Module net.finmath.lib
Package net.finmath.modelling.descriptor

Class SingleAssetDigitalOptionProductDescriptor

java.lang.Object
net.finmath.modelling.descriptor.SingleAssetDigitalOptionProductDescriptor
All Implemented Interfaces:
ProductDescriptor, SingleAssetProductDescriptor
public class SingleAssetDigitalOptionProductDescriptor extends Object implements SingleAssetProductDescriptor
Describes a European digital option.
Version:
1.0
Author:
Christian Fries, Roland Bachl

  • Constructor Details

    • SingleAssetDigitalOptionProductDescriptor

      public SingleAssetDigitalOptionProductDescriptor​(String nameOfUnderlying, LocalDate maturity, double strike)

  • Method Details

    • version

      public Integer version()
      Description copied from interface: ProductDescriptor
      Return the version of the model description.
      Specified by:
      version in interface ProductDescriptor
      Returns:
      Version number.

    • name

      public String name()
      Description copied from interface: ProductDescriptor
      Return the name of the model represented by this descriptor.
      Specified by:
      name in interface ProductDescriptor
      Returns:
      Name of the model.

    • getMaturity

      public LocalDate getMaturity()

    • getStrike

      public double getStrike()

    • getNameOfUnderlying

      public String getNameOfUnderlying()