Uses of Record Class
com.quantfinlib.hedging.GreekHedger.Instrument

Packages that use GreekHedger.Instrument

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

Uses of GreekHedger.Instrument in com.quantfinlib.hedging

Methods in com.quantfinlib.hedging that return GreekHedger.Instrument

Modifier and Type	Method	Description
static GreekHedger.Instrument	GreekHedger.Instrument.underlying(String name)

Methods in com.quantfinlib.hedging with parameters of type GreekHedger.Instrument

Modifier and Type	Method	Description
static double[]	GreekHedger.deltaGammaVegaHedge(double portfolioDelta, double portfolioGamma, double portfolioVega, GreekHedger.Instrument option1, GreekHedger.Instrument option2)	Delta-gamma-vega hedge with the underlying plus two options: returns [underlyingQty, option1Qty, option2Qty].
static double[]	GreekHedger.neutralize(double[] portfolioGreeks, GreekHedger.Instrument[] instruments)	General case: solves per-instrument quantities so that the summed instrument Greeks exactly offset the portfolio Greeks.
static double[]	GreekHedger.residualGreeks(double[] portfolioGreeks, GreekHedger.Instrument[] instruments, double[] quantities)	Residual portfolio Greeks after applying the hedge quantities (for verification).