Package org.jquantlib.instruments

Examples of org.jquantlib.instruments.EuropeanOption.addObserver()

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        // test
        final double refValue = option2.NPV();

        final Flag f = new Flag();
        option2.addObserver(f);

        option1.impliedVolatility(refValue*1.5, stochProcess, tolerance, maxEvaluations);

        if (f.isUp()) {
            fail("implied volatility calculation triggered a change in another instrument");
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999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
        // test
        final double refValue = option2.NPV();

        final Flag f = new Flag();
        option2.addObserver(f);

        option1.impliedVolatility(refValue*1.5, stochProcess, tolerance, maxEvaluations);

        if (f.isUp()) {
            fail("implied volatility calculation triggered a change in another instrument");
View Full Code Here
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