Uses of Enum Class
com.quantfinlib.pricing.BinomialTree.ExerciseStyle

Packages that use BinomialTree.ExerciseStyle

Package	Description
com.quantfinlib.pricing	Option and derivatives pricing models, implied volatility and volatility surfaces.

Uses of BinomialTree.ExerciseStyle in com.quantfinlib.pricing

Subclasses with type arguments of type BinomialTree.ExerciseStyle in com.quantfinlib.pricing

Modifier and Type	Class	Description
static enum	BinomialTree.ExerciseStyle

Methods in com.quantfinlib.pricing that return BinomialTree.ExerciseStyle

Modifier and Type	Method	Description
static BinomialTree.ExerciseStyle	BinomialTree.ExerciseStyle.valueOf(String name)	Returns the enum constant of this class with the specified name.
static BinomialTree.ExerciseStyle[]	BinomialTree.ExerciseStyle.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 BinomialTree.ExerciseStyle

Modifier and Type	Method	Description
static double	BinomialTree.delta(BlackScholes.OptionType type, BinomialTree.ExerciseStyle style, double spot, double strike, double rate, double carry, double vol, double timeYears, int steps)	Delta from the first tree step (central difference at t=dt).
static double	BinomialTree.price(BlackScholes.OptionType type, BinomialTree.ExerciseStyle style, double spot, double strike, double rate, double carry, double vol, double timeYears, int steps)
static double	DividendTree.price(BlackScholes.OptionType type, BinomialTree.ExerciseStyle style, double spot, double strike, double rate, double borrow, double vol, double timeYears, DividendSchedule dividends, int steps)	Option price.