Record Class GreekHedger.Instrument

java.lang.Object
java.lang.Record
com.quantfinlib.hedging.GreekHedger.Instrument
Enclosing class:
GreekHedger
public static record GreekHedger.Instrument(String name, double delta, double gamma, double vega) extends Record
Per-unit Greeks of a hedge instrument (the underlying is delta=1, gamma=0, vega=0).

  • Constructor Summary

    Constructors
    Constructor
    Description
    Instrument(String name, double delta, double gamma, double vega)
    Creates an instance of a Instrument record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    delta()
    Returns the value of the delta record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    gamma()
    Returns the value of the gamma record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    String
    name()
    Returns the value of the name record component.
    final String
    toString()
    Returns a string representation of this record class.
    static GreekHedger.Instrument
    underlying(String name)
     
    double
    vega()
    Returns the value of the vega record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Instrument

      public Instrument(String name, double delta, double gamma, double vega)
      Creates an instance of a Instrument record class.
      Parameters:
      name - the value for the name record component
      delta - the value for the delta record component
      gamma - the value for the gamma record component
      vega - the value for the vega record component

  • Method Details

    • underlying

      public static GreekHedger.Instrument underlying(String name)

    • 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. Reference components are compared with Objects::equals(Object,Object); primitive components 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.

    • name

      public String name()
      Returns the value of the name record component.
      Returns:
      the value of the name record component

    • delta

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

    • gamma

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

    • vega

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