webcab.lib.finance.options.exotic
Class StraddleStrategyPayoff

java.lang.Object
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  +--webcab.lib.finance.options.exotic.StrangleStrategyPayoff
        |
        +--webcab.lib.finance.options.exotic.StraddleStrategyPayoff

All Implemented Interfaces:

PayoffFunction, Serializable

public class StraddleStrategyPayoff

extends StrangleStrategyPayoff

implements PayoffFunction

This class gives an implementation of PayoffFunction for a standard straddle option strategy. The portfolio consists of one call and one put option with equal strike prices.

See Also:

Serialized Form

Constructor Summary

StraddleStrategyPayoff(int long_short, double common_strike_price)
Creates new StraddleStrategyPayoff function.

Methods inherited from class webcab.lib.finance.options.exotic.StrangleStrategyPayoff

getValueAt

Methods inherited from class java.lang.Object

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

Methods inherited from interface webcab.lib.finance.options.exotic.PayoffFunction

getValueAt

Constructor Detail

StraddleStrategyPayoff

public StraddleStrategyPayoff(int long_short,
                              double common_strike_price)
                       throws Exception

Creates new StraddleStrategyPayoff function.

Parameters:

long_short - Set this parameter to ExoticOptionsConstants..LONG or ExoticOptionsConstants..SHORT (LONG - means that you are the buyer of the strategy; SHORT means that you are the writer for the strategy).