Enum Class FxVolSurface.AtmConvention

java.lang.Object

java.lang.Enum<FxVolSurface.AtmConvention>

com.quantfinlib.fx.FxVolSurface.AtmConvention

All Implemented Interfaces:

Serializable, Comparable<FxVolSurface.AtmConvention>, Constable

Enclosing class:

FxVolSurface

public static enum FxVolSurface.AtmConvention
extends Enum<FxVolSurface.AtmConvention>

Which strike the ATM vol refers to.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
DELTA_NEUTRAL_STRADDLE	Delta-neutral straddle: call and put deltas cancel.
FORWARD	At-the-money forward: K = F.

Method Summary

Modifier and Type	Method	Description
static FxVolSurface.AtmConvention	valueOf(String name)	Returns the enum constant of this class with the specified name.
static FxVolSurface.AtmConvention[]	values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods inherited from class Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

DELTA_NEUTRAL_STRADDLE

public static final FxVolSurface.AtmConvention DELTA_NEUTRAL_STRADDLE

Delta-neutral straddle: call and put deltas cancel.

FORWARD

public static final FxVolSurface.AtmConvention FORWARD

At-the-money forward: K = F.

Method Details

values

public static FxVolSurface.AtmConvention[] values()

Returns an array containing the constants of this enum class, in the order they are declared.

Returns:

an array containing the constants of this enum class, in the order they are declared

valueOf

public static FxVolSurface.AtmConvention valueOf(String name)

Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (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 class has no constant with the specified name

NullPointerException - if the argument is null