| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| Modifier and Type | Field and Description |
|---|---|
static ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer |
ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.DEFAULT
Default implementation.
|
| Constructor and Description |
|---|
ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer(ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer productPricer,
DiscountingPaymentPricer paymentPricer)
Creates an instance.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.