Uses of Enum
net.finmath.modelling.products.SwingStrikeFixingConvention

Packages that use SwingStrikeFixingConvention

Package	Description
net.finmath.finitedifference.assetderivativevaluation.products	Package net.finmath.finitedifference.assetderivativevaluation.products.
net.finmath.modelling.products	Interface and base classes related to products.

Uses of SwingStrikeFixingConvention in net.finmath.finitedifference.assetderivativevaluation.products

Methods in net.finmath.finitedifference.assetderivativevaluation.products that return SwingStrikeFixingConvention

Modifier and Type	Method	Description
SwingStrikeFixingConvention	FloatingStrikeSwingOption.getFixingConvention()	Returns the strike-fixing convention.

Constructors in net.finmath.finitedifference.assetderivativevaluation.products with parameters of type SwingStrikeFixingConvention

Modifier	Constructor	Description
	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.
	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.

Uses of SwingStrikeFixingConvention in net.finmath.modelling.products

Subclasses with type arguments of type SwingStrikeFixingConvention in net.finmath.modelling.products

Modifier and Type	Class	Description
enum	SwingStrikeFixingConvention

Methods in net.finmath.modelling.products that return SwingStrikeFixingConvention

Modifier and Type	Method	Description
static SwingStrikeFixingConvention	SwingStrikeFixingConvention.valueOf(String name)	Returns the enum constant of this type with the specified name.
static SwingStrikeFixingConvention[]	SwingStrikeFixingConvention.values()	Returns an array containing the constants of this enum type, in the order they are declared.