plham.util

Class BlackScholes

plham.util.BlackScholes

public class BlackScholes

Field Summary

Fields

Modifier and Type	Field and Description
Double	initialPrice
Double	maturityTime
Random	random
Double	riskFreeRate
Double	strikePrice
Double	volatility

Constructor Summary

Constructors

Constructor and Description
BlackScholes(Random random, Double initialPrice, Double strikePrice, Double riskFreeRate, Double volatility, Double maturityTime)

Method Summary

Modifier and Type	Method and Description
Double	compute(Long nsamples, Long nsteps)
static void	main(Rail<String> id$5)

Field Detail

random

public Random random

initialPrice

public Double initialPrice

strikePrice

public Double strikePrice

riskFreeRate

public Double riskFreeRate

volatility

public Double volatility

maturityTime

public Double maturityTime

Constructor Detail

BlackScholes

public BlackScholes(Random random,
                    Double initialPrice,
                    Double strikePrice,
                    Double riskFreeRate,
                    Double volatility,
                    Double maturityTime)

Method Detail

compute

public Double compute(Long nsamples,
                               Long nsteps)

main

public static void main(Rail<String> id$5)