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

Packages that use BinomialTree.ExerciseStyle

Package

Description

com.quantfinlib.pricing

Fair value and derivatives pricing: BlackScholes (Greeks with continuous carry — equities and Garman-Kohlhagen FX — plus implied vol), BinomialTree (CRR American/European), VolSurface (pillar smiles, total-variance term interpolation), SabrModel (Hagan 2002 + calibration), FairValueEngine (microprice and latency-adjusted true mid), TriangularArbitrage (executable FX round-trip edge), ForwardCurve (FX forwards with covered-interest-parity checks), the exotics (DigitalOption, TouchOption, BarrierOption, VannaVolga) and Autocallable (the flagship equity structured product: memory coupons, autocall observations, European knock-in — Monte Carlo with antithetic variates under documented GBM simplifications; RFQ market structure for trading it lives in rfq).

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)