Market
Class Flag

java.lang.Object
  extended byMarket.Flag

public class Flag
extends java.lang.Object

Defines various flags.


Field Summary
static int A_DELTA
          Analytic deltas.
static int AM_DELTA
          Analytic approximation to minimum variance deltas.
static int AQ_DELTA
          Analytic approximation to quotient deltas.
static int MARKET_PROBABILITY
          Simulate under the market probability.
static int MC_DELTA
          Monte Carlo deltas.
static int MV_DELTA
          Minimum variance deltas.
static int PERIODIC_REBALANCE
          Hedge rebalanced at equal time intervals.
static int Q_DELTA
          Quotient deltas.
static int REACTIVE_REBALANCE
          Hedge rebalancing is triggered by suitable triggers.
static int RISK_NEUTRAL_PROBABILITY
          Simulate under the risk neutral probability.
 
Constructor Summary
Flag()
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

MARKET_PROBABILITY

public static final int MARKET_PROBABILITY
Simulate under the market probability.

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Constant Field Values

RISK_NEUTRAL_PROBABILITY

public static final int RISK_NEUTRAL_PROBABILITY
Simulate under the risk neutral probability.

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Constant Field Values

MV_DELTA

public static final int MV_DELTA
Minimum variance deltas.

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Constant Field Values

Q_DELTA

public static final int Q_DELTA
Quotient deltas.

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Constant Field Values

MC_DELTA

public static final int MC_DELTA
Monte Carlo deltas.

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Constant Field Values

A_DELTA

public static final int A_DELTA
Analytic deltas.

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Constant Field Values

AM_DELTA

public static final int AM_DELTA
Analytic approximation to minimum variance deltas.

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Constant Field Values

AQ_DELTA

public static final int AQ_DELTA
Analytic approximation to quotient deltas.

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Constant Field Values

PERIODIC_REBALANCE

public static final int PERIODIC_REBALANCE
Hedge rebalanced at equal time intervals.

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Constant Field Values

REACTIVE_REBALANCE

public static final int REACTIVE_REBALANCE
Hedge rebalancing is triggered by suitable triggers.

See Also:
Constant Field Values
Constructor Detail

Flag

public Flag()