net.finmath.montecarlo.assetderivativevaluation.models

Enum HestonModel.Scheme

java.lang.Object

java.lang.Enum<HestonModel.Scheme>

net.finmath.montecarlo.assetderivativevaluation.models.HestonModel.Scheme

All Implemented Interfaces:

Serializable, Comparable<HestonModel.Scheme>

Enclosing class:

HestonModel

public static enum HestonModel.Scheme
extends Enum<HestonModel.Scheme>

Truncation schemes to be used in the calculation of drift and diffusion coefficients.

Enum Constant Summary

Enum Constants

Enum Constant and Description
FULL_TRUNCATION Full truncation scheme, that is V is replaced by Math.max(V,0), where V denotes the current realization of V(t).
REFLECTION Reflection scheme, that is V is replaced by Math.abs(V), where V denotes the current realization of V(t).

Method Summary

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

REFLECTION

public static final HestonModel.Scheme REFLECTION

Reflection scheme, that is V is replaced by Math.abs(V), where V denotes the current realization of V(t).

FULL_TRUNCATION

public static final HestonModel.Scheme FULL_TRUNCATION

Full truncation scheme, that is V is replaced by Math.max(V,0), where V denotes the current realization of V(t).

Method Detail

values

public static HestonModel.Scheme[] 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 (HestonModel.Scheme c : HestonModel.Scheme.values())
    System.out.println(c);

Returns:

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

valueOf

public static HestonModel.Scheme 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