Package com.opengamma.strata.market.option

Class LogMoneynessStrike

java.lang.Object

com.opengamma.strata.market.option.LogMoneynessStrike

All Implemented Interfaces:

Strike, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class LogMoneynessStrike
extends Object
implements Strike, org.joda.beans.ImmutableBean, Serializable

A strike based on log-moneyness.

The log-moneyness is defined as ln(strike/forward). The strike value and forward value should strictly positive.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	LogMoneynessStrike.Meta	The meta-bean for LogMoneynessStrike.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
StrikeType	getType()	Gets the type of the strike.
double	getValue()	Gets the value of log-moneyness.
int	hashCode()
static LogMoneynessStrike.Meta	meta()	The meta-bean for LogMoneynessStrike.
LogMoneynessStrike.Meta	metaBean()
static LogMoneynessStrike	of(double logMoneyness)	Obtains an instance of LogMoneyness with the value of log-moneyness.
static LogMoneynessStrike	ofStrikeAndForward(double strike, double forward)	Obtains an instance of LogMoneyness from the strike and forward.
String	toString()
Strike	withValue(double value)	Creates an new instance of the same strike type with value.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Methods inherited from interface com.opengamma.strata.market.option.Strike

getLabel

Method Detail

of

public static LogMoneynessStrike of(double logMoneyness)

Obtains an instance of LogMoneyness with the value of log-moneyness.

Parameters:

logMoneyness - the value of log-moneyness

Returns:

the instance

ofStrikeAndForward

public static LogMoneynessStrike ofStrikeAndForward(double strike,
                                                    double forward)

Obtains an instance of LogMoneyness from the strike and forward.

The log-moneyness is defined as ln(strike/forward).

Parameters:

strike - the strike, not negative

forward - the forward, not negative

Returns:

the instance

getType

public StrikeType getType()

Description copied from interface: Strike

Gets the type of the strike.

Specified by:

getType in interface Strike

Returns:

the strike type

withValue

public Strike withValue(double value)

Description copied from interface: Strike

Creates an new instance of the same strike type with value.

Specified by:

withValue in interface Strike

Parameters:

value - the new value

Returns:

the new strike instance

meta

public static LogMoneynessStrike.Meta meta()

The meta-bean for LogMoneynessStrike.

Returns:

the meta-bean, not null

metaBean

public LogMoneynessStrike.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getValue

public double getValue()

Gets the value of log-moneyness.

Specified by:

getValue in interface Strike

Returns:

the value of the property

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object