Inherits From:
Declared In:

Class Description

This object produces a stochastic sequence of dividends. The process is independent of the market and agents, depending only the parameters that are set for the dividend process (and on the random number generator).

Instance Variables

double baseline;
double amplitude;
int period;
double mindividend;
double maxdividend;
double deviation;
double rho;
double gauss;
double dvdnd;
id normal;

baselineThe centerline around which deviations are computed. This is equal to the mean for a symmetric process (i.e., if asymmetry = 0). "baseline" is set only from the parameter file, and should NOT normally be changed from the default value (10.0).
amplitudeThe amplitude of the deviations from the baseline. Measured in units of "baseline". The standard deviation of the process is proportional to this.
periodThe period or auto-correlation time of the process.
mindividendfloor under dividend values
maxdividendceiling for dividend values
deviationNo description.
rhoNo description.
gaussNo description.
dvdndNo description.
normalA Swarm Normal Generator object

Method Types

- initNormal
- setBaseline:
- setmindividend:
- setmaxdividend:
- setAmplitude:
- setPeriod:
- setDerivedParams
- dividend

Instance Methods


- (double)dividend

Returns the next value of the dividend. This is the core method of the Dividend object, for which all else exists. It does NOT use the global time, but simply assumes that one period passes between each call. Note that "time" may not be the same as the global variable "t" because shifts are introduced to maintain phase when certain parameters are changed.


- initNormal

Creates a Swarm Normal Distribution object


- (double)setAmplitude:(double)theAmplitude

Sets the "amplitude" parameter. Returns the value actually set, which may be clipped or rounded compared to the supplied argument. See "-setDivType:".


- setBaseline:(double)theBaseline

No method description.


- setDerivedParams

No method description.


- (int)setPeriod:(int)thePeriod

Sets the "period" parameter. Returns the value actually set, which may be clipped compared to the supplied argument. See "-setDivType:".


- setmaxdividend:(double)maximumDividend

No method description.


- setmindividend:(double)minimumDividend

No method description.

Version 1.1 Copyright ©2001. All Rights Reserved.