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8.1.6 Exercise To price callable structures using Monte-Carlo methods we need to be able to estimate the exercise boundary, or equivalently, the probability of exercise. The exercise boundary is expressed as a function (to be estimated) of variables, such as a LIBOR rate or a swap rate; the variables are usually referred to as explanatory variables. The exercise component encapsulates the need to be able to calculate explanatory variables as part of any algorithm for estimating the exercise boundary. We have implemented an exercise component suitable for single currency callable LIBOR exotics such as Bermudans, inverse floater and cap floaters The exercise component of the Hull White model can be found in the ppf.model.hull white.monte carlo.cle exercise module and is illustrated below. The constructor of the exercise component takes in a leg and the component supplies two methods: the num explanatory variables method for determining the number of explanatory variables; and the function call operator whose job it is to calculate the explanatory variables at a particular point in time. In the body of the function call operator we firs harvest the remaining active fl ws and subsequently use them to build both the LIBOR rate and the swap rate. The explanatory variables are then returned to the client.

Keystrokes can cause different behavior when pressed in different BlackBerry screens. This chapter describes the meaning of special shortcut key sequences in various BlackBerry applications, but keystrokes can behave differently in other applications. For example, observe what happens when you enter the numbers from a phone number in the Phone application as opposed to when you enter those same numbers in a different program, such the Calendar Week screen.

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JSP implementations typically issue poor diagnostics Because JSP pages are translated, and then compiled into Java servlets, errors that creep in your pages are rarely seen as errors arising from the coding of JSP pages Instead, such errors are seen as either Java servlet errors or HTML errors You could look at this as an example of a perceived strength of JSP that of not needing to compile them as opposed to a weakness For example, a JSP developer coding a scriptlet where a JSP declaration is called for would have to interpret a Java compile error The JSP developer would need access to the generated source to properly diagnose the error Of course, generated code is rarely a thing of beauty, and often, not easily understood The JSP developer needs to know Java Again, one developer s asset is another s liability.

Whereas Java is certainly more full-featured and flexible than other page scripting languages, no one can argue that the learning curve for Java is far steeper than other scripting languages If you already know Java (you do, right ), this is not an issue However, if a corporation is short on Java mavens but wants to use a dynamic Web technology, JSP may not be the route to go (Another way to look at the need to know Java is that if you had to train a rookie in using either JSP or, say, ASP, and you had two days to produce half a dozen pages, which technology would you opt for ) JSP pages require about double the disk space to hold the page Because JSP pages are translated into class files, the server has to store the resultant class files with the JSP pages.

where t1 , , t14 are the observed waiting times for the transition 3 4 and t15 , t20 are the observed waiting times for the transition 3 5 Note that the waiting times for transitions 2 3 and 4 5 are constant Figures 718, 719, and 720 show the Bayes predictive density, survivor, and hazard functions for this project The predictive mean is 3229 days and the standard deviation is 14191 days, so we do not expect to remain on schedule The large standard deviation is re ective of the very heavy tailed distribution for the 3 5 transition and the fact that once the project falls behind schedule it takes much longer to complete due to compounding problems The hazard increases steadily until about 30 days and then drops off.

JSP pages must be compiled on the server when first accessed This initial compilation produces a noticeable delay when accessing the JSP page for the first time The developer may compile JSP pages and place them on the server in compiled form (as one or more class files) to speed up the initial page access The JSP developer may need to bring down the server to make the changed classes corresponding to the changed JSP page..

The first room-temperature ionic liquid EtNH3NO3 (m.p. 12 8C) was discovered in 1914 (Walden, P. Bull. Acad. Imper. Sci. (St. Petersburg) 1914, 1800).

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