OptionsFunctions (OpenDataDSL - Java SDK Documentation)

java.lang.Object

com.walkfares.function.AbstractFunctionHolder

com.walkfares.function.vollib.OptionsFunctions

All Implemented Interfaces:: FunctionHolder

public class OptionsFunctions
extends AbstractFunctionHolder
implements FunctionHolder

Constructor Summary

Constructors

Constructor Description

OptionsFunctions()

Method Summary

Modifier and Type	Method	Description
`VarScalar`	`blackScholesCall(double F, double K, double sigma, double T)`
`VarScalar`	`blackScholesPut(double F, double K, double sigma, double T)`
`String`	`getCategory()`
`List<Function>`	`getFunctions()`

Methods inherited from class com.walkfares.function.AbstractFunctionHolder

setContext

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.walkfares.odsl.function.FunctionHolder

setContext

Constructor Details
- OptionsFunctions
  
  public OptionsFunctions()
Method Details
- getCategory
  
  public String getCategory()
  
  Specified by:
  
  getCategory in interface FunctionHolder
- getFunctions
  
  public List<Function> getFunctions()
  
  Specified by:
  
  getFunctions in interface FunctionHolder
- blackScholesCall
  
  public VarScalar blackScholesCall(double F, double K, double sigma, double T)
- blackScholesPut
  
  public VarScalar blackScholesPut(double F, double K, double sigma, double T)