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

Packages that use DeltaHedger.HedgeReport

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

Uses of DeltaHedger.HedgeReport in com.quantfinlib.hedging

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

Modifier and Type	Method	Description
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.