Record Class DeltaHedger.Config

java.lang.Object
java.lang.Record
com.quantfinlib.hedging.DeltaHedger.Config
Record Components:
deltaBand - rebalance only when |target - held| delta exceeds this (0 = every step)
transactionCostBps - cost per rebalance trade, in bps of traded notional
Enclosing class:
DeltaHedger
public static record DeltaHedger.Config(double deltaBand, double transactionCostBps) extends Record

  • Constructor Details

    • Config

      public Config(double deltaBand, double transactionCostBps)
      Creates an instance of a Config record class.
      Parameters:
      deltaBand - the value for the deltaBand record component
      transactionCostBps - the value for the transactionCostBps record component

  • Method Details

    • every

      public static DeltaHedger.Config every(double transactionCostBps)

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • deltaBand

      public double deltaBand()
      Returns the value of the deltaBand record component.
      Returns:
      the value of the deltaBand record component

    • transactionCostBps

      public double transactionCostBps()
      Returns the value of the transactionCostBps record component.
      Returns:
      the value of the transactionCostBps record component