Examples of EuropeanExercise

Examples of org.jquantlib.exercise.EuropeanExercise

113
114
115
116
117
118
119
120
            final List<Double> dividends,
            final Calendar cal,
            final DayCounter dc) {

        super(type, u, strike, r, q, vol,
              settlementDate, new EuropeanExercise(expirationDate),
              dates, dividends, cal, dc);
    }
View Full Code Here

Examples of org.jquantlib.exercise.EuropeanExercise

44
45
46
47
48
49
50
51
            final List<Date> dates,
            final List<Double> dividends) {

        super(FDDividendEuropeanEngine.class,
              type, underlying, strike, r, q, vol,
              settlementDate, new EuropeanExercise(expirationDate),
              dates, dividends);
    }
View Full Code Here

Examples of org.jquantlib.exercise.EuropeanExercise

79
80
81
82
83
84
85
86
            final List<Double> dividends,
            final Calendar cal) {

        super(FDDividendEuropeanEngine.class,
              type, underlying, strike, r, q, vol,
              settlementDate, new EuropeanExercise(expirationDate),
              dates, dividends, cal);
    }
View Full Code Here

Examples of org.jquantlib.exercise.EuropeanExercise

116
117
118
119
120
121
122
123
            final Calendar cal,
            final DayCounter dc) {

        super(FDDividendEuropeanEngine.class,
              type, underlying, strike, r, q, vol,
              settlementDate, new EuropeanExercise(expirationDate),
              dates, dividends, cal, dc);
    }
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.