Module net.finmath.lib

Package net.finmath.montecarlo.interestrate.products

Enum SwaptionGeneralizedAnalyticApproximation.ValueUnit

java.lang.Object

java.lang.Enum<SwaptionGeneralizedAnalyticApproximation.ValueUnit>

net.finmath.montecarlo.interestrate.products.SwaptionGeneralizedAnalyticApproximation.ValueUnit

All Implemented Interfaces:

Serializable, Comparable<SwaptionGeneralizedAnalyticApproximation.ValueUnit>, java.lang.constant.Constable

Enclosing class:

SwaptionGeneralizedAnalyticApproximation

public static enum SwaptionGeneralizedAnalyticApproximation.ValueUnit
extends Enum<SwaptionGeneralizedAnalyticApproximation.ValueUnit>

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
INTEGRATEDVARIANCE	Returns the Black-Scholes implied integrated variance, i.e., σ2 T
VALUE	Returns the value of the swaption
VOLATILITY	Returns the Black-Scholes implied volatility, i.e., σ

Method Summary

Modifier and Type	Method	Description
static SwaptionGeneralizedAnalyticApproximation.ValueUnit	valueOf(String name)	Returns the enum constant of this type with the specified name.
static SwaptionGeneralizedAnalyticApproximation.ValueUnit[]	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

VALUE

public static final SwaptionGeneralizedAnalyticApproximation.ValueUnit VALUE

Returns the value of the swaption

INTEGRATEDVARIANCE

public static final SwaptionGeneralizedAnalyticApproximation.ValueUnit INTEGRATEDVARIANCE

Returns the Black-Scholes implied integrated variance, i.e., σ² T

VOLATILITY

public static final SwaptionGeneralizedAnalyticApproximation.ValueUnit VOLATILITY

Returns the Black-Scholes implied volatility, i.e., σ

Method Details

values

public static SwaptionGeneralizedAnalyticApproximation.ValueUnit[] 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 SwaptionGeneralizedAnalyticApproximation.ValueUnit 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