Uses of Class
net.finmath.finitedifference.assetderivativevaluation.products.DigitalBasketOption

Packages that use DigitalBasketOption

Package	Description
net.finmath.finitedifference.assetderivativevaluation.products	Package net.finmath.finitedifference.assetderivativevaluation.products.

Uses of DigitalBasketOption in net.finmath.finitedifference.assetderivativevaluation.products

Methods in net.finmath.finitedifference.assetderivativevaluation.products that return DigitalBasketOption

Modifier and Type	Method	Description
static DigitalBasketOption	DigitalBasketOption.bestOf(String[] underlyingNames, double maturity, double strike, double cashPayoff, CallOrPut callOrPut)	Creates a best-of digital option.
static DigitalBasketOption	DigitalBasketOption.linearCombination(String[] underlyingNames, double maturity, double[] quantities, double strike, double cashPayoff, CallOrPut callOrPut)	Creates a linear-combination digital option.
static DigitalBasketOption	DigitalBasketOption.worstOf(String[] underlyingNames, double maturity, double strike, double cashPayoff, CallOrPut callOrPut)	Creates a worst-of digital option.