| Interface | Description |
|---|---|
| Strike |
The strike of an option, describing both type and value.
|
| Class | Description |
|---|---|
| DeltaStrike |
A strike based on absolute delta.
|
| DeltaStrike.Meta |
The meta-bean for
DeltaStrike. |
| LogMoneynessStrike |
A strike based on log-moneyness.
|
| LogMoneynessStrike.Meta |
The meta-bean for
LogMoneynessStrike. |
| MoneynessStrike |
A strike based on moneyness.
|
| MoneynessStrike.Meta |
The meta-bean for
MoneynessStrike. |
| SimpleStrike |
A simple strike value.
|
| SimpleStrike.Meta |
The meta-bean for
SimpleStrike. |
| StrikeType |
The type of a strike.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.