Interface Barrier
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- All Known Implementing Classes:
SimpleConstantContinuousBarrier
public interface Barrier
Definition of barrier event of option instruments.The barrier type, knock type, barrier level and other relevant information are specified in this class.
The barrier level can be date dependent.
For forward starting barrier, the barrier level can be set to very high or low level in the initial period.
The barrier is continuously monitored.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
getBarrierLevel(LocalDate date)
Obtains the barrier level for a given observation date.BarrierType
getBarrierType()
Obtains the barrier type.KnockType
getKnockType()
Obtains the knock type.Barrier
inverseKnockType()
Obtains an instance with knock type inverted.
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Method Detail
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getBarrierType
BarrierType getBarrierType()
Obtains the barrier type.- Returns:
- the barrier type
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getKnockType
KnockType getKnockType()
Obtains the knock type.- Returns:
- the knock type
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getBarrierLevel
double getBarrierLevel(LocalDate date)
Obtains the barrier level for a given observation date.- Parameters:
date
- the observation date- Returns:
- the barrier level
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inverseKnockType
Barrier inverseKnockType()
Obtains an instance with knock type inverted.- Returns:
- the instance
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