picsou.pricing
Class EuropeanBarrierUpOut

java.lang.Object
  picsou.pricing.PricingSimulator
      picsou.pricing.EuropeanBarrier
          picsou.pricing.EuropeanBarrierUp
              picsou.pricing.EuropeanBarrierUpOut

All Implemented Interfaces:

Simulator

public class EuropeanBarrierUpOut
extends EuropeanBarrierUp

Field Summary

Fields inherited from class picsou.pricing.EuropeanBarrier

barrierPrice

Fields inherited from class picsou.pricing.PricingSimulator

a1, a2, alg, asset, deltaT, generator, itsPerPacket, log, offloadedIts, riskFreeRateDiscount, state, timeIntervals

Constructor Summary

EuropeanBarrierUpOut()

Method Summary

protected boolean	isInPastBarrier()
protected boolean	isOutPastBarrier()
static void	main(java.lang.String[] args)

Methods inherited from class picsou.pricing.EuropeanBarrierUp

barrierValid, compareBarrier

Methods inherited from class picsou.pricing.EuropeanBarrier

algInit, unguardedGetCallPrice, unguardedGetPutPrice, unguardedSimulate

Methods inherited from class picsou.pricing.PricingSimulator

autorun, getAlg, getAsset, getDefaultOptionSet, getOptionSet, getPrice, getState, getXMLFormatter, init, init, init, merge, offload, printAlgXML, printAssetXML, printOptionSet, reset, restart, seed, simulate, simulate, simulate, simulate, unguardedMerge, unguardedRestart, unguardedSimulate, updateState, updateValues

Methods inherited from class java.lang.Object

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

Constructor Detail

EuropeanBarrierUpOut

public EuropeanBarrierUpOut()

Method Detail

isInPastBarrier

protected boolean isInPastBarrier()

Specified by:

isInPastBarrier in class EuropeanBarrier

isOutPastBarrier

protected boolean isOutPastBarrier()

Specified by:

isOutPastBarrier in class EuropeanBarrier

main

public static void main(java.lang.String[] args)