| Package | Description |
|---|---|
| com.opengamma.strata.pricer.impl.tree |
| Class and Description |
|---|
| ConstantContinuousSingleBarrierKnockoutFunction
Single barrier knock-out option function.
|
| ConstantContinuousSingleBarrierKnockoutFunction.Meta
The meta-bean for
ConstantContinuousSingleBarrierKnockoutFunction. |
| EuropeanVanillaOptionFunction
European vanilla option function.
|
| EuropeanVanillaOptionFunction.Meta
The meta-bean for
EuropeanVanillaOptionFunction. |
| LatticeSpecification
Lattice specification interface.
|
| OptionFunction
Option function interface used in trinomial tree option pricing.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.