com.opengamma.strata.market.option

Class StrikeType

java.lang.Object

com.opengamma.strata.collect.TypedString<StrikeType>

com.opengamma.strata.market.option.StrikeType

All Implemented Interfaces:

Named, Serializable, Comparable<StrikeType>

public final class StrikeType
extends TypedString<StrikeType>

The type of a strike.

The strike of option instruments is represented in different ways. For example, the strike types include delta, moneyness, log-moneyness, and strike itself.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static StrikeType	DELTA The type of a strike based on absolute delta.
static StrikeType	LOG_MONEYNESS The type of a strike based on log-moneyness, defined as the ln(strike/forward).
static StrikeType	MONEYNESS The type of a strike based on moneyness, defined as strike/forward.
static StrikeType	STRIKE The type of a simple strike.

Method Summary

Modifier and Type	Method and Description
static StrikeType	of(String name) Obtains an instance from the specified name.

Methods inherited from class com.opengamma.strata.collect.TypedString

compareTo, equals, getName, hashCode, toString

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.opengamma.strata.collect.named.Named

of

Field Detail

STRIKE

public static final StrikeType STRIKE

The type of a simple strike.

See Also:

SimpleStrike

DELTA

public static final StrikeType DELTA

The type of a strike based on absolute delta.

See Also:

DeltaStrike

MONEYNESS

public static final StrikeType MONEYNESS

The type of a strike based on moneyness, defined as strike/forward.

See Also:

MoneynessStrike

LOG_MONEYNESS

public static final StrikeType LOG_MONEYNESS

The type of a strike based on log-moneyness, defined as the ln(strike/forward).

See Also:

LogMoneynessStrike

Method Detail

of

public static StrikeType of(String name)

Obtains an instance from the specified name.

Strike types may contain any character, but must not be empty.

Parameters:

name - the name of the field

Returns:

the type with the specified name