Package com.opengamma.strata.pricer.impl.option

Internal implementations of option pricing.

Code in this package and subpackages may change in a non-backwards compatible way.

Class Summary

Class	Description
BlackBarrierPriceFormulaRepository	The price function to compute the price of barrier option in the Black world.
BlackFormulaRepository	The primary repository for Black formulas, including the price, common greeks and implied volatility.
BlackOneTouchAssetPriceFormulaRepository	The price function to compute the price of one-touch or no-touch (asset-or-nothing) option in the Black world.
BlackOneTouchCashPriceFormulaRepository	The price function to compute the price of one-touch or no-touch (cash-or-nothing) option in the Black world.
BlackScholesFormulaRepository	The primary repository for Black-Scholes formulas, including the price and greeks.
GenericImpliedVolatiltySolver	Finds an implied volatility (a parameter that put into a model gives the market pirce of an option) for any option pricing model that has a 'volatility' parameter.
NormalFormulaRepository	The primary location for normal model formulas.
SabrExtrapolationRightFunction	Pricing function in the SABR model with Hagan et al.