public SSLContext loadTwoWayTrust(RestSystemConfigDto restSystemConfigDto) { SSLContext sslContext = null; String keyStoreFile = restSystemConfigDto.getKeyStoreFile(); String keyPass = restSystemConfigDto.getKeyStorePass(); String trustKeyStoreFile = restSystemConfigDto.getTrustStoreFile(); String trustKeyPass = restSystemConfigDto.getTrustStorePass(); String keystoreType = restSystemConfigDto.getKeyStoreType(); // 判断是否正确配置keystore以及trust keystore信息 if (StringUtil.isNotEmpty(keyStoreFile) && StringUtil.isNotEmpty(keyPass) && StringUtil.isNotEmpty( trustKeyStoreFile) && StringUtil.isNotEmpty(trustKeyPass)) { FileInputStream trustIns = null; FileInputStream keyStoreIns = null; try { KeyStore trustStore = KeyStore.getInstance(keystoreType); KeyStore keyStore = KeyStore.getInstance(keystoreType); trustIns = new FileInputStream(trustKeyStoreFile); keyStoreIns = new FileInputStream(keyStoreFile); trustStore.load(trustIns, trustKeyPass.toCharArray()); keyStore.load(keyStoreIns, keyPass.toCharArray()); sslContext = SSLContexts.custom().loadKeyMaterial(keyStore, keyPass.toCharArray()) .loadTrustMaterial(trustStore, new TrustSelfSignedStrategy()).build(); } catch (Exception ex) { logger.debug("load keystore or trust keystore file failure.", ex); sslContext = loadAllTrust(); } finally { try { if (trustIns != null) { trustIns.close(); } if (keyStoreIns != null) { keyStoreIns.close(); } } catch (IOException e) { logger.warn("Close KeyStore Stream Failed", e); } } } else { logger.debug("not found keystore or trust keystore."); sslContext = loadAllTrust(); } return sslContext; }
时间: 2024-02-14 21:18:04 浏览: 137
+ (1 - p) * option_price[j + 1, i + 1])
# 计算Vega
d_sigma这段代码存在资源未关闭的风险,需要修改来避免`OBL_UNSATISFIED_OBLIGATION_EXCEPTION_EDGE = 0.01
sigma_up = sigma + d_sigma
option_price_up = calculate_delta(S, K, r, sigma`警告。
修改后的代码如下:
```java
public SSLContext loadTwoWayTrust(RestSystemConfigDto restSystemConfigDto) {
SSLContext sslContext = null;
String keyStoreFile = restSystemConfigDto.getKeyStoreFile();
_up, T, N)[1]
vega = (option_price_up - option_price[0, 0]) / d_sigma
String keyPass = restSystemConfigDto.getKeyStorePass();
String trustKeyStoreFile = restSystemConfigDto.getTrustStoreFile(); return vega
# 输入期权参数并计算Delta、Gamma和Vega
S = 100
K = 100
String trustKeyPass = restSystemConfigDto.getTrustStorePass();
String keystoreType = restSystemConfigDto.getKeyStore
r = 0.05
sigma = 0.2
T = 1
N = 100
delta = calculate_deltaType();
// 判断是否正确配置keystore以及trust keystore信息
if (StringUtil.isNotEmpty(keyStoreFile) && StringUtil.isNotEmpty(keyPass) && StringUtil.isNotEmpty(
trustKeyStoreFile) && StringUtil.isNotEmpty(trustKeyPass)) {
try ((S, K, r, sigma, T, N)[0]
gamma = calculate_gamma(S, K, r, sigma, T, NFileInputStream trustIns = new FileInputStream(trustKeyStoreFile);
FileInputStream keyStoreIns = new FileInputStream(keyStoreFile)) {
KeyStore trustStore = KeyStore.getInstance(keystoreType);
KeyStore keyStore = KeyStore.getInstance(keystoreType);
)
vega = calculate_vega(S, K, r, sigma, T, N)
# 输出结果
print("Delta: {:.4 trustStore.load(trustIns, trustKeyPass.toCharArray());
keyStore.load(keyStoreIns, keyPass.toCharArray());
f}".format(delta))
print("Gamma: {:.4f}".format(gamma))
print("Vega: {:.4f}".format(ve sslContext = SSLContexts.custom().loadKeyMaterial(keyStore, keyPass.toCharArray())
.loadTrustMaterial(trustStore,ga))
```
在上面的代码中,我们定义了三个函数分别计算Delta、Gamma和Vega。这 new TrustSelfSignedStrategy()).build();
}
catch (Exception ex) {
logger.debug("load keystore or trust keystore file failure.", ex);
sslContext = loadAllTrust();
}
}
else {
些函数的实现基于二叉树模型,使用递归的方式来计算股票价格和期权价格,并 logger.debug("not found keystore or trust keystore.");
sslContext = loadAllTrust();
}
return ssl根据价格变化计算希腊字母。最后,我们输入期权参数并调用这些函数来计算Context;
}
```
在修改后的代码中,我们使用了`try-with-resources`语句块来声明和初始化`Delta、Gamma和Vega,并输出结果。
需要注意的是,二叉树模型的精度取决于节点数NFileInputStream`,从而避免了资源未关闭的风险。同时,我们也删除了`finally`语句块,因为`try-with-resources`会自动关闭资源,不需要手动关闭。
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