Record Class OptionsBook.PnlExplain

java.lang.Object
java.lang.Record
com.quantfinlib.hedging.OptionsBook.PnlExplain
Enclosing class:
OptionsBook
public static record OptionsBook.PnlExplain(double actualPnl, double deltaPnl, double gammaPnl, double vegaPnl, double thetaPnl, double unexplained) extends Record
First/second-order attribution of a Pinvalid input: '&L' move.

  • Constructor Summary

    Constructors
    Constructor
    Description
    PnlExplain(double actualPnl, double deltaPnl, double gammaPnl, double vegaPnl, double thetaPnl, double unexplained)
    Creates an instance of a PnlExplain record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    actualPnl()
    Returns the value of the actualPnl record component.
    double
    deltaPnl()
    Returns the value of the deltaPnl record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    gammaPnl()
    Returns the value of the gammaPnl record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    thetaPnl()
    Returns the value of the thetaPnl record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    unexplained()
    Returns the value of the unexplained record component.
    double
    vegaPnl()
    Returns the value of the vegaPnl record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • PnlExplain

      public PnlExplain(double actualPnl, double deltaPnl, double gammaPnl, double vegaPnl, double thetaPnl, double unexplained)
      Creates an instance of a PnlExplain record class.
      Parameters:
      actualPnl - the value for the actualPnl record component
      deltaPnl - the value for the deltaPnl record component
      gammaPnl - the value for the gammaPnl record component
      vegaPnl - the value for the vegaPnl record component
      thetaPnl - the value for the thetaPnl record component
      unexplained - the value for the unexplained 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.

    • actualPnl

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

    • deltaPnl

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

    • gammaPnl

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

    • vegaPnl

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

    • thetaPnl

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

    • unexplained

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