Enum Class FxVolSurface.ButterflyQuote

java.lang.Object

java.lang.Enum<FxVolSurface.ButterflyQuote>

com.quantfinlib.fx.FxVolSurface.ButterflyQuote

All Implemented Interfaces:

Serializable, Comparable<FxVolSurface.ButterflyQuote>, Constable

Enclosing class:

FxVolSurface

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

What the quoted butterfly is.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
BROKER_STRANGLE	Broker (market) strangle, priced at one vol.
SMILE_STRANGLE	Smile strangle: (σ_call + σ_put)/2 − σ_ATM.

Method Summary

Modifier and Type	Method	Description
static FxVolSurface.ButterflyQuote	valueOf(String name)	Returns the enum constant of this class with the specified name.
static FxVolSurface.ButterflyQuote[]	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

BROKER_STRANGLE

public static final FxVolSurface.ButterflyQuote BROKER_STRANGLE

Broker (market) strangle, priced at one vol.

SMILE_STRANGLE

public static final FxVolSurface.ButterflyQuote SMILE_STRANGLE

Smile strangle: (σ_call + σ_put)/2 − σ_ATM.

Method Details

values

public static FxVolSurface.ButterflyQuote[] 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.ButterflyQuote 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