- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.LazyObject
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- org.quantlib.Instrument
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- org.quantlib.Option
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- org.quantlib.OneAssetOption
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- org.quantlib.VanillaOption
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
EuropeanOption
public class VanillaOption extends OneAssetOption implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Nested Class Summary
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Nested classes/interfaces inherited from class org.quantlib.Option
Option.Type
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Constructor Summary
Constructors Modifier Constructor Description protectedVanillaOption(long cPtr, boolean cMemoryOwn)VanillaOption(StrikedTypePayoff payoff, Exercise exercise)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(VanillaOption obj)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol)doubleimpliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol, double maxVol)SampledCurvepriceCurve()protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.OneAssetOption
delta, deltaForward, dividendRho, elasticity, gamma, getCPtr, itmCashProbability, rho, strikeSensitivity, theta, thetaPerDay, vega
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Methods inherited from class org.quantlib.Instrument
errorEstimate, getCPtr, isExpired, NPV, setPricingEngine
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Methods inherited from class org.quantlib.LazyObject
alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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VanillaOption
protected VanillaOption(long cPtr, boolean cMemoryOwn)
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VanillaOption
public VanillaOption(StrikedTypePayoff payoff, Exercise exercise)
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Method Detail
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getCPtr
protected static long getCPtr(VanillaOption obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classOneAssetOption
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finalize
protected void finalize()
- Overrides:
finalizein classOneAssetOption
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classOneAssetOption
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol, double maxVol)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy)
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impliedVolatility
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends)
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priceCurve
public SampledCurve priceCurve()
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