Package com.opengamma.strata.pricer.impl.tree

Interface Summary

Interface	Description
LatticeSpecification	Lattice specification interface.
OptionFunction	Option function interface used in trinomial tree option pricing.

Class Summary

Class	Description
ConstantContinuousSingleBarrierKnockoutFunction	Single barrier knock-out option function.
ConstantContinuousSingleBarrierKnockoutFunction.Meta	The meta-bean for ConstantContinuousSingleBarrierKnockoutFunction.
CoxRossRubinsteinLatticeSpecification	Cox-Ross-Rubinstein lattice specification.
EuropeanVanillaOptionFunction	European vanilla option function.
EuropeanVanillaOptionFunction.Meta	The meta-bean for EuropeanVanillaOptionFunction.
TrigeorgisLatticeSpecification	Trigeorgis lattice specification.
TrinomialTree	Trinomial tree.