Package com.activeviam.risk.core.constants

Class SensitivitiesConstants

java.lang.Object

com.activeviam.risk.core.constants.SensitivitiesConstants

public class SensitivitiesConstants
extends Object

Field Summary

Fields

Modifier and Type	Field	Description
static String	CASH_SENSI_TYPE
static String	DELTA_SENSI_TYPE	Not an enum to allow user addons
static String	GAMMA_SENSI_TYPE
static String	LADDER_EXISTS
static String	NO_LADDER
static String	RELATIVE_SHIFT
static String	THETA_SENSI_TYPE
static String	VANNA_SENSI_TYPE
static String	VEGA_SENSI_TYPE
static String	VOLGA_SENSI_TYPE

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DELTA_SENSI_TYPE

public static final String DELTA_SENSI_TYPE

Not an enum to allow user addons

See Also:

Constant Field Values

GAMMA_SENSI_TYPE

public static final String GAMMA_SENSI_TYPE

See Also:

Constant Field Values

VEGA_SENSI_TYPE

public static final String VEGA_SENSI_TYPE

See Also:

Constant Field Values

VANNA_SENSI_TYPE

public static final String VANNA_SENSI_TYPE

See Also:

Constant Field Values

VOLGA_SENSI_TYPE

public static final String VOLGA_SENSI_TYPE

See Also:

Constant Field Values

CASH_SENSI_TYPE

public static final String CASH_SENSI_TYPE

See Also:

Constant Field Values

THETA_SENSI_TYPE

public static final String THETA_SENSI_TYPE

See Also:

Constant Field Values

LADDER_EXISTS

public static final String LADDER_EXISTS

See Also:

Constant Field Values

NO_LADDER

public static final String NO_LADDER

See Also:

Constant Field Values

RELATIVE_SHIFT

public static final String RELATIVE_SHIFT

See Also:

Constant Field Values