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

Packages that use BarrierOptions.BinaryBarrierEventType

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

Uses of BarrierOptions.BinaryBarrierEventType in net.finmath.functions

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

Modifier and Type	Class	Description
static enum	BarrierOptions.BinaryBarrierEventType	Barrier-event style for strike-free binary barriers.

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

Modifier and Type	Method	Description
static BarrierOptions.BinaryBarrierEventType	BarrierOptions.BinaryBarrierEventType.valueOf(String name)	Returns the enum constant of this type with the specified name.
static BarrierOptions.BinaryBarrierEventType[]	BarrierOptions.BinaryBarrierEventType.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.BinaryBarrierEventType

Modifier and Type	Method	Description
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.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.