Uses of Record Class
com.quantfinlib.hedging.DeltaHedger.Config

Packages that use DeltaHedger.Config

Package	Description
com.quantfinlib.hedging	Hedging algorithms across asset classes.

Uses of DeltaHedger.Config in com.quantfinlib.hedging

Methods in com.quantfinlib.hedging that return DeltaHedger.Config

Modifier and Type	Method	Description
static DeltaHedger.Config	DeltaHedger.Config.every(double transactionCostBps)

Methods in com.quantfinlib.hedging with parameters of type DeltaHedger.Config

Modifier and Type	Method	Description
HedgingErrorDistribution	HedgingSimulator.simulate(BlackScholes.OptionType type, double spot, double strike, double expiryYears, double rate, double carry, double hedgeVol, double realizedVol, int stepsPerPath, int numPaths, DeltaHedger.Config hedgeConfig)	Simulates the hedging error distribution over Monte Carlo paths.
static DeltaHedger.HedgeReport	DeltaHedger.simulateShortOption(BlackScholes.OptionType type, double strike, double expiryYears, double rate, double carry, double hedgeVol, double[] path, double dtYears, DeltaHedger.Config config)	Simulates a short option delta-hedged along the given path.