Uses of Class
net.finmath.montecarlo.assetderivativevaluation.products.BlackScholesHedgedPortfolio.HedgeStrategy
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Packages that use BlackScholesHedgedPortfolio.HedgeStrategy Package Description net.finmath.montecarlo.assetderivativevaluation.products Products which may be valued using anAssetModelMonteCarloSimulationModel. -
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Uses of BlackScholesHedgedPortfolio.HedgeStrategy in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return BlackScholesHedgedPortfolio.HedgeStrategy Modifier and Type Method Description static BlackScholesHedgedPortfolio.HedgeStrategyBlackScholesHedgedPortfolio.HedgeStrategy. valueOf(String name)Returns the enum constant of this type with the specified name.static BlackScholesHedgedPortfolio.HedgeStrategy[]BlackScholesHedgedPortfolio.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 BlackScholesHedgedPortfolio.HedgeStrategy Constructor Description BlackScholesHedgedPortfolio(double maturity, double strike, double riskFreeRate, double volatility, double hedgeOptionMaturity, double hedgeOptionStrike, BlackScholesHedgedPortfolio.HedgeStrategy hedgeStrategy)Construction of a delta-gamma hedge portfolio assuming a Black-Scholes model.
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