Package org.jquantlib.instruments

Examples of org.jquantlib.instruments.ContinuousAveragingAsianOption.rho()

454
455
456
457
458
459
460
461
462
463
464
                                    /* @Real */final double value = option.NPV();
                                    final Map<String, Double> calculated = new HashMap<String, Double>();
                                    calculated.put("delta", option.delta());
                                    calculated.put("gamma", option.gamma());
                                    calculated.put("theta", option.theta());
                                    calculated.put("rho", option.rho());
                                    calculated.put("divRho", option.dividendRho());
                                    calculated.put("vega", option.vega());

                                    final Map<String, Double> expected = new HashMap<String, Double>();
                                    if (value > spot.value() * 1.0e-5) {
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.