Module net.finmath.lib

Package net.finmath.montecarlo.assetderivativevaluation.products

Enum FiniteDifferenceHedgedPortfolio.HedgeStrategy

java.lang.Object

java.lang.Enum<FiniteDifferenceHedgedPortfolio.HedgeStrategy>

net.finmath.montecarlo.assetderivativevaluation.products.FiniteDifferenceHedgedPortfolio.HedgeStrategy

All Implemented Interfaces:

Serializable, Comparable<FiniteDifferenceHedgedPortfolio.HedgeStrategy>, java.lang.constant.Constable

Enclosing class:

FiniteDifferenceHedgedPortfolio

public static enum FiniteDifferenceHedgedPortfolio.HedgeStrategy
extends Enum<FiniteDifferenceHedgedPortfolio.HedgeStrategy>

Nested Class Summary

Nested classes/interfaces inherited from class java.lang.Enum

Enum.EnumDesc<E extends Enum<E>>

Enum Constant Summary

Enum Constants

Enum Constant	Description
deltaGammaHedge
deltaHedge

Method Summary

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

Methods inherited from class java.lang.Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

deltaHedge

public static final FiniteDifferenceHedgedPortfolio.HedgeStrategy deltaHedge

deltaGammaHedge

public static final FiniteDifferenceHedgedPortfolio.HedgeStrategy deltaGammaHedge

Method Details

values

public static FiniteDifferenceHedgedPortfolio.HedgeStrategy[] 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 FiniteDifferenceHedgedPortfolio.HedgeStrategy 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