org.jquantlib.pricingengines.vanilla.finitedifferences

Class PayoffFunction

java.lang.Object

org.jquantlib.pricingengines.vanilla.finitedifferences.PayoffFunction

All Implemented Interfaces:

Ops.DoubleOp

public class PayoffFunction
extends java.lang.Object
implements Ops.DoubleOp

Constructor Summary

Constructors

Constructor and Description
PayoffFunction(Payoff payOff)

Method Summary

Modifier and Type	Method and Description
double	op(double a)

Methods inherited from class java.lang.Object

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

Constructor Detail

PayoffFunction

public PayoffFunction(Payoff payOff)

Method Detail

op

public double op(double a)

Specified by:

op in interface Ops.DoubleOp