Record Class WhalleyWilmott.Action

java.lang.Object
java.lang.Record
com.quantfinlib.hedging.WhalleyWilmott.Action
Enclosing class:
WhalleyWilmott
public static record WhalleyWilmott.Action(boolean trade, double targetHedge) extends Record
The rebalancing decision: trade (to the nearest edge) or hold.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Action(boolean trade, double targetHedge)
    Creates an instance of a Action record class.

  • Method Summary

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

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Action

      public Action(boolean trade, double targetHedge)
      Creates an instance of a Action record class.
      Parameters:
      trade - the value for the trade record component
      targetHedge - the value for the targetHedge 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.

    • trade

      public boolean trade()
      Returns the value of the trade record component.
      Returns:
      the value of the trade record component

    • targetHedge

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