Package com.opengamma.strata.product.option

Class SimpleConstantContinuousBarrier

java.lang.Object

com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

All Implemented Interfaces:

Barrier, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class SimpleConstantContinuousBarrier
extends Object
implements Barrier, org.joda.beans.ImmutableBean, Serializable

Continuous barrier with constant barrier level.

This defines a simple continuous barrier with a constant barrier level. It is assumed that the barrier event period agrees with the lifetime of the option, thus observation start date and end date are not specified in this class.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SimpleConstantContinuousBarrier.Meta	The meta-bean for SimpleConstantContinuousBarrier.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
double	getBarrierLevel()	Gets the barrier level.
double	getBarrierLevel(LocalDate date)	Obtains the barrier level for a given observation date.
BarrierType	getBarrierType()	Gets the barrier type.
KnockType	getKnockType()	Gets the knock type.
int	hashCode()
SimpleConstantContinuousBarrier	inverseKnockType()	Obtains an instance with knock type inverted.
static SimpleConstantContinuousBarrier.Meta	meta()	The meta-bean for SimpleConstantContinuousBarrier.
SimpleConstantContinuousBarrier.Meta	metaBean()
static SimpleConstantContinuousBarrier	of(BarrierType barrierType, KnockType knockType, double barrierLevel)	Obtains the continuous barrier with constant barrier level.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static SimpleConstantContinuousBarrier of(BarrierType barrierType,
                                                 KnockType knockType,
                                                 double barrierLevel)

Obtains the continuous barrier with constant barrier level.

Parameters:

barrierType - the barrier type

knockType - the knock type

barrierLevel - the barrier level

Returns:

the instance

getBarrierLevel

public double getBarrierLevel(LocalDate date)

Description copied from interface: Barrier

Obtains the barrier level for a given observation date.

Specified by:

getBarrierLevel in interface Barrier

Parameters:

date - the observation date

Returns:

the barrier level

inverseKnockType

public SimpleConstantContinuousBarrier inverseKnockType()

Description copied from interface: Barrier

Obtains an instance with knock type inverted.

Specified by:

inverseKnockType in interface Barrier

Returns:

the instance

meta

public static SimpleConstantContinuousBarrier.Meta meta()

The meta-bean for SimpleConstantContinuousBarrier.

Returns:

the meta-bean, not null

metaBean

public SimpleConstantContinuousBarrier.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getBarrierType

public BarrierType getBarrierType()

Gets the barrier type.

Specified by:

getBarrierType in interface Barrier

Returns:

the value of the property, not null

getKnockType

public KnockType getKnockType()

Gets the knock type.

Specified by:

getKnockType in interface Barrier

Returns:

the value of the property, not null

getBarrierLevel

public double getBarrierLevel()

Gets the barrier level.

Returns:

the value of the property

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object