public interface Barrier
The barrier type, knock type, barrier level and other relevant information are specified in this class.
The barrier level can be date dependent.
For forward starting barrier, the barrier level can be set to very high or low level in the initial period.
The barrier is continuously monitored.
| Modifier and Type | Method and Description |
|---|---|
double |
getBarrierLevel(LocalDate date)
Obtains the barrier level for a given observation date.
|
BarrierType |
getBarrierType()
Obtains the barrier type.
|
KnockType |
getKnockType()
Obtains the knock type.
|
Barrier |
inverseKnockType()
Obtains an instance with knock type inverted.
|
BarrierType getBarrierType()
KnockType getKnockType()
double getBarrierLevel(LocalDate date)
date - the observation dateBarrier inverseKnockType()
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.