Uses of Class
net.finmath.montecarlo.assetderivativevaluation.products.BermudanDigitalOption.ExerciseMethod

Packages that use BermudanDigitalOption.ExerciseMethod

Package	Description
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.

Uses of BermudanDigitalOption.ExerciseMethod in net.finmath.montecarlo.assetderivativevaluation.products

Methods in net.finmath.montecarlo.assetderivativevaluation.products that return BermudanDigitalOption.ExerciseMethod

Modifier and Type	Method and Description
static BermudanDigitalOption.ExerciseMethod	BermudanDigitalOption.ExerciseMethod.valueOf(String name) Returns the enum constant of this type with the specified name.
static BermudanDigitalOption.ExerciseMethod[]	BermudanDigitalOption.ExerciseMethod.values() Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type BermudanDigitalOption.ExerciseMethod

Constructor and Description
BermudanDigitalOption(double[] exerciseDates, double[] notionals, double[] strikes, BermudanDigitalOption.ExerciseMethod exerciseMethod, Map<String,Object> properties) Create a Bermudan option paying N(i) * (S(T(i)) - K(i)) at T(i), when exercised in T(i), where N(i) is the notional, S is the underlying, K(i) is the strike and T(i) the exercise date.