Record Class DeltaHedger.HedgeReport

java.lang.Object
java.lang.Record
com.quantfinlib.hedging.DeltaHedger.HedgeReport
Enclosing class:
DeltaHedger
public static record DeltaHedger.HedgeReport(double premium, double payoff, double tradingCosts, int rebalances, double turnover, double finalPnl) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    HedgeReport(double premium, double payoff, double tradingCosts, int rebalances, double turnover, double finalPnl)
    Creates an instance of a HedgeReport record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    finalPnl()
    Returns the value of the finalPnl record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    payoff()
    Returns the value of the payoff record component.
    double
    premium()
    Returns the value of the premium record component.
    int
    rebalances()
    Returns the value of the rebalances record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    tradingCosts()
    Returns the value of the tradingCosts record component.
    double
    turnover()
    Returns the value of the turnover record component.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • HedgeReport

      public HedgeReport(double premium, double payoff, double tradingCosts, int rebalances, double turnover, double finalPnl)
      Creates an instance of a HedgeReport record class.
      Parameters:
      premium - the value for the premium record component
      payoff - the value for the payoff record component
      tradingCosts - the value for the tradingCosts record component
      rebalances - the value for the rebalances record component
      turnover - the value for the turnover record component
      finalPnl - the value for the finalPnl record component

  • Method Details

    • 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.

    • premium

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

    • payoff

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

    • tradingCosts

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

    • rebalances

      public int rebalances()
      Returns the value of the rebalances record component.
      Returns:
      the value of the rebalances record component

    • turnover

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

    • finalPnl

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