Uses of Record Class
com.quantfinlib.hedging.FxHedger.FxExposure

Packages that use FxHedger.FxExposure

Package

Description

com.quantfinlib.hedging

Hedging algorithms across asset classes: DeltaHedger (dynamic delta hedging with bands and costs) and HedgingSimulator (Monte Carlo hedging-error distributions), GreekHedger (delta-gamma-vega neutralization), OptionsBook (book-level Greeks, scenario grids, P&L explain), MinimumVarianceHedge (optimal ratios, futures sizing), FxHedger (exposure netting, forward carry), PairsHedger (spread construction, half-life), CointegrationTest (Engle-Granger — the statistical gate before a pairs trade) and WhalleyWilmott (the OPTIMAL no-trade band around delta — the width the band hedgers take as configuration SHOULD come from here, with the hedge-to-nearest-edge policy).

Uses of FxHedger.FxExposure in com.quantfinlib.hedging

Method parameters in com.quantfinlib.hedging with type arguments of type FxHedger.FxExposure

Modifier and Type	Method	Description
static Map<String,Double>	FxHedger.netExposures(List<FxHedger.FxExposure> exposures)	Nets signed exposures per currency across the book.