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

Packages that use BarrierOptions.DoubleBarrierType

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

Uses of BarrierOptions.DoubleBarrierType in net.finmath.functions

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

Modifier and Type	Class	Description
static enum	BarrierOptions.DoubleBarrierType	Double-barrier monitoring styles supported by the closed-form routines.

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

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

Modifier and Type	Method	Description
static double	BarrierOptions.blackScholesDoubleBarrierCashBinaryValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double cashPayoff, double lowerBarrier, double upperBarrier, BarrierOptions.DoubleBarrierType barrierType, int maxIteration, double requiredConvergence)	Prices a continuously monitored double-barrier cash binary option under Black-Scholes.
static double	BarrierOptions.blackScholesDoubleBarrierOptionValue(double initialStockValue, double riskFreeRate, double dividendYield, double volatility, double optionMaturity, double optionStrike, boolean isCall, double lowerBarrier, double upperBarrier, BarrierOptions.DoubleBarrierType barrierType, int series)	Prices a continuously monitored double-barrier vanilla option under Black-Scholes using the truncated series also used by QuantLib.