Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class DividendVanillaOption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Option

org.quantlib.OneAssetOption

org.quantlib.DividendVanillaOption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class DividendVanillaOption
extends OneAssetOption
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.Option

Option.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	DividendVanillaOption(long cPtr, boolean cMemoryOwn)
	DividendVanillaOption(StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(DividendVanillaOption obj)
double	impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process)
double	impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)
double	impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations)
double	impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol)
double	impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.OneAssetOption

delta, deltaForward, dividendRho, elasticity, gamma, getCPtr, itmCashProbability, rho, strikeSensitivity, theta, thetaPerDay, vega

Methods inherited from class org.quantlib.Option

exercise, getCPtr, payoff

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

DividendVanillaOption

protected DividendVanillaOption(long cPtr,
                                boolean cMemoryOwn)

DividendVanillaOption

public DividendVanillaOption(StrikedTypePayoff payoff,
                             Exercise exercise,
                             DateVector dividendDates,
                             DoubleVector dividends)

Method Detail

getCPtr

protected static long getCPtr(DividendVanillaOption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class OneAssetOption

finalize

protected void finalize()

Overrides:

finalize in class OneAssetOption

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class OneAssetOption

impliedVolatility

public double impliedVolatility(double targetValue,
                                GeneralizedBlackScholesProcess process,
                                double accuracy,
                                long maxEvaluations,
                                double minVol,
                                double maxVol)

impliedVolatility

public double impliedVolatility(double targetValue,
                                GeneralizedBlackScholesProcess process,
                                double accuracy,
                                long maxEvaluations,
                                double minVol)

impliedVolatility

public double impliedVolatility(double targetValue,
                                GeneralizedBlackScholesProcess process,
                                double accuracy,
                                long maxEvaluations)

impliedVolatility

public double impliedVolatility(double targetValue,
                                GeneralizedBlackScholesProcess process,
                                double accuracy)

impliedVolatility

public double impliedVolatility(double targetValue,
                                GeneralizedBlackScholesProcess process)