| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.tree |
| Modifier and Type | Method and Description |
|---|---|
static EuropeanVanillaOptionFunction |
EuropeanVanillaOptionFunction.of(double strike,
double timeToExpiry,
PutCall putCall,
int numberOfSteps)
Obtains an instance.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends EuropeanVanillaOptionFunction> |
EuropeanVanillaOptionFunction.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends EuropeanVanillaOptionFunction> |
EuropeanVanillaOptionFunction.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.