Module net.finmath.lib
Package net.finmath.modelling.descriptor
Class SingleAssetDigitalOptionProductDescriptor
- java.lang.Object
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- net.finmath.modelling.descriptor.SingleAssetDigitalOptionProductDescriptor
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- 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
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Constructor Summary
Constructors Constructor Description SingleAssetDigitalOptionProductDescriptor(String nameOfUnderlying, LocalDate maturity, double strike)
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Method Summary
All Methods Instance Methods Concrete Methods 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.
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Method Detail
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version
public Integer version()
Description copied from interface:ProductDescriptor
Return the version of the model description.- Specified by:
version
in interfaceProductDescriptor
- Returns:
- Version number.
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name
public String name()
Description copied from interface:ProductDescriptor
Return the name of the model represented by this descriptor.- Specified by:
name
in interfaceProductDescriptor
- Returns:
- Name of the model.
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getMaturity
public LocalDate getMaturity()
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getStrike
public double getStrike()
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getNameOfUnderlying
public String getNameOfUnderlying()
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