Uses of Enum
net.finmath.montecarlo.assetderivativevaluation.products.BermudanOption.ExerciseMethod

Packages that use BermudanOption.ExerciseMethod

Package	Description
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.

Uses of BermudanOption.ExerciseMethod in net.finmath.montecarlo.assetderivativevaluation.products

Methods in net.finmath.montecarlo.assetderivativevaluation.products that return BermudanOption.ExerciseMethod

Modifier and Type	Method	Description
static BermudanOption.ExerciseMethod	BermudanOption.ExerciseMethod.valueOf(String name)	Returns the enum constant of this type with the specified name.
static BermudanOption.ExerciseMethod[]	BermudanOption.ExerciseMethod.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type BermudanOption.ExerciseMethod

Modifier	Constructor	Description
	BermudanOption(double[] exerciseDates, double[] notionals, double[] strikes, BermudanOption.ExerciseMethod exerciseMethod)	Create a Bermudan option paying N(i) * (S(T(i)) - K(i)) at T(i), when exercised in T(i), where N(i) is the notional, S is the underlying, K(i) is the strike and T(i) the exercise date.
	BermudanOption(double[] exerciseDates, double[] notionals, double[] strikes, BermudanOption.ExerciseMethod exerciseMethod, int numberOfBasisFunctions, boolean intrinsicValueAsBasisFunction, boolean useBinning)	Create a Bermudan option paying N(i) * (S(T(i)) - K(i)) at T(i), when exercised in T(i), where N(i) is the notional, S is the underlying, K(i) is the strike and T(i) the exercise date.