Uses of Record Class
com.quantfinlib.hedging.OptionsBook.PnlExplain

Packages that use OptionsBook.PnlExplain

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

Uses of OptionsBook.PnlExplain in com.quantfinlib.hedging

Methods in com.quantfinlib.hedging that return OptionsBook.PnlExplain

Modifier and Type	Method	Description
OptionsBook.PnlExplain	OptionsBook.pnlExplain(double newSpot, double volShift, double timeDecayYears)	Second-order P&L explain versus full revaluation: