com.webcab.ejb.finance.bonds.pricing
Class BlackScholesConstants

java.lang.Object
  |
  +--com.webcab.ejb.finance.bonds.pricing.BlackScholesConstants

public class BlackScholesConstants

extends Object

This enumeration class defines all constants required by the BlackScholes Enterprise JavaBean.

Field Summary

static BlackScholesConstants	ARITHMETIC This constant identifies the arithmetic averaging type.
static BlackScholesConstants	BARRIER Used internally.
static BlackScholesConstants	CALL This constant identifies a call option.
static BlackScholesConstants	CRANCK_NICHOLSON This constant identifies the Cranck-Nicholson finite differencing algorithm
static BlackScholesConstants	DELTA
static BlackScholesConstants	DOWN Indicates that the barrier is below the initial variable value.
static BlackScholesConstants	EXPLICIT This constant identifies the explicit finite differencing algorithm
static BlackScholesConstants	FULLY_IMPLICIT This constant identifies the fully implicit finite differencing algorithm
static BlackScholesConstants	GAMMA
static BlackScholesConstants	GEOMETRIC This constant identifies the geometric averaging type.
static BlackScholesConstants	IN Indicates that the contract pays when triggered.
static BlackScholesConstants	MAX
static BlackScholesConstants	MIN
static BlackScholesConstants	OUT Indicates that the contract pays when not triggered.
static BlackScholesConstants	PARASIAN Used internally.
static BlackScholesConstants	PARISIAN Used internally.
static BlackScholesConstants	PRICE
static BlackScholesConstants	PRICE_VOLATILITY
static BlackScholesConstants	PUT This constant identifies a put option.
static BlackScholesConstants	RATE
static BlackScholesConstants	RHO
static BlackScholesConstants	RISK_FREE_RATE
static BlackScholesConstants	STRIKE
static BlackScholesConstants	THETA
static BlackScholesConstants	UP Indicates that the barrier is above the initial variable value.
static BlackScholesConstants	VEGA

Method Summary

int

value()

Methods inherited from class java.lang.Object

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

Field Detail

CALL

public static final BlackScholesConstants CALL

This constant identifies a call option.

PUT

public static final BlackScholesConstants PUT

This constant identifies a put option.

STRIKE

public static final BlackScholesConstants STRIKE

RATE

public static final BlackScholesConstants RATE

ARITHMETIC

public static final BlackScholesConstants ARITHMETIC

This constant identifies the arithmetic averaging type.

GEOMETRIC

public static final BlackScholesConstants GEOMETRIC

This constant identifies the geometric averaging type.

MIN

public static final BlackScholesConstants MIN

MAX

public static final BlackScholesConstants MAX

EXPLICIT

public static final BlackScholesConstants EXPLICIT

This constant identifies the explicit finite differencing algorithm

FULLY_IMPLICIT

public static final BlackScholesConstants FULLY_IMPLICIT

This constant identifies the fully implicit finite differencing algorithm

CRANCK_NICHOLSON

public static final BlackScholesConstants CRANCK_NICHOLSON

This constant identifies the Cranck-Nicholson finite differencing algorithm

BARRIER

public static final BlackScholesConstants BARRIER

Used internally.

PARISIAN

public static final BlackScholesConstants PARISIAN

Used internally.

PARASIAN

public static final BlackScholesConstants PARASIAN

Used internally.

UP

public static final BlackScholesConstants UP

Indicates that the barrier is above the initial variable value.

DOWN

public static final BlackScholesConstants DOWN

Indicates that the barrier is below the initial variable value.

IN

public static final BlackScholesConstants IN

Indicates that the contract pays when triggered.

OUT

public static final BlackScholesConstants OUT

Indicates that the contract pays when not triggered.

PRICE

public static final BlackScholesConstants PRICE

DELTA

public static final BlackScholesConstants DELTA

GAMMA

public static final BlackScholesConstants GAMMA

THETA

public static final BlackScholesConstants THETA

VEGA

public static final BlackScholesConstants VEGA

RHO

public static final BlackScholesConstants RHO

RISK_FREE_RATE

public static final BlackScholesConstants RISK_FREE_RATE

PRICE_VOLATILITY

public static final BlackScholesConstants PRICE_VOLATILITY

Method Detail

value

public int value()