Uses of Enum
net.finmath.functions.BarrierOptions.BarrierType
Packages that use BarrierOptions.BarrierType
Package
Description
Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
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Uses of BarrierOptions.BarrierType in net.finmath.functions
Methods in net.finmath.functions that return BarrierOptions.BarrierTypeModifier and TypeMethodDescriptionstatic BarrierOptions.BarrierType
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.BarrierTypeModifier and TypeMethodDescriptionstatic double
BarrierOptions.blackScholesBarrierOptionValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double optionStrike, boolean isCall, double rebate, double barrierValue, BarrierOptions.BarrierType barrierType)
Value a barrier option.