Uses of Enum
net.finmath.montecarlo.assetderivativevaluation.products.BlackScholesHedgedPortfolio.HedgeStrategy
Packages that use BlackScholesHedgedPortfolio.HedgeStrategy
Package
Description
Products which may be valued using an
AssetModelMonteCarloSimulationModel
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Uses of BlackScholesHedgedPortfolio.HedgeStrategy in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return BlackScholesHedgedPortfolio.HedgeStrategyModifier and TypeMethodDescriptionReturns the enum constant of this type with the specified name.BlackScholesHedgedPortfolio.HedgeStrategy.values()
Returns an array containing the constants of this enum type, in the order they are declared.Constructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type BlackScholesHedgedPortfolio.HedgeStrategyModifierConstructorDescriptionBlackScholesHedgedPortfolio(double maturity, double strike, double riskFreeRate, double volatility, double hedgeOptionMaturity, double hedgeOptionStrike, BlackScholesHedgedPortfolio.HedgeStrategy hedgeStrategy)
Construction of a delta-gamma hedge portfolio assuming a Black-Scholes model.