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

Packages that use OptionFunction

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

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

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

Modifier and Type	Class and Description
class	ConstantContinuousSingleBarrierKnockoutFunction Single barrier knock-out option function.
class	EuropeanVanillaOptionFunction European vanilla option function.

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

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.
double	TrinomialTree.optionPrice(OptionFunction function, RecombiningTrinomialTreeData data) Price an option under the specified trinomial tree gird.
ValueDerivatives	TrinomialTree.optionPriceAdjoint(OptionFunction function, RecombiningTrinomialTreeData data) Compute option price and delta under the specified trinomial tree gird.