Class StrikeType
- java.lang.Object
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- com.opengamma.strata.collect.TypedString<StrikeType>
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- com.opengamma.strata.market.option.StrikeType
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- All Implemented Interfaces:
Named
,Serializable
,Comparable<StrikeType>
public final class StrikeType extends TypedString<StrikeType>
The type of a strike.The strike of option instruments is represented in different ways. For example, the strike types include delta, moneyness, log-moneyness, and strike itself.
- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description static StrikeType
DELTA
The type of a strike based on absolute delta.static StrikeType
LOG_MONEYNESS
The type of a strike based on log-moneyness, defined as theln(strike/forward)
.static StrikeType
MONEYNESS
The type of a strike based on moneyness, defined asstrike/forward
.static StrikeType
STRIKE
The type of a simple strike.
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static StrikeType
of(String name)
Obtains an instance from the specified name.
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Field Detail
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STRIKE
public static final StrikeType STRIKE
The type of a simple strike.- See Also:
SimpleStrike
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DELTA
public static final StrikeType DELTA
The type of a strike based on absolute delta.- See Also:
DeltaStrike
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MONEYNESS
public static final StrikeType MONEYNESS
The type of a strike based on moneyness, defined asstrike/forward
.- See Also:
MoneynessStrike
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LOG_MONEYNESS
public static final StrikeType LOG_MONEYNESS
The type of a strike based on log-moneyness, defined as theln(strike/forward)
.- See Also:
LogMoneynessStrike
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Method Detail
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of
public static StrikeType of(String name)
Obtains an instance from the specified name.Strike types may contain any character, but must not be empty.
- Parameters:
name
- the name of the field- Returns:
- the type with the specified name
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