Uses of Class
net.finmath.functions.BarrierOptions.BarrierType
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Packages that use BarrierOptions.BarrierType Package Description net.finmath.functions Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra. -
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Uses of BarrierOptions.BarrierType in net.finmath.functions
Methods in net.finmath.functions that return BarrierOptions.BarrierType Modifier and Type Method Description static BarrierOptions.BarrierTypeBarrierOptions.BarrierType. valueOf(String name)Returns the enum constant of this type with the specified name.static BarrierOptions.BarrierType[]BarrierOptions.BarrierType. values()Returns an array containing the constants of this enum type, in the order they are declared.Methods in net.finmath.functions with parameters of type BarrierOptions.BarrierType Modifier and Type Method Description static doubleBarrierOptions. blackScholesBarrierOptionValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double optionStrike, boolean isCall, double rebate, double barrierValue, BarrierOptions.BarrierType barrierType)Value a barrier option.
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