Uses of Class
com.quantfinlib.hedging.HedgingErrorDistribution

Packages that use HedgingErrorDistribution

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

Uses of HedgingErrorDistribution in com.quantfinlib.hedging

Methods in com.quantfinlib.hedging that return HedgingErrorDistribution

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.