Uses of Class
net.finmath.finitedifference.assetderivativevaluation.products.TouchOption
Packages that use TouchOption
Package
Description
Package net.finmath.finitedifference.assetderivativevaluation.products.
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Uses of TouchOption in net.finmath.finitedifference.assetderivativevaluation.products
Methods in net.finmath.finitedifference.assetderivativevaluation.products that return TouchOptionModifier and TypeMethodDescriptionstatic TouchOptionTouchOption.noTouchAtExpiry(double maturity, double barrierValue, BarrierType barrierType, double payoffAmount) Performs the operation.static TouchOptionTouchOption.noTouchAtExpiry(String underlyingName, double maturity, double barrierValue, BarrierType barrierType, double payoffAmount) Performs the operation.static TouchOptionTouchOption.oneTouchAtExpiry(double maturity, double barrierValue, BarrierType barrierType, double payoffAmount) Performs the operation.static TouchOptionTouchOption.oneTouchAtExpiry(String underlyingName, double maturity, double barrierValue, BarrierType barrierType, double payoffAmount) Performs the operation.static TouchOptionTouchOption.oneTouchAtHit(double maturity, double barrierValue, BarrierType barrierType, double payoffAmount) Performs the operation.static TouchOptionTouchOption.oneTouchAtHit(String underlyingName, double maturity, double barrierValue, BarrierType barrierType, double payoffAmount) Performs the operation.