Uses of Enum Class
com.quantfinlib.pricing.BarrierOption.Direction
Packages that use BarrierOption.Direction
Package
Description
Option and derivatives pricing models, implied volatility and volatility
surfaces.
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Uses of BarrierOption.Direction in com.quantfinlib.pricing
Subclasses with type arguments of type BarrierOption.Direction in com.quantfinlib.pricingModifier and TypeClassDescriptionstatic enumBarrier direction relative to spot.Methods in com.quantfinlib.pricing that return BarrierOption.DirectionModifier and TypeMethodDescriptionstatic BarrierOption.DirectionReturns the enum constant of this class with the specified name.static BarrierOption.Direction[]BarrierOption.Direction.values()Returns an array containing the constants of this enum class, in the order they are declared.Methods in com.quantfinlib.pricing with parameters of type BarrierOption.DirectionModifier and TypeMethodDescriptionstatic doubleBarrierOption.price(BlackScholes.OptionType type, BarrierOption.Direction direction, BarrierOption.Knock knock, double spot, double strike, double barrier, double rebate, double rate, double carry, double vol, double timeYears) Price of a single-barrier option with a cash rebate.