| Package | Description |
|---|---|
| com.opengamma.strata.market.option |
Entity objects for options.
|
| Class and 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. |
| Strike
The strike of an option, describing both type and value.
|
| StrikeType
The type of a strike.
|
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.