Class ActiveBoundaryProviderFactory

java.lang.Object

net.finmath.finitedifference.assetderivativevaluation.boundaries.ActiveBoundaryProviderFactory

public final class ActiveBoundaryProviderFactory
extends Object

Factory for active-state boundary providers used by the direct two-state knock-in solver.

The active state represents the post-activation value, i.e. the corresponding vanilla option after the barrier has been hit.

Method Summary

Modifier and Type	Method	Description
static TwoStateActiveBoundaryProvider	createProvider(FiniteDifferenceEquityModel model, double strike, double maturity, CallOrPut callOrPut)	Performs the operation.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

createProvider

public static TwoStateActiveBoundaryProvider createProvider(FiniteDifferenceEquityModel model,
 double strike,
 double maturity,
 CallOrPut callOrPut)

Performs the operation.

Parameters:

model - The value.

strike - The value.

maturity - The value.

callOrPut - The value.

Returns:

The value.