本文整理匯總了Java中com.opengamma.analytics.financial.model.option.pricing.analytic.BlackScholesMertonModel類的典型用法代碼示例。如果您正苦於以下問題：Java BlackScholesMertonModel類的具體用法？Java BlackScholesMertonModel怎麽用？Java BlackScholesMertonModel使用的例子？那麽, 這裏精選的類代碼示例或許可以為您提供幫助。
BlackScholesMertonModel類屬於com.opengamma.analytics.financial.model.option.pricing.analytic包，在下文中一共展示了BlackScholesMertonModel類的1個代碼示例，這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚，您的評價將有助於係統推薦出更棒的Java代碼示例。
示例1: calculate
import com.opengamma.analytics.financial.model.option.pricing.analytic.BlackScholesMertonModel; //導入依賴的package包/類
@Override
public void calculate() {
if (contractPrice == null && impliedVolatility == null) {
throw new IllegalArgumentException("To find contract price, implied volatility must be known in advance. To find IV, contract price must be known in advance. Both are null.");
}
BlackScholesMertonModel model = new BlackScholesMertonModel();
if (contractPrice == null) {
// @param forward The forward value of the underlying -> getStrike
// @param strike The Strike -> getStrike
// @param timeToExpiry The time-to-expiry -> getTimeToExpiry
// @param lognormalVol The log-normal volatility -> impliedVolatility
// @param isCall True for calls, false for puts -> isCall()
contractPrice = BlackFormulaRepository.price(strike, strike, getTimeToExpiry(), impliedVolatility, isCall());
} else if (impliedVolatility == null) {
// @param price The <b>forward</b> price -> contractPrice
// @param forward The forward value of the underlying -> strike
// @param strike The Strike -> getStrike()
// @param timeToExpiry The time-to-expiry -> getTimeToExpiry()
// @param isCall true for call -> isCall()
impliedVolatility = BlackFormulaRepository.impliedVolatility(contractPrice, getStrike(), getStrike(), getTimeToExpiry(), isCall());
}
calculateGreeks();
}