Package com.opengamma.strata.pricer.impl.option
Internal implementations of option pricing.
Code in this package and subpackages may change in a nonbackwards 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 onetouch or notouch (assetornothing) option in the Black world.BlackOneTouchCashPriceFormulaRepository The price function to compute the price of onetouch or notouch (cashornothing) option in the Black world.BlackScholesFormulaRepository The primary repository for BlackScholes 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.