulativeDistribution getBidPriceDistribution()