Uses of Enum
net.finmath.modelling.products.SwingQuantityMode
Packages that use SwingQuantityMode
Package
Description
Package net.finmath.finitedifference.assetderivativevaluation.products.
Interface and base classes related to products.
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Uses of SwingQuantityMode in net.finmath.finitedifference.assetderivativevaluation.products
Methods in net.finmath.finitedifference.assetderivativevaluation.products that return SwingQuantityModeModifier and TypeMethodDescriptionFloatingStrikeSwingOption.getQuantityMode()Returns the quantity control mode.SwingOption.getQuantityMode()Returns the quantity control mode.Constructors in net.finmath.finitedifference.assetderivativevaluation.products with parameters of type SwingQuantityModeModifierConstructorDescriptionFloatingStrikeSwingOption(double[] decisionTimes, double[] fixingTimes, double[] fixingWeights, double strikeShift, double strikeScale, double[] accumulatorGrid, double[] localMinQuantity, double[] localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep, SwingStrikeFixingConvention fixingConvention) Creates a floating-strike swing option with anonymous underlying.FloatingStrikeSwingOption(double[] decisionTimes, double[] fixingTimes, double[] fixingWeights, double strikeShift, double strikeScale, double[] accumulatorGrid, double localMinQuantity, double localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep, SwingStrikeFixingConvention fixingConvention) Creates a floating-strike swing option with anonymous underlying and time-homogeneous local quantity bounds.FloatingStrikeSwingOption(String underlyingName, double[] decisionTimes, double[] fixingTimes, double[] fixingWeights, double strikeShift, double strikeScale, double[] accumulatorGrid, double[] localMinQuantity, double[] localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep, SwingStrikeFixingConvention fixingConvention) Creates a floating-strike swing option.FloatingStrikeSwingOption(String underlyingName, double[] decisionTimes, double[] fixingTimes, double[] fixingWeights, double strikeShift, double strikeScale, double[] accumulatorGrid, double localMinQuantity, double localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep, SwingStrikeFixingConvention fixingConvention) Creates a floating-strike swing option with time-homogeneous local quantity bounds.SwingOption(double[] decisionTimes, double strike, double[] localMinQuantity, double[] localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep) Creates a generalized swing option with anonymous underlying.SwingOption(double[] decisionTimes, double strike, double localMinQuantity, double localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep) Creates a generalized swing option with anonymous underlying and time- homogeneous local bounds.SwingOption(String underlyingName, double[] decisionTimes, double strike, double[] localMinQuantity, double[] localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep) Creates a generalized swing option.SwingOption(String underlyingName, double[] decisionTimes, double strike, double localMinQuantity, double localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep) Creates a generalized swing option with time-homogeneous local bounds. -
Uses of SwingQuantityMode in net.finmath.modelling.products
Subclasses with type arguments of type SwingQuantityMode in net.finmath.modelling.productsModifier and TypeClassDescriptionenumQuantity-control mode for a swing contract.Methods in net.finmath.modelling.products that return SwingQuantityModeModifier and TypeMethodDescriptionstatic SwingQuantityModeReturns the enum constant of this type with the specified name.static SwingQuantityMode[]SwingQuantityMode.values()Returns an array containing the constants of this enum type, in the order they are declared.