Package org.jquantlib.instruments

Examples of org.jquantlib.instruments.StrikedTypePayoff


            for (final double strike : strikes) {
                for (final int year : years) {

                    final Date exDate = today.add(new Period(year, TimeUnit.Years));
                    final Exercise exercise = new AmericanExercise(today, exDate);
                    final StrikedTypePayoff payoff = new PlainVanillaPayoff(type, strike);

                    final BlackScholesMertonProcess stochProcess = new BlackScholesMertonProcess(
                            new Handle<Quote>(spot),
                            new Handle<YieldTermStructure>(qTS),
                            new Handle<YieldTermStructure>(rTS),
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Related Classes of org.jquantlib.instruments.StrikedTypePayoff

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