Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OneAssetOption

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Option

org.quantlib.OneAssetOption

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

BarrierOption, CliquetOption, ComplexChooserOption, CompoundOption, ContinuousAveragingAsianOption, ContinuousFixedLookbackOption, ContinuousFloatingLookbackOption, DiscreteAveragingAsianOption, DividendVanillaOption, DoubleBarrierOption, ForwardVanillaOption, PartialTimeBarrierOption, QuantoVanillaOption, SimpleChooserOption, VanillaOption, VanillaSwingOption

public class OneAssetOption
extends Option
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	OneAssetOption(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	delta()
double	deltaForward()
double	dividendRho()
double	elasticity()
protected void	finalize()
double	gamma()
protected static long	getCPtr(OneAssetOption obj)
double	itmCashProbability()
double	rho()
double	strikeSensitivity()
protected void	swigSetCMemOwn(boolean own)
double	theta()
double	thetaPerDay()
double	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

OneAssetOption

protected OneAssetOption(long cPtr,
                         boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(OneAssetOption obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Option

finalize

protected void finalize()

Overrides:

finalize in class Option

delete

public void delete()

Specified by:

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

Overrides:

delete in class Option

delta

public double delta()

deltaForward

public double deltaForward()

elasticity

public double elasticity()

gamma

public double gamma()

theta

public double theta()

thetaPerDay

public double thetaPerDay()

vega

public double vega()

rho

public double rho()

dividendRho

public double dividendRho()

strikeSensitivity

public double strikeSensitivity()

itmCashProbability

public double itmCashProbability()