Module net.finmath.lib
Enum SwaptionGeneralizedAnalyticApproximation.ValueUnit
- java.lang.Object
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- java.lang.Enum<SwaptionGeneralizedAnalyticApproximation.ValueUnit>
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- net.finmath.montecarlo.interestrate.products.SwaptionGeneralizedAnalyticApproximation.ValueUnit
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- All Implemented Interfaces:
Serializable
,Comparable<SwaptionGeneralizedAnalyticApproximation.ValueUnit>
- Enclosing class:
- SwaptionGeneralizedAnalyticApproximation
public static enum SwaptionGeneralizedAnalyticApproximation.ValueUnit extends Enum<SwaptionGeneralizedAnalyticApproximation.ValueUnit>
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Enum Constant Summary
Enum Constants Enum Constant Description INTEGRATEDVARIANCE
Returns the Black-Scholes implied integrated variance, i.e., σ2 TVALUE
Returns the value of the swaptionVOLATILITY
Returns the Black-Scholes implied volatility, i.e., σ
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static SwaptionGeneralizedAnalyticApproximation.ValueUnit
valueOf(String name)
Returns the enum constant of this type with the specified name.static SwaptionGeneralizedAnalyticApproximation.ValueUnit[]
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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VALUE
public static final SwaptionGeneralizedAnalyticApproximation.ValueUnit VALUE
Returns the value of the swaption
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INTEGRATEDVARIANCE
public static final SwaptionGeneralizedAnalyticApproximation.ValueUnit INTEGRATEDVARIANCE
Returns the Black-Scholes implied integrated variance, i.e., σ2 T
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VOLATILITY
public static final SwaptionGeneralizedAnalyticApproximation.ValueUnit VOLATILITY
Returns the Black-Scholes implied volatility, i.e., σ
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Method Detail
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values
public static SwaptionGeneralizedAnalyticApproximation.ValueUnit[] 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 (SwaptionGeneralizedAnalyticApproximation.ValueUnit c : SwaptionGeneralizedAnalyticApproximation.ValueUnit.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 SwaptionGeneralizedAnalyticApproximation.ValueUnit 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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