Package com.opengamma.analytics.financial.forex.method

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

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  /**
   * 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);
  }
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  /**
   * 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);
  }
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  /**
   * 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);
  }
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  /**
   * 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);
  }
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  /**
   * 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);
  }
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  /**
   * 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);
  }
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  /**
   * 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);
  }
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Related Classes of com.opengamma.analytics.financial.forex.method.ForexOptionDigitalCallSpreadBlackMethod

  • com.opengamma.analytics.financial.forex.calculator.CurrencyExposureCallSpreadBlackForexCalculator
  • com.opengamma.analytics.financial.forex.calculator.GammaSpotCallSpreadBlackForexCalculator
  • com.opengamma.analytics.financial.forex.calculator.GammaValueCallSpreadBlackForexCalculator
  • com.opengamma.analytics.financial.forex.calculator.PresentValueBlackVolatilityNodeSensitivityCallSpreadBlackForexCalculator
  • com.opengamma.analytics.financial.forex.calculator.PresentValueBlackVolatilitySensitivityCallSpreadBlackForexCalculator
  • com.opengamma.analytics.financial.forex.calculator.PresentValueCallSpreadBlackForexCalculator
  • com.opengamma.analytics.financial.forex.calculator.PresentValueCurveSensitivityCallSpreadBlackForexCalculator
  • com.opengamma.analytics.financial.model.option.definition.SmileDeltaTermStructureDataBundle
  • com.opengamma.analytics.financial.model.volatility.surface.SmileDeltaTermStructureParametersStrikeInterpolation
  • com.opengamma.analytics.financial.model.volatility.VolatilityAndBucketedSensitivities
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