Uses of Enum
net.finmath.montecarlo.assetderivativevaluation.products.FiniteDifferenceHedgedPortfolio.HedgeStrategy
Package
Description
Products which may be valued using an
AssetModelMonteCarloSimulationModel
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Uses of FiniteDifferenceHedgedPortfolio.HedgeStrategy in net.finmath.montecarlo.assetderivativevaluation.products
Modifier and TypeMethodDescriptionReturns the enum constant of this type with the specified name.FiniteDifferenceHedgedPortfolio.HedgeStrategy.values()
Returns an array containing the constants of this enum type, in the order they are declared.ModifierConstructorDescriptionFiniteDifferenceHedgedPortfolio
(AbstractAssetMonteCarloProduct productToHedge, AssetModelMonteCarloSimulationModel modelUsedForHedging, ArrayList<AbstractAssetMonteCarloProduct> hedgeProducts, FiniteDifferenceHedgedPortfolio.HedgeStrategy hedgeStrategy) Construction of a hedge portfolio.