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java.lang.Object ShapeFunction ShapePut
ShapePut -- Payoff function for a put option at expiry
Solution.discretize(ShapeFunction)
Field Summary |
Fields inherited from class ShapeFunction |
amplitude, curvature, position, slope, width |
Constructor Summary | |
ShapePut(double strike)
Creates an instance of the class |
Method Summary | |
double |
getValue(double xa)
Evaluates the shape for a real argument |
double |
getValue(Mesh mesh,
double xa)
Evaluates the shape on a discrete mesh point position. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
public ShapePut(double strike)
strike
- The strike priceMethod Detail |
public double getValue(double xa)
getValue
in class ShapeFunction
xa
- The argument
public double getValue(Mesh mesh, double xa)
getValue
in class ShapeFunction
mesh
- The mesh coordinatesxa
- The argument
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