Class StrikeType

  • All Implemented Interfaces:
    Named, java.io.Serializable, java.lang.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
    • Field Detail

      • DELTA

        public static final StrikeType DELTA
        The type of a strike based on absolute delta.
        See Also:
        DeltaStrike
      • MONEYNESS

        public static final StrikeType MONEYNESS
        The type of a strike based on moneyness, defined as strike/forward.
        See Also:
        MoneynessStrike
      • LOG_MONEYNESS

        public static final StrikeType LOG_MONEYNESS
        The type of a strike based on log-moneyness, defined as the ln(strike/forward).
        See Also:
        LogMoneynessStrike
    • Method Detail

      • of

        public static StrikeType of​(java.lang.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