Uses of Class
org.quantlib.Option.Type

Uses of Option.Type in org.quantlib

Fields in org.quantlib declared as Option.Type

Modifier and Type	Field	Description
static Option.Type	Option.Type.Call
static Option.Type	Option.Type.Put

Methods in org.quantlib that return Option.Type

Modifier and Type	Method	Description
Option.Type	TypePayoff.optionType()
static Option.Type	Option.Type.swigToEnum(int swigValue)

Methods in org.quantlib with parameters of type Option.Type

Modifier and Type	Method	Description
static double	QuantLib.bachelierBlackFormula(Option.Type optionType, double strike, double forward, double stdDev)
static double	QuantLib.bachelierBlackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount)
static double	QuantLib.bachelierBlackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev)
static double	QuantLib.bachelierBlackFormulaImpliedVol(Option.Type optionType, double strike, double forward, double tte, double bachelierPrice)
static double	QuantLib.bachelierBlackFormulaImpliedVol(Option.Type optionType, double strike, double forward, double tte, double bachelierPrice, double discount)
static double	QuantLib.blackFormula(Option.Type optionType, double strike, double forward, double stdDev)
static double	QuantLib.blackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount)
static double	QuantLib.blackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount, double displacement)
static double	QuantLib.blackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev)
static double	QuantLib.blackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev, double displacement)
static double	QuantLib.blackFormulaCashItmProbability(Option.Type optionType, double strike, double forward, double stdDev)
static double	QuantLib.blackFormulaCashItmProbability(Option.Type optionType, double strike, double forward, double stdDev, double displacement)
static double	QuantLib.blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice)
static double	QuantLib.blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount)
static double	QuantLib.blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement)
static double	QuantLib.blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess)
static double	QuantLib.blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double accuracy)
static double	QuantLib.blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double accuracy, long maxIterations)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy, long maxIterations)
double	SmileSection.digitalOptionPrice(double strike, Option.Type type)
double	SmileSection.digitalOptionPrice(double strike, Option.Type type, double discount)
double	SmileSection.digitalOptionPrice(double strike, Option.Type type, double discount, double gap)
double	AndreasenHugeVolatilityInterpl.optionPrice(double t, double strike, Option.Type optionType)
double	SmileSection.optionPrice(double strike, Option.Type type)
double	SmileSection.optionPrice(double strike, Option.Type type, double discount)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff)
double	Gaussian1dModel.zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff, boolean flatPayoffExtrapolation)

Constructors in org.quantlib with parameters of type Option.Type

Constructor	Description
AssetOrNothingPayoff(Option.Type type, double strike)
BlackDeltaCalculator(Option.Type ot, DeltaVolQuote.DeltaType dt, double spot, double dDiscount, double fDiscount, double stDev)
CashOrNothingPayoff(Option.Type type, double strike, double payoff)
FloatingTypePayoff(Option.Type type)
GapPayoff(Option.Type type, double strike, double strikePayoff)
PercentageStrikePayoff(Option.Type type, double moneyness)
PlainVanillaPayoff(Option.Type type, double strike)
SuperSharePayoff(Option.Type type, double strike, double increment)
VanillaForwardPayoff(Option.Type type, double strike)