net.finmath.marketdata.model.volatilities

Enum SwaptionDataLattice.QuotingConvention

java.lang.Object

java.lang.Enum<SwaptionDataLattice.QuotingConvention>

net.finmath.marketdata.model.volatilities.SwaptionDataLattice.QuotingConvention

All Implemented Interfaces:

Serializable, Comparable<SwaptionDataLattice.QuotingConvention>

Enclosing class:

SwaptionDataLattice

public static enum SwaptionDataLattice.QuotingConvention
extends Enum<SwaptionDataLattice.QuotingConvention>

Quoting convention for swaption data in a lattice.

Author:

Christian Fries, Roland Bachl

Enum Constant Summary

Enum Constants

Enum Constant and Description
PAYERPRICE
PAYERVOLATILITYLOGNORMAL
PAYERVOLATILITYNORMAL
RECEIVERPRICE

Method Summary

Modifier and Type	Method and Description
static SwaptionDataLattice.QuotingConvention	valueOf(String name) Returns the enum constant of this type with the specified name.
static SwaptionDataLattice.QuotingConvention[]	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, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

PAYERVOLATILITYLOGNORMAL

public static final SwaptionDataLattice.QuotingConvention PAYERVOLATILITYLOGNORMAL

PAYERVOLATILITYNORMAL

public static final SwaptionDataLattice.QuotingConvention PAYERVOLATILITYNORMAL

PAYERPRICE

public static final SwaptionDataLattice.QuotingConvention PAYERPRICE

RECEIVERPRICE

public static final SwaptionDataLattice.QuotingConvention RECEIVERPRICE

Method Detail

values

public static SwaptionDataLattice.QuotingConvention[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (SwaptionDataLattice.QuotingConvention c : SwaptionDataLattice.QuotingConvention.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static SwaptionDataLattice.QuotingConvention 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