Uses of Class
org.drip.oms.indifference.ReservationPricingRun
Package | Description |
---|---|
org.drip.oms.indifference |
Reservation Price Good-deal Bounds
|
-
Uses of ReservationPricingRun in org.drip.oms.indifference
Methods in org.drip.oms.indifference that return ReservationPricingRun Modifier and Type Method Description ReservationPricingRun
ReservationPricer. reservationPricingRun(R1Univariate underlierPriceDistribution, double moneyMarketPrice)
Run a Reservation Pricing FlowReservationPricingRun
ReservationPricer. reservationPricingRun(R1Distribution underlierPriceDistribution, double[] underlierPriceArray, double moneyMarketPrice)
Run a Reservation Pricing Flow