| Package | Description |
|---|---|
| com.opengamma.strata.market.option |
Entity objects for options.
|
| Modifier and Type | Field and Description |
|---|---|
static StrikeType |
StrikeType.DELTA
The type of a strike based on absolute delta.
|
static StrikeType |
StrikeType.LOG_MONEYNESS
The type of a strike based on log-moneyness, defined as the
ln(strike/forward). |
static StrikeType |
StrikeType.MONEYNESS
The type of a strike based on moneyness, defined as
strike/forward. |
static StrikeType |
StrikeType.STRIKE
The type of a simple strike.
|
| Modifier and Type | Method and Description |
|---|---|
StrikeType |
Strike.getType()
Gets the type of the strike.
|
StrikeType |
SimpleStrike.getType() |
StrikeType |
MoneynessStrike.getType() |
StrikeType |
LogMoneynessStrike.getType() |
StrikeType |
DeltaStrike.getType() |
static StrikeType |
StrikeType.of(String name)
Obtains an instance from the specified name.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.