public final class SimpleConstantContinuousBarrier extends Object implements Barrier, org.joda.beans.ImmutableBean, Serializable
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.
| Modifier and Type | Class and Description |
|---|---|
static class |
SimpleConstantContinuousBarrier.Meta
The meta-bean for
SimpleConstantContinuousBarrier. |
| Modifier and Type | Method and 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() |
public static SimpleConstantContinuousBarrier of(BarrierType barrierType, KnockType knockType, double barrierLevel)
barrierType - the barrier typeknockType - the knock typebarrierLevel - the barrier levelpublic double getBarrierLevel(LocalDate date)
BarriergetBarrierLevel in interface Barrierdate - the observation datepublic SimpleConstantContinuousBarrier inverseKnockType()
BarrierinverseKnockType in interface Barrierpublic static SimpleConstantContinuousBarrier.Meta meta()
SimpleConstantContinuousBarrier.public SimpleConstantContinuousBarrier.Meta metaBean()
metaBean in interface org.joda.beans.Beanpublic BarrierType getBarrierType()
getBarrierType in interface Barrierpublic KnockType getKnockType()
getKnockType in interface Barrierpublic double getBarrierLevel()
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.