Uses of Enum
net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities.ForwardSensitivities.ReductionMethod

Packages that use ForwardSensitivities.ReductionMethod

Package	Description
net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities	Provides method to obtain robust and fast forward sensitivites and hedge ratios.

Uses of ForwardSensitivities.ReductionMethod in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities

Subclasses with type arguments of type ForwardSensitivities.ReductionMethod in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities

Modifier and Type	Class	Description
static enum	ForwardSensitivities.ReductionMethod	The reduced coefficient criterion used to determine the basis coefficients.

Methods in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities that return ForwardSensitivities.ReductionMethod

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

Methods in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities with parameters of type ForwardSensitivities.ReductionMethod

Modifier and Type	Method	Description
static ForwardSensitivities.ProjectedHedgeRatioResult	ForwardSensitivities.getHedgeRatios(Map<String,Long> parameterIDsByName, double evaluationTime, RandomVariable derivativeValue, RandomVariable[] hedgePortfolioValues, RandomVariable[] solutionBasisFunctions, RandomVariable[] testBasisFunctions, double regularizationLambda, ForwardSensitivities.ReductionMethod reductionMethod)	General reduced stochastic hedge-ratio calculation supporting both coefficient criteria.
static ForwardSensitivities.ProjectedHedgeRatioResult	ForwardSensitivities.getHedgeRatiosReduced(Map<String,Long> parameterIDsByName, double evaluationTime, RandomVariable derivativeValue, RandomVariable[] hedgePortfolioValues, RandomVariable[] basisFunctions, double regularizationLambda, ForwardSensitivities.ReductionMethod reductionMethod)	General reduced stochastic hedge-ratio calculation supporting both coefficient criteria.

Constructors in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities with parameters of type ForwardSensitivities.ReductionMethod

Modifier	Constructor	Description
	ProjectedHedgeRatioResult(RandomVariable[] hedgeRatios, double[][] coefficients, double[][] reducedMatrix, double[] reducedRhs, List<String> riskFactorNames, ForwardSensitivities.ReductionMethod reductionMethod)