Package com.opengamma.analytics.financial.equity.option

Examples of com.opengamma.analytics.financial.equity.option.EquityOptionBlackMethod.spotIndexValue()


    if (derivative instanceof EquityIndexOption) {
      final EquityIndexOptionBlackMethod model = EquityIndexOptionBlackMethod.getInstance();
      return Collections.singleton(new ComputedValue(resultSpec, model.spotIndexValue(market)));
    }
    final EquityOptionBlackMethod model = EquityOptionBlackMethod.getInstance();
    return Collections.singleton(new ComputedValue(resultSpec, model.spotIndexValue(market)));
  }

  @Override
  protected String getCalculationMethod() {
    return CalculationPropertyNamesAndValues.BLACK_METHOD;
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