Examples of ForexOptionDigitalCallSpreadBlackMethod

Examples of com.opengamma.analytics.financial.forex.method.ForexOptionDigitalCallSpreadBlackMethod

26
27
28
29
30
31
32
  /**
   * Private constructor.
   * @param spread The relative spread used in the call-spread pricing. The call spread strikes are (for an original strike K), K*(1-spread) and K*(1+spread).
   */
  public PresentValueBlackVolatilitySensitivityCallSpreadBlackForexCalculator(final double spread) {
    _methodFxOptionDigital = new ForexOptionDigitalCallSpreadBlackMethod(spread);
  }
View Full Code Here

Examples of com.opengamma.analytics.financial.forex.method.ForexOptionDigitalCallSpreadBlackMethod

28
29
30
31
32
33
34
  /**
   * Private constructor.
   * @param spread The relative spread used in the call-spread pricing. The call spread strikes are (for an original strike K), K*(1-spread) and K*(1+spread).
   */
  public PresentValueBlackVolatilityNodeSensitivityCallSpreadBlackForexCalculator(final double spread) {
    _methodFxOptionDigital = new ForexOptionDigitalCallSpreadBlackMethod(spread);
  }
View Full Code Here

Examples of com.opengamma.analytics.financial.forex.method.ForexOptionDigitalCallSpreadBlackMethod

26
27
28
29
30
31
32
  /**
   * Private constructor.
   * @param spread The relative spread used in the call-spread pricing. The call spread strikes are (for an original strike K), K*(1-spread) and K*(1+spread).
   */
  public GammaSpotCallSpreadBlackForexCalculator(final double spread) {
    _methodFxOptionDigital = new ForexOptionDigitalCallSpreadBlackMethod(spread);
  }
View Full Code Here

Examples of com.opengamma.analytics.financial.forex.method.ForexOptionDigitalCallSpreadBlackMethod

26
27
28
29
30
31
32
  /**
   * Private constructor.
   * @param spread The relative spread used in the call-spread pricing. The call spread strikes are (for an original strike K), K*(1-spread) and K*(1+spread).
   */
  public PresentValueCallSpreadBlackForexCalculator(final double spread) {
    _methodFxOptionDigital = new ForexOptionDigitalCallSpreadBlackMethod(spread);
  }
View Full Code Here

Examples of com.opengamma.analytics.financial.forex.method.ForexOptionDigitalCallSpreadBlackMethod

26
27
28
29
30
31
32
  /**
   * Private constructor.
   * @param spread The relative spread used in the call-spread pricing. The call spread strikes are (for an original strike K), K*(1-spread) and K*(1+spread).
   */
  public CurrencyExposureCallSpreadBlackForexCalculator(final double spread) {
    _methodFxOptionDigital = new ForexOptionDigitalCallSpreadBlackMethod(spread);
  }
View Full Code Here

Examples of com.opengamma.analytics.financial.forex.method.ForexOptionDigitalCallSpreadBlackMethod

26
27
28
29
30
31
32
  /**
   * Private constructor.
   * @param spread The relative spread used in the call-spread pricing. The call spread strikes are (for an original strike K), K*(1-spread) and K*(1+spread).
   */
  public GammaValueCallSpreadBlackForexCalculator(final double spread) {
    _methodFxOptionDigital = new ForexOptionDigitalCallSpreadBlackMethod(spread);
  }
View Full Code Here

Examples of com.opengamma.analytics.financial.forex.method.ForexOptionDigitalCallSpreadBlackMethod

27
28
29
30
31
32
33
  /**
   * Private constructor.
   * @param spread The relative spread used in the call-spread pricing. The call spread strikes are (for an original strike K), K*(1-spread) and K*(1+spread).
   */
  public PresentValueCurveSensitivityCallSpreadBlackForexCalculator(final double spread) {
    _methodFxOptionDigital = new ForexOptionDigitalCallSpreadBlackMethod(spread);
  }
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.