Uses of Interface com.opengamma.strata.pricer.impl.tree.OptionFunction (OpenGamma Strata)

Packages that use OptionFunction
Package Description

com.opengamma.strata.pricer.impl.tree

Uses of OptionFunction in com.opengamma.strata.pricer.impl.tree

Classes in com.opengamma.strata.pricer.impl.tree that implement OptionFunction
Modifier and Type	Class	Description
`class`	`ConstantContinuousSingleBarrierKnockoutFunction`	Single barrier knock-out option function.
`class`	`EuropeanVanillaOptionFunction`	European vanilla option function.

Methods in com.opengamma.strata.pricer.impl.tree with parameters of type OptionFunction
Modifier and Type	Method	Description
`double`	TrinomialTree.`optionPrice(OptionFunction function, RecombiningTrinomialTreeData data)`	Price an option under the specified trinomial tree gird.
`double`	TrinomialTree.`optionPrice(OptionFunction function, LatticeSpecification lattice, double spot, double volatility, double interestRate, double dividendRate)`	Price an option under the specified trinomial lattice.
`ValueDerivatives`	TrinomialTree.`optionPriceAdjoint(OptionFunction function, RecombiningTrinomialTreeData data)`	Compute option price and delta under the specified trinomial tree gird.