Package com.opengamma.strata.market.option
Entity objects for options.
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Interface Summary Interface Description Strike The strike of an option, describing both type and value. -
Class Summary Class Description DeltaStrike A strike based on absolute delta.DeltaStrike.Meta The meta-bean forDeltaStrike
.LogMoneynessStrike A strike based on log-moneyness.LogMoneynessStrike.Meta The meta-bean forLogMoneynessStrike
.MoneynessStrike A strike based on moneyness.MoneynessStrike.Meta The meta-bean forMoneynessStrike
.SimpleStrike A simple strike value.SimpleStrike.Meta The meta-bean forSimpleStrike
.StrikeType The type of a strike.