Uses of Interface
com.opengamma.strata.pricer.impl.tree.LatticeSpecification

Packages that use LatticeSpecification

Package	Description
com.opengamma.strata.pricer.impl.tree

Uses of LatticeSpecification in com.opengamma.strata.pricer.impl.tree

Classes in com.opengamma.strata.pricer.impl.tree that implement LatticeSpecification

Modifier and Type	Class and Description
class	CoxRossRubinsteinLatticeSpecification Cox-Ross-Rubinstein lattice specification.
class	TrigeorgisLatticeSpecification Trigeorgis lattice specification.

Methods in com.opengamma.strata.pricer.impl.tree with parameters of type LatticeSpecification

Modifier and Type	Method and Description
double	TrinomialTree.optionPrice(OptionFunction function, LatticeSpecification lattice, double spot, double volatility, double interestRate, double dividendRate) Price an option under the specified trinomial lattice.