/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.horizon;
/**
*
*/
public class ThetaPropertyNamesAndValues {
/** Property describing the theta calculation method */
public static final String PROPERTY_THETA_CALCULATION_METHOD = "ThetaCalculationMethod";
/** Value indicating constant spread horizon calculations */
public static final String THETA_CONSTANT_SPREAD = "ConstantSpread";
/** Value indicating forward slide horizon calculations */
public static final String THETA_FORWARD_SLIDE = "ForwardSlide";
/** Property describing the number of days to move in horizon calculations */
public static final String PROPERTY_DAYS_TO_MOVE_FORWARD = "DaysForward";
/** Value indicating that only yield curves are to be rolled forward */
public static final String THETA_CONSTANT_SPREAD_YIELD_CURVES = "ConstantSpreadYieldCurves";
/** Value indicating that only volatility surfaces are to be rolled forward */
public static final String THETA_CONSTANT_SPREAD_VOLATILITY_SURFACE = "ConstantSpreadVolatilitySurface";
/** Yield curve forward slide value */
public static final String THETA_FORWARD_SLIDE_YIELD_CURVES = "ForwardSlideYieldCurves";
/** Volatility surface forward slide value */
public static final String THETA_FORWARD_SLIDE_VOLATILITY_SURFACE = "ForwardSlideVolatilitySurface";
/** Value indicating a theoretical theta value (i.e. the number calculated by differentiating the
* pricing equation once with respect to time */
public static final String OPTION_THETA = "OptionTheta";
/** The default number of days in a year */
public static final double DEFAULT_DAYS_PER_YEAR = 365.25;
}