net.sourceforge.jasa.market.rules
Class NPricingPolicy

java.lang.Object
  net.sourceforge.jasa.market.rules.NPricingPolicy

All Implemented Interfaces:

java.io.Serializable, PricingPolicy

public class NPricingPolicy
extends java.lang.Object
implements PricingPolicy, java.io.Serializable

A discriminatory pricing policy that uses the average of the last n pair of bid and ask prices leading to transactions as the clearing price. In case of the price falls out of the range between the current bid and ask, the nearest boundary is used.

See Also:

Serialized Form

Field Summary

protected int	n
protected FixedLengthQueue	queue

Constructor Summary

NPricingPolicy()

NPricingPolicy(int n)

Method Summary

double	determineClearingPrice(Order bid, Order ask, MarketQuote clearingQuote)
void	initialize()
void	reset()
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Field Detail

n

protected int n

queue

protected FixedLengthQueue queue

Constructor Detail

NPricingPolicy

public NPricingPolicy()

NPricingPolicy

public NPricingPolicy(int n)

Method Detail

initialize

public void initialize()

reset

public void reset()

determineClearingPrice

public double determineClearingPrice(Order bid,
                                     Order ask,
                                     MarketQuote clearingQuote)

Specified by:

determineClearingPrice in interface PricingPolicy

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object