Module net.finmath.lib
Enum HestonModel.Scheme
- java.lang.Object
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- java.lang.Enum<HestonModel.Scheme>
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- net.finmath.montecarlo.assetderivativevaluation.models.HestonModel.Scheme
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- 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.
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Enum Constant Summary
Enum Constants Enum Constant 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).
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method 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.
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Enum Constant Detail
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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).
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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).
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Method Detail
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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
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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 nameNullPointerException
- if the argument is null
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