Examples of FiniteDifferenceType

Examples of com.opengamma.analytics.math.differentiation.FiniteDifferenceType

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    SABRFormulaData dataC = null;
    SABRFormulaData dataB = sabrData;
    SABRFormulaData dataA = null;
    final Function1D<SABRFormulaData, Double> func = FUNCTION.getVolatilityFunction(optionData, forward);

    FiniteDifferenceType fdType = null;

    switch (param) {
      case Strike:
        final double strike = optionData.getStrike();
        if (strike >= delta) {
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