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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
package net.finmath.equities.pricer;
import java.util.ArrayList;
import net.finmath.equities.products.Option;
/**
* Class to store a pricing request handed to implementations of the IOptionPricer interface.
*
* @author Andreas Grotz
*/
public class EquityValuationRequest {
enum CalculationRequestType
{
Price,
EqDelta,
EqGamma,
EqVega,
Theta,
}
private final Option option;
private final ArrayList calcsRequested;
public EquityValuationRequest(final Option option, final ArrayList calcsRequested)
{
this.option = option;
this.calcsRequested = calcsRequested;
}
public Option getOption() {
return option;
}
public ArrayList getCalcsRequested() {
return calcsRequested;
}
}