| Package | Description |
|---|---|
| com.opengamma.strata.market.option |
Entity objects for options.
|
| Modifier and Type | Class and Description |
|---|---|
class |
DeltaStrike
A strike based on absolute delta.
|
class |
LogMoneynessStrike
A strike based on log-moneyness.
|
class |
MoneynessStrike
A strike based on moneyness.
|
class |
SimpleStrike
A simple strike value.
|
| Modifier and Type | Method and Description |
|---|---|
Strike |
Strike.withValue(double value)
Creates an new instance of the same strike type with value.
|
Strike |
LogMoneynessStrike.withValue(double value) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.