Swaption.ValueUnit (finmath lib 4.0.11 API)

java.lang.Object
- java.lang.Enum<Swaption.ValueUnit>
- - net.finmath.modelling.products.Swaption.ValueUnit

All Implemented Interfaces:

Serializable, Comparable<Swaption.ValueUnit>

Enclosing interface:

Swaption
```
public static enum Swaption.ValueUnit
extends Enum<Swaption.ValueUnit>
```
Swaptions specific value units, like swaption implied volatilities.

Author:

Christian Fries

Enum Constant Summary

Enum Constants
Enum Constant and Description
`INTEGRATEDLOGNORMALVARIANCE` Deprecated. Use INTEGRATEDVARIANCELOGNORMAL instead.
`INTEGRATEDNORMALVARIANCE` Deprecated. Use INTEGRATEDVARIANCENORMAL instead.
`INTEGRATEDVARIANCE` Deprecated. Use INTEGRATEDVARIANCELOGNORMAL instead
`INTEGRATEDVARIANCELOGNORMAL` Returns the Black-Scholes implied integrated variance, i.e., σ² T
`INTEGRATEDVARIANCENORMAL` Returns the Bachelier implied integrated variance, i.e., σ² T
`VALUE` Returns the value of the swaption
`VOLATILITY` Deprecated. Use VOLATILITYLOGNORMAL instead
`VOLATILITYLOGNORMAL` Returns the Black-Scholes implied volatility, i.e., σ
`VOLATILITYNORMAL` Returns the Bachelier implied volatility, i.e., σ
`VOLATILITYNORMALATM` The Bachelier implied volatility, assuming an ATM option.

Method Summary

All Methods Static Methods Concrete Methods
Modifier and Type	Method and Description
`static Swaption.ValueUnit`	`valueOf(String name)` Returns the enum constant of this type with the specified name.
`static Swaption.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, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object
getClass, notify, notifyAll, wait, wait, wait

- Enum Constant Detail
  - VALUE
```
public static final Swaption.ValueUnit VALUE
```
    Returns the value of the swaption
  - INTEGRATEDVARIANCELOGNORMAL
```
public static final Swaption.ValueUnit INTEGRATEDVARIANCELOGNORMAL
```
    Returns the Black-Scholes implied integrated variance, i.e., σ² T
  - INTEGRATEDLOGNORMALVARIANCE
```
public static final Swaption.ValueUnit INTEGRATEDLOGNORMALVARIANCE
```
    Deprecated. Use INTEGRATEDVARIANCELOGNORMAL instead.
    
    Returns the Black-Scholes implied integrated variance, i.e., σ² T
  - VOLATILITYLOGNORMAL
```
public static final Swaption.ValueUnit VOLATILITYLOGNORMAL
```
    Returns the Black-Scholes implied volatility, i.e., σ
  - INTEGRATEDVARIANCENORMAL
```
public static final Swaption.ValueUnit INTEGRATEDVARIANCENORMAL
```
    Returns the Bachelier implied integrated variance, i.e., σ² T
  - INTEGRATEDNORMALVARIANCE
```
public static final Swaption.ValueUnit INTEGRATEDNORMALVARIANCE
```
    Deprecated. Use INTEGRATEDVARIANCENORMAL instead.
    
    Returns the Bachelier implied integrated variance, i.e., σ² T
  - VOLATILITYNORMAL
```
public static final Swaption.ValueUnit VOLATILITYNORMAL
```
    Returns the Bachelier implied volatility, i.e., σ
  - INTEGRATEDVARIANCE
```
public static final Swaption.ValueUnit INTEGRATEDVARIANCE
```
    Deprecated. Use INTEGRATEDVARIANCELOGNORMAL instead
    
    Returns the Black-Scholes implied integrated variance, i.e., σ² T
  - VOLATILITY
```
public static final Swaption.ValueUnit VOLATILITY
```
    Deprecated. Use VOLATILITYLOGNORMAL instead
    
    Returns the Black-Scholes implied volatility, i.e., σ
  - VOLATILITYNORMALATM
```
public static final Swaption.ValueUnit VOLATILITYNORMALATM
```
    The Bachelier implied volatility, assuming an ATM option. The value is obtained by multiplying VALUE with 1.0 / Math.sqrt(optionMaturity / Math.PI / 2.0) / annuity
- Method Detail
  - values
```
public static Swaption.ValueUnit[] 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 (Swaption.ValueUnit c : Swaption.ValueUnit.values())
    System.out.println(c);
```
    Returns:
    
    an array containing the constants of this enum type, in the order they are declared
  - valueOf
```
public static Swaption.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

Enum Swaption.ValueUnit

Enum Constant Summary

Method Summary

Methods inherited from class java.lang.Enum

Methods inherited from class java.lang.Object

Enum Constant Detail

VALUE

INTEGRATEDVARIANCELOGNORMAL

INTEGRATEDLOGNORMALVARIANCE

VOLATILITYLOGNORMAL

INTEGRATEDVARIANCENORMAL

INTEGRATEDNORMALVARIANCE

VOLATILITYNORMAL

INTEGRATEDVARIANCE

VOLATILITY

VOLATILITYNORMALATM

Method Detail

values

valueOf