/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.equity;
/**
* Property and corresponding value names used in the various ScenarioPnLFunction's
*/
public class ScenarioPnLPropertyNamesAndValues {
/** Property name for the size of the shift to the volatility surface */
public static final String PROPERTY_VOL_SHIFT = "VolShift";
/**
* Property name for the type of the shift to the volatility surface.
* Valid values are: ADDITIVE and MULTIPLICATIVE
*/
public static final String PROPERTY_VOL_SHIFT_TYPE = "VolShiftType";
/** Property name for the size of the shift to the spot or forward price */
public static final String PROPERTY_PRICE_SHIFT = "PriceShift";
/**
* Property name for the type of the shift to the spot or forward price.
* Valid values are: ADDITIVE and MULTIPLICATIVE
*/
public static final String PROPERTY_PRICE_SHIFT_TYPE = "PriceShiftType";
/** Apply shift in an absolute, additive fashion */
public static final String ADDITIVE = "Additive";
/** Apply shift in an relative, multiplicative fashion */
public static final String MULTIPLICATIVE = "Multiplicative";
}