Uses of Record Class
com.quantfinlib.hedging.WhalleyWilmott.Action

Packages that use WhalleyWilmott.Action

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

Uses of WhalleyWilmott.Action in com.quantfinlib.hedging

Methods in com.quantfinlib.hedging that return WhalleyWilmott.Action

Modifier and Type	Method	Description
static WhalleyWilmott.Action	WhalleyWilmott.rebalance(double currentHedge, double delta, double bandHalfWidth)	The hedge-to-the-edge policy: hold inside the band, trade to the nearest edge outside it.