Interface Strike

  • All Known Implementing Classes:
    DeltaStrike, LogMoneynessStrike, MoneynessStrike, SimpleStrike

    public interface Strike
    The strike of an option, describing both type and value.

    The strike of option instruments is represented in different ways. For example, the strike types include delta, moneyness, log-moneyness, and strike itself.

    • Method Detail

      • getType

        StrikeType getType()
        Gets the type of the strike.
        the strike type
      • getValue

        double getValue()
        Gets the value of the strike.
        the value
      • getLabel

        default String getLabel()
        Gets a label describing the strike.
        the label
      • withValue

        Strike withValue​(double value)
        Creates an new instance of the same strike type with value.
        value - the new value
        the new strike instance