Uses of Class
net.finmath.montecarlo.assetderivativevaluation.products.FiniteDifferenceHedgedPortfolio.HedgeStrategy
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Packages that use FiniteDifferenceHedgedPortfolio.HedgeStrategy Package Description net.finmath.montecarlo.assetderivativevaluation.products Products which may be valued using anAssetModelMonteCarloSimulationModel. -
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Uses of FiniteDifferenceHedgedPortfolio.HedgeStrategy in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return FiniteDifferenceHedgedPortfolio.HedgeStrategy Modifier and Type Method Description static FiniteDifferenceHedgedPortfolio.HedgeStrategyFiniteDifferenceHedgedPortfolio.HedgeStrategy. valueOf(String name)Returns the enum constant of this type with the specified name.static FiniteDifferenceHedgedPortfolio.HedgeStrategy[]FiniteDifferenceHedgedPortfolio.HedgeStrategy. values()Returns an array containing the constants of this enum type, in the order they are declared.Constructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type FiniteDifferenceHedgedPortfolio.HedgeStrategy Constructor Description FiniteDifferenceHedgedPortfolio(AbstractAssetMonteCarloProduct productToHedge, AssetModelMonteCarloSimulationModel modelUsedForHedging, ArrayList<AbstractAssetMonteCarloProduct> hedgeProducts, FiniteDifferenceHedgedPortfolio.HedgeStrategy hedgeStrategy)Construction of a hedge portfolio.
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