net.finmath.montecarlo.assetderivativevaluation.products

Enum BlackScholesHedgedPortfolio.HedgeStrategy

java.lang.Object

java.lang.Enum<BlackScholesHedgedPortfolio.HedgeStrategy>

net.finmath.montecarlo.assetderivativevaluation.products.BlackScholesHedgedPortfolio.HedgeStrategy

All Implemented Interfaces:

Serializable, Comparable<BlackScholesHedgedPortfolio.HedgeStrategy>

Enclosing class:

BlackScholesHedgedPortfolio

public static enum BlackScholesHedgedPortfolio.HedgeStrategy
extends Enum<BlackScholesHedgedPortfolio.HedgeStrategy>

Enum Constant Summary

Enum Constants

Enum Constant and Description
deltaGammaHedge
deltaHedge
deltaVegaHedge

Method Summary

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

deltaHedge

public static final BlackScholesHedgedPortfolio.HedgeStrategy deltaHedge

deltaGammaHedge

public static final BlackScholesHedgedPortfolio.HedgeStrategy deltaGammaHedge

deltaVegaHedge

public static final BlackScholesHedgedPortfolio.HedgeStrategy deltaVegaHedge

Method Detail

values

public static BlackScholesHedgedPortfolio.HedgeStrategy[] 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 (BlackScholesHedgedPortfolio.HedgeStrategy c : BlackScholesHedgedPortfolio.HedgeStrategy.values())
    System.out.println(c);

Returns:

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

valueOf

public static BlackScholesHedgedPortfolio.HedgeStrategy 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