java.lang.Object
java.lang.Enum<HestonModel.Scheme>
net.finmath.montecarlo.assetderivativevaluation.models.HestonModel.Scheme
All Implemented Interfaces:
Serializable, Comparable<HestonModel.Scheme>, java.lang.constant.Constable
Enclosing class:
HestonModel

public static enum HestonModel.Scheme extends Enum<HestonModel.Scheme>
Truncation schemes to be used in the calculation of drift and diffusion coefficients.
  • Enum Constant Details

    • REFLECTION

      public static final HestonModel.Scheme REFLECTION
      Reflection scheme, that is V is replaced by Math.abs(V), where V denotes the current realization of V(t).
    • FULL_TRUNCATION

      public static final HestonModel.Scheme FULL_TRUNCATION
      Full truncation scheme, that is V is replaced by Math.max(V,0), where V denotes the current realization of V(t).
  • Method Details

    • values

      public static HestonModel.Scheme[] values()
      Returns an array containing the constants of this enum type, in the order they are declared.
      Returns:
      an array containing the constants of this enum type, in the order they are declared
    • valueOf

      public static HestonModel.Scheme valueOf(String name)
      Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)
      Parameters:
      name - the name of the enum constant to be returned.
      Returns:
      the enum constant with the specified name
      Throws:
      IllegalArgumentException - if this enum type has no constant with the specified name
      NullPointerException - if the argument is null