- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.LazyObject
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- org.quantlib.Instrument
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- org.quantlib.Option
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- org.quantlib.OneAssetOption
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- org.quantlib.BarrierOption
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
DividendBarrierOption,QuantoBarrierOption
public class BarrierOption extends OneAssetOption implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Nested Class Summary
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Nested classes/interfaces inherited from class org.quantlib.Option
Option.Type
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Constructor Summary
Constructors Modifier Constructor Description protectedBarrierOption(long cPtr, boolean cMemoryOwn)BarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(BarrierOption obj)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol, double maxVol)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.OneAssetOption
delta, deltaForward, dividendRho, elasticity, gamma, getCPtr, itmCashProbability, rho, strikeSensitivity, theta, thetaPerDay, vega
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Methods inherited from class org.quantlib.Instrument
errorEstimate, getCPtr, isExpired, NPV, setPricingEngine
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Methods inherited from class org.quantlib.LazyObject
alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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BarrierOption
protected BarrierOption(long cPtr, boolean cMemoryOwn)
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BarrierOption
public BarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise)
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Method Detail
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getCPtr
protected static long getCPtr(BarrierOption obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classOneAssetOption
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finalize
protected void finalize()
- Overrides:
finalizein classOneAssetOption
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classOneAssetOption
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol, double maxVol)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends)
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