com.opengamma.strata.product.option.Barrier Maven / Gradle / Ivy
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/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.option;
import java.time.LocalDate;
/**
* Definition of barrier event of option instruments.
*
* The barrier type, knock type, barrier level and other relevant information are specified in this class.
*
* The barrier level can be date dependent.
* For forward starting barrier, the barrier level can be set to very high or low level in the initial period.
* The barrier is continuously monitored.
*/
public interface Barrier {
/**
* Obtains the barrier type.
*
* @return the barrier type
*/
public abstract BarrierType getBarrierType();
/**
* Obtains the knock type.
*
* @return the knock type
*/
public abstract KnockType getKnockType();
/**
* Obtains the barrier level for a given observation date.
*
* @param date the observation date
* @return the barrier level
*/
public abstract double getBarrierLevel(LocalDate date);
/**
* Obtains an instance with knock type inverted.
*
* @return the instance
*/
public abstract Barrier inverseKnockType();
}