Record Class OptionsBook.BookGreeks

java.lang.Object
java.lang.Record
com.quantfinlib.hedging.OptionsBook.BookGreeks
Enclosing class:
OptionsBook
public static record OptionsBook.BookGreeks(double value, double delta, double gamma, double vega, double theta, double rho) extends Record
Aggregated book value and Greeks.

  • Constructor Summary

    Constructors
    Constructor
    Description
    BookGreeks(double value, double delta, double gamma, double vega, double theta, double rho)
    Creates an instance of a BookGreeks 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.
    double
    rho()
    Returns the value of the rho record component.
    double
    theta()
    Returns the value of the theta record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    value()
    Returns the value of the value record component.
    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

    • BookGreeks

      public BookGreeks(double value, double delta, double gamma, double vega, double theta, double rho)
      Creates an instance of a BookGreeks record class.
      Parameters:
      value - the value for the value 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
      theta - the value for the theta record component
      rho - the value for the rho 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.

    • value

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

    • theta

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

    • rho

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