Uses of Enum
net.finmath.functions.BarrierOptions.BarrierType

Packages that use BarrierOptions.BarrierType

Package	Description
net.finmath.functions	Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.

Uses of BarrierOptions.BarrierType in net.finmath.functions

Subclasses with type arguments of type BarrierOptions.BarrierType in net.finmath.functions

Modifier and Type	Class	Description
static enum	BarrierOptions.BarrierType

Methods in net.finmath.functions that return BarrierOptions.BarrierType

Modifier and Type	Method	Description
static BarrierOptions.BarrierType	BarrierOptions.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 double	BarrierOptions.blackScholesBarrierOptionValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double optionStrike, boolean isCall, double rebate, double barrierValue, BarrierOptions.BarrierType barrierType)	Prices a standard continuously monitored single-barrier European option with possible rebate under Black-Scholes.
static double	BarrierOptions.blackScholesBarrierStatusBinaryValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double barrierValue, BarrierOptions.BarrierType barrierType, BarrierOptions.BinaryBarrierEventType eventType, BarrierOptions.BinaryPayoffType binaryPayoffType, double cashPayoff)	No-touch / hit-at-expiry convenience wrapper.
static double	BarrierOptions.blackScholesBinaryBarrierAtHitValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double barrierValue, BarrierOptions.BarrierType barrierType, BarrierOptions.BinaryPayoffType binaryPayoffType, double cashPayoff)	Prices a continuously monitored single-barrier binary paying at the first hit time.
static double	BarrierOptions.blackScholesBinaryBarrierOptionValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double optionStrike, boolean isCall, double barrierValue, BarrierOptions.BarrierType barrierType, BarrierOptions.BinaryPayoffType binaryPayoffType, double cashPayoff)	Prices a continuously monitored single-barrier binary option under Black-Scholes.
static double	BarrierOptions.blackScholesBinaryBarrierStatusAtExpiryValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double barrierValue, BarrierOptions.BarrierType barrierType, BarrierOptions.BinaryBarrierEventType eventType, BarrierOptions.BinaryPayoffType binaryPayoffType, double cashPayoff)	Prices a continuously monitored single-barrier binary paying at expiry, depending only on whether the barrier has been hit or not.
static double	BarrierOptions.blackScholesOneTouchValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double barrierValue, BarrierOptions.BarrierType barrierType, BarrierOptions.BinaryPayoffType binaryPayoffType, double cashPayoff)	One-touch / asset-touch convenience wrapper.
static double	BarrierOptions.blackScholesSoftBarrierOptionValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double optionStrike, boolean isCall, double lowerBarrier, double upperBarrier, BarrierOptions.BarrierType barrierType)	Prices a soft-barrier option under Black-Scholes.