Class SingleAssetEuropeanOptionProductDescriptor

java.lang.Object
net.finmath.modelling.descriptor.SingleAssetEuropeanOptionProductDescriptor
All Implemented Interfaces:
ProductDescriptor, SingleAssetProductDescriptor

public class SingleAssetEuropeanOptionProductDescriptor extends Object implements SingleAssetProductDescriptor
Describes a European option.
Version:
1.0
Author:
Christian Fries
  • Constructor Details

    • SingleAssetEuropeanOptionProductDescriptor

      public SingleAssetEuropeanOptionProductDescriptor(String underlyingName, LocalDate maturity, double strike)
  • Method Details

    • version

      public Integer version()
      Description copied from interface: ProductDescriptor
      Return the version of the model description.
      Specified by:
      version in interface ProductDescriptor
      Returns:
      Version number.
    • name

      public String name()
      Description copied from interface: ProductDescriptor
      Return the name of the model represented by this descriptor.
      Specified by:
      name in interface ProductDescriptor
      Returns:
      Name of the model.
    • getUnderlyingName

      public String getUnderlyingName()
      Returns:
      Name of the underlying.
    • getMaturity

      public LocalDate getMaturity()
      Returns:
      Maturity as double.
    • getStrike

      public Double getStrike()
      Returns:
      Strike