Module net.finmath.lib

Package net.finmath.modelling.descriptor

Class SingleAssetDigitalOptionProductDescriptor

java.lang.Object

net.finmath.modelling.descriptor.SingleAssetDigitalOptionProductDescriptor

All Implemented Interfaces:

ProductDescriptor, SingleAssetProductDescriptor

public class SingleAssetDigitalOptionProductDescriptor
extends Object
implements SingleAssetProductDescriptor

Describes a European digital option.

Version:

1.0

Author:

Christian Fries, Roland Bachl

Constructor Summary

Constructors

Constructor	Description
SingleAssetDigitalOptionProductDescriptor(String nameOfUnderlying, LocalDate maturity, double strike)

Method Summary

Modifier and Type	Method	Description
LocalDate	getMaturity()
String	getNameOfUnderlying()
double	getStrike()
String	name()	Return the name of the model represented by this descriptor.
Integer	version()	Return the version of the model description.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

SingleAssetDigitalOptionProductDescriptor

public SingleAssetDigitalOptionProductDescriptor(String nameOfUnderlying, LocalDate maturity, double strike)

Method Details

version

public Integer version()

Description copied from interface: ProductDescriptor

Return the version of the model description.

Specified by:

version in interface ProductDescriptor

Returns:

Version number.

name

public String name()

Description copied from interface: ProductDescriptor

Return the name of the model represented by this descriptor.

Specified by:

name in interface ProductDescriptor

Returns:

Name of the model.

getMaturity

public LocalDate getMaturity()

getStrike

public double getStrike()

getNameOfUnderlying

public String getNameOfUnderlying()