Class EuropeanOptionWithBoundary

All Implemented Interfaces:
Product, AssetMonteCarloProduct, MonteCarloProduct

public class EuropeanOptionWithBoundary extends AbstractAssetMonteCarloProduct
Implements pricing of a European stock option.
Since:
finmath-lib 4.1.0
Version:
1.2
Author:
Christian Fries
  • Constructor Details

    • EuropeanOptionWithBoundary

      public EuropeanOptionWithBoundary(double maturity, double strike)
      Create an European option.
      Parameters:
      maturity - The maturity of the European option.
      strike - The strike of the European option.
  • Method Details