Uses of Interface
com.opengamma.strata.pricer.impl.tree.LatticeSpecification
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Packages that use LatticeSpecification Package Description com.opengamma.strata.pricer.impl.tree -
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Uses of LatticeSpecification in com.opengamma.strata.pricer.impl.tree
Classes in com.opengamma.strata.pricer.impl.tree that implement LatticeSpecification Modifier and Type Class Description class
CoxRossRubinsteinLatticeSpecification
Cox-Ross-Rubinstein lattice specification.class
TrigeorgisLatticeSpecification
Trigeorgis lattice specification.Methods in com.opengamma.strata.pricer.impl.tree with parameters of type LatticeSpecification Modifier and Type Method Description double
TrinomialTree. optionPrice(OptionFunction function, LatticeSpecification lattice, double spot, double volatility, double interestRate, double dividendRate)
Price an option under the specified trinomial lattice.
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