Uses of Enum
net.finmath.functions.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
Modifier 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.Modifier 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.