Class FxSingleBarrierOptionTradeCalculations

  • public class FxSingleBarrierOptionTradeCalculations
    extends java.lang.Object
    Calculates pricing and risk measures for FX single barrier option trades.

    This provides a high-level entry point for FX single barrier option pricing and risk measures. Pricing is performed using the Black method.

    Each method takes a ResolvedFxSingleBarrierOptionTrade, whereas application code will typically work with FxSingleBarrierOptionTrade. Call FxSingleBarrierOptionTrade::resolve(ReferenceData) to convert FxSingleBarrierOptionTrade to ResolvedFxSingleBarrierOptionTrade.