Examples of com.opengamma.analytics.financial.model.option.pricing.fourier.FFTPricer.price()

Price a European option across a range of strikes using a FFT. The terminal price is assumed to be of the form S = F*exp(x), where F is the forward, and x is a random variable with a known characteristic function. @param forward The forward value of the underlying @param discountFactor @param t Time to expiry @param isCall true for call @param ce The Characteristic Exponent (log of characteristic function) of the returns of the underlying @param lowestStrike The lowest strike to return (the actual value will depend on the set up, but is guaranteed to be less than this) @param highestStrike The highest strike to return (the actual value will depend on the set up, but is guaranteed to be greater than this) @param minStrikesDisplayed minimum number of strikes returned (actual number depends on set up) @param limitSigma An estimate of the implied vol used to calculate limits in the numerical routines @param alpha Regularization factor. Values of 0 or -1 are not allowed. -0.5 is recommended @param tol Tolerance - smaller values give higher accuracy @return array of arrays of strikes and prices