Interface Barrier

  • All Known Implementing Classes:
    SimpleConstantContinuousBarrier

    public interface Barrier
    Definition of barrier event of option instruments.

    The barrier type, knock type, barrier level and other relevant information are specified in this class.

    The barrier level can be date dependent.
    For forward starting barrier, the barrier level can be set to very high or low level in the initial period.
    The barrier is continuously monitored.

    • Method Detail

      • getBarrierType

        BarrierType getBarrierType()
        Obtains the barrier type.
        Returns:
        the barrier type
      • getKnockType

        KnockType getKnockType()
        Obtains the knock type.
        Returns:
        the knock type
      • getBarrierLevel

        double getBarrierLevel​(java.time.LocalDate date)
        Obtains the barrier level for a given observation date.
        Parameters:
        date - the observation date
        Returns:
        the barrier level
      • inverseKnockType

        Barrier inverseKnockType()
        Obtains an instance with knock type inverted.
        Returns:
        the instance