Uses of Class
com.opengamma.strata.product.option.SimpleConstantContinuousBarrier

Packages that use SimpleConstantContinuousBarrier

Package	Description
com.opengamma.strata.pricer.impl.option	Internal implementations of option pricing.
com.opengamma.strata.product.option	Entity objects describing common option concepts.

Uses of SimpleConstantContinuousBarrier in com.opengamma.strata.pricer.impl.option

Methods in com.opengamma.strata.pricer.impl.option with parameters of type SimpleConstantContinuousBarrier

Modifier and Type	Method	Description
double	BlackBarrierPriceFormulaRepository.price(double spot, double strike, double timeToExpiry, double costOfCarry, double rate, double lognormalVol, boolean isCall, SimpleConstantContinuousBarrier barrier)	Computes the price of a barrier option.
double	BlackOneTouchAssetPriceFormulaRepository.price(double spot, double timeToExpiry, double costOfCarry, double rate, double lognormalVol, SimpleConstantContinuousBarrier barrier)	Computes the price of a one-touch/no-touch option.
double	BlackOneTouchCashPriceFormulaRepository.price(double spot, double timeToExpiry, double costOfCarry, double rate, double lognormalVol, SimpleConstantContinuousBarrier barrier)	Computes the price of a one-touch/no-touch option.
ValueDerivatives	BlackBarrierPriceFormulaRepository.priceAdjoint(double spot, double strike, double timeToExpiry, double costOfCarry, double rate, double lognormalVol, boolean isCall, SimpleConstantContinuousBarrier barrier)	Computes the price and derivatives of a barrier option.
ValueDerivatives	BlackOneTouchAssetPriceFormulaRepository.priceAdjoint(double spot, double timeToExpiry, double costOfCarry, double rate, double lognormalVol, SimpleConstantContinuousBarrier barrier)	Computes the price and derivatives of a one-touch/no-touch option.
ValueDerivatives	BlackOneTouchCashPriceFormulaRepository.priceAdjoint(double spot, double timeToExpiry, double costOfCarry, double rate, double lognormalVol, SimpleConstantContinuousBarrier barrier)	Computes the price and derivatives of a one-touch/no-touch option.

Uses of SimpleConstantContinuousBarrier in com.opengamma.strata.product.option

Methods in com.opengamma.strata.product.option that return SimpleConstantContinuousBarrier

Modifier and Type	Method	Description
SimpleConstantContinuousBarrier	SimpleConstantContinuousBarrier.inverseKnockType()
static SimpleConstantContinuousBarrier	SimpleConstantContinuousBarrier.of(BarrierType barrierType, KnockType knockType, double barrierLevel)	Obtains the continuous barrier with constant barrier level.

Methods in com.opengamma.strata.product.option that return types with arguments of type SimpleConstantContinuousBarrier

Modifier and Type	Method	Description
Class<? extends SimpleConstantContinuousBarrier>	SimpleConstantContinuousBarrier.Meta.beanType()
org.joda.beans.BeanBuilder<? extends SimpleConstantContinuousBarrier>	SimpleConstantContinuousBarrier.Meta.builder()