Package org.drip.sample.option

Class VanillaBlackNormalPricing

java.lang.Object

org.drip.sample.option.VanillaBlackNormalPricing

public class VanillaBlackNormalPricing
extends java.lang.Object

VanillaBlackNormalPricing contains an illustration of the Vanilla Black Normal European Call and Put Options Pricer.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = DROP API Construction and Usage
• Package = Deterministic (Black) / Stochastic (Heston) Options

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
VanillaBlackNormalPricing()

Method Summary

Modifier and Type	Method	Description
static void	main(java.lang.String[] astrArgs)	Entry Point

Methods inherited from class java.lang.Object

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

Constructor Details

VanillaBlackNormalPricing

public VanillaBlackNormalPricing()

Method Details

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Entry Point

Parameters:

astrArgs - Command Line Argument Array

Throws:

java.lang.Exception - Thrown on Error/Exception Situation