Uses of Enum Class
com.quantfinlib.pricing.BarrierOption.Knock
Packages that use BarrierOption.Knock
Package
Description
Option and derivatives pricing models, implied volatility and volatility
surfaces.
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Uses of BarrierOption.Knock in com.quantfinlib.pricing
Subclasses with type arguments of type BarrierOption.Knock in com.quantfinlib.pricingModifier and TypeClassDescriptionstatic enumWhether the barrier activates or extinguishes the option.Methods in com.quantfinlib.pricing that return BarrierOption.KnockModifier and TypeMethodDescriptionstatic BarrierOption.KnockReturns the enum constant of this class with the specified name.static BarrierOption.Knock[]BarrierOption.Knock.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.KnockModifier 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.