public interface Strike
The strike of option instruments is represented in different ways. For example, the strike types include delta, moneyness, log-moneyness, and strike itself.
| Modifier and Type | Method and Description |
|---|---|
default String |
getLabel()
Gets a label describing the strike.
|
StrikeType |
getType()
Gets the type of the strike.
|
double |
getValue()
Gets the value of the strike.
|
Strike |
withValue(double value)
Creates an new instance of the same strike type with value.
|
StrikeType getType()
double getValue()
default String getLabel()
Strike withValue(double value)
value - the new valueCopyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.