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T0, T1, . . . , Tn 1, and corresponding payment dates T1, T2, . . . , Tn, where Tn is the swap maturity date. _ Swaptions give holders the right to enter into a swap at the xed swap rate R, given in (10.102) at time t0, allowing the holder to lock in the future swap rate today. The swap rate is the xed rate, which when exchanged for oating in a forward start swap causes the value of the swap to equal zero. At the swaption maturity, the current swap rate is R(T0). This swap rate may be less advantageous than today s swap rate so the swaption protects the holder from rising rates. The cost for this protection is the premium paid for the swaption. At time t0, the value _ of the swap with swap rate R , assuming a payer swap, is: V(T0) = B oater B xed where B xed is a xed-rate bond that can be expressed as: Bfixed = NR

Pmax (kW) W (kWh)

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public ActionForward execute( ActionMapping actionMapping, ActionForm actionForm, HttpServletRequest request, HttpServletResponse response) throws java.io.IOException, javax.servlet.ServletException { HttpSession session = request.getSession(); UserForm form = (UserForm)actionForm; String action = null; ActionErrors errors = null; UserDTO user = (UserDTO)session.getAttribute( user ); UserDelegate ud = null;

In this example, the portion of the code from // to the end of the line will be ignored by JavaScript.

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Summary

We start off with a demonstration parsing the same XML document with a variety of tools. Seeing the code makes it easier to determine which style you re most comfortable with. These parsing examples are necessarily academic to facilitate comparison. The examples often reference order.xml, an XML document we made up for the purpose of testing the parsers. This document needs to be available in the same directory as the sample code. In some examples, order.xml will be automatically generated by the code. Nevertheless, the contents of the order.xml should remain consistent. The contents of order.xml are:

BIPHENYL DERIVATIVES AS ANTI-HIV AGENTS SAR Analysis of Naturally Occurring Dibenzocyclooctadiene Lignans

These formulas use an array constant comprised of the arguments for the LARGE or SMALL function. If the value of n for your top-n calculation is large, you may prefer to use the following variation. This formula returns the sum of the top 30 values in the Data range. You can, of course, substitute a different value for 30.

class HullTree { public: HullTree(); // constructor HullTree(); // destructor void udm(myRateNode * node); void addBondPrices(vector<double> structure); vector<myRateNode *> ndConnectors(myRateNode * node); double addPresentValue(myRateNode * node, vector<myRateNode *> depthVector, vector<double> structure); void addRemainingRates(myRateNode * tempNode, vector<myRateNode *> depthVector); void addRates(vector<double> structure); int expand(int lastNodeNumber, int nodesInDepth, int tempDepth); int maintain(int lastNodeNumber, int nodesInDepth, int tempDepth); void connectNodes(vector<double> structure); void outputTree(); void buildTree(vector<double> structure, double a, double dT, double dR, double min, double max); vector<myRateNode *> myTree; private: vector<double> alphaStructure; // same size as structure, saves alpha // values per term vector<double> bondPrices; // same size as structure, saves bond // prices per term vector<int> width; // same size as structure, saves width // per term myRateNode * rootNode; double meanReversion; double deltaT; double deltaR; double jMin; double jMax; }; #endif

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Ui , j, k +1 2Ui , j, k + Ui , j, k 1 1 Ui +1/ 2 , j +1, k 2Ui +1/ 2 , j, k + Ui +1/ 2 , j 1, k + = 1 2 2 2 y1 y 2 which can be rewritten as puUi , j ,k +1 + pmUi , j ,k + pdUi , j ,k 1 = 2 Ui +1/ 2 , j ,k t 1 Ui +1/ 2 , j +1,k 2Ui +1/ 2 , j ,k + Ui +1/ 2 , j 1,k 1 2 y 2 2