Package org.jquantlib.instruments

Examples of org.jquantlib.instruments.AssetOrNothingPayoff.strike()

196
197
198
199
200
201
202
203
204
205
206
            final AssetOrNothingPayoff aoo = (AssetOrNothingPayoff) strikedTypePayoff;
            if (inTheMoney) {
                K = spot;
                DKDstrike = 0.0;
            } else {
                K = aoo.strike();
                DKDstrike = 1.0;
            }
        }
    }
View Full Code Here
196
197
198
199
200
201
202
203
204
205
206
            final AssetOrNothingPayoff aoo = (AssetOrNothingPayoff) strikedTypePayoff;
            if (inTheMoney) {
                K = spot;
                DKDstrike = 0.0;
            } else {
                K = aoo.strike();
                DKDstrike = 1.0;
            }
        }
    }
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.