Module net.finmath.lib

Package net.finmath.modelling.descriptor

Class SingleAssetEuropeanOptionProductDescriptor

java.lang.Object

net.finmath.modelling.descriptor.SingleAssetEuropeanOptionProductDescriptor

All Implemented Interfaces:

ProductDescriptor, SingleAssetProductDescriptor

public class SingleAssetEuropeanOptionProductDescriptor
extends Object
implements SingleAssetProductDescriptor

Describes a European option.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
SingleAssetEuropeanOptionProductDescriptor(String underlyingName, LocalDate maturity, double strike)

Method Summary

Modifier and Type	Method	Description
LocalDate	getMaturity()
Double	getStrike()
String	getUnderlyingName()
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

SingleAssetEuropeanOptionProductDescriptor

public SingleAssetEuropeanOptionProductDescriptor(String underlyingName, 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.

getUnderlyingName

public String getUnderlyingName()

Returns:

Name of the underlying.

getMaturity

public LocalDate getMaturity()

Returns:

Maturity as double.

getStrike

public Double getStrike()

Returns:

Strike