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The application programmer does not have to care for aspects resulting from distribution, but can concentrate on the actual functions of the application The basis for nearly all middleware approaches was founded by the International Organization for Standardization (ISO), which xed the common principles and structures of middleware in a framework known as Reference Model for Open Distributed Processing (RM-ODP) The main objective of ODP is to achieve distribution, interworking, and portability in an environment of heterogeneous IT resources and multiple organizational domains of different actors ODP groups the functions of middleware into different transparency mechanisms, such as location, failure, persistence, and transaction transparency Each of them provides a number of APIs and services to the developer for masking the complexity associated with the respective functions For example, location transparency refers to the mechanisms for locating the server components of a distributed application in terms of a network location (i.

e, it does not refer to a geographic location) It can be realized by naming or trading services, which map the name or the desired type of a server component onto its network address in order to make it accessible for other client components Failure transparency, on the other hand, refers to recovery procedures that are automatically triggered in a transparent way during execution if one or several components fail For a detailed description of ODP and its associated transparency mechanisms, see (ISO/IEC 1996 1998)..

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user may see an error message on the screen. Therefore, it is good programming practice to make sure that you have successfully connected to the database before you attempt reading, writing, adding, or modifying the records in the database. The State property of the Connection object can be used to determine the state of the connection, that is, if the connection is open, closed, or is still connecting. The State property returns the value adStateOpen if the connection with the database is successful and the value adStateClosed if the connection is unsuccessful. The following statements check the state of connection with the database and display a message in the case of an unsuccessful connection:

ample, a two-factor model has better tractability and implementability than a three-factor model, which in turn can explain more variation in the yield curve than the two-factor model Empirical research and historical analysis of yield curves using principal component analysis or factor analysis indicate that two components can explain 85 percent to 90 percent of variations in the yield curve2 In this chapter, we discuss principal component analysis as well as the properties and implementation issues of two-factor models In such models, we consider additive models of the form r(t) = x(t) + y(t) + (t) where is a deterministic shift that is added in order to t exactly the initial zerocoupon curve, as in the one-factor case discussed in the preceding chapter We consider this in light of a deterministic-shift two-factor Vasicek model, known as G2++, and a two-factor Hull-White model.

The JAXM APIs depend upon this package for creating and handling SOAP messages and its attachments. In addition to creating and handling SOAP messages, this package also provides a SOAP client view for enabling point-to-point or request/response messaging with any SOAP 1.1-compliant service. The SAAJ API interfaces and classes are discussed in the following text.

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We can analyze these models in a risk-neutral world since a change of the objective probability measure to the risk-neutral probability measure does not change the instantaneous-covariance structure In choosing a two-factor model, we need to consider how well the model can be calibrated to the term structure of volatilities and to swaption and cap prices Can the model exhibit the hump-shaped curve often exhibited by the instantaneous standard deviation of the forward rate How analytically tractable is the model can it generate explicit formulas for discount bonds, European options on discount bonds, swaptions, and caps Finally, we will discuss models that are based on forward rates using the Heath-Jarrow-Morton (HJM) approach as an alternative to building models based on the short rate The chapter is broken down as follows In section 121, we discuss the twofactor Gaussian (G2++) model, and in section 12.

This is a sample syntax for an <A> tag. The HREF attribute contains the name of the document to be displayed. This document can also be any video or audio file. The process of document display begins when you click the link. As a first step, the browser will request the MIME type of the 238

www.linuxis.us/linux/media/howto/linux-htpc/.

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