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

Packages that use BarrierOptions.BinaryPayoffType

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

Uses of BarrierOptions.BinaryPayoffType in net.finmath.functions

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

Modifier and Type	Class	Description
static enum	BarrierOptions.BinaryPayoffType	Binary payoff style used by single-barrier binary formulas.

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

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

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.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.