Uses of Class
org.quantlib.Option.Type
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Uses of Option.Type in org.quantlib
Fields in org.quantlib declared as Option.Type Modifier and Type Field Description static Option.TypeOption.Type. Callstatic Option.TypeOption.Type. PutMethods in org.quantlib that return Option.Type Modifier and Type Method Description Option.TypeTypePayoff. optionType()static Option.TypeOption.Type. swigToEnum(int swigValue)Methods in org.quantlib with parameters of type Option.Type Modifier and Type Method Description static doubleQuantLib. bachelierBlackFormula(Option.Type optionType, double strike, double forward, double stdDev)static doubleQuantLib. bachelierBlackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount)static doubleQuantLib. bachelierBlackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev)static doubleQuantLib. bachelierBlackFormulaImpliedVol(Option.Type optionType, double strike, double forward, double tte, double bachelierPrice)static doubleQuantLib. bachelierBlackFormulaImpliedVol(Option.Type optionType, double strike, double forward, double tte, double bachelierPrice, double discount)static doubleQuantLib. blackFormula(Option.Type optionType, double strike, double forward, double stdDev)static doubleQuantLib. blackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount)static doubleQuantLib. blackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount, double displacement)static doubleQuantLib. blackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev)static doubleQuantLib. blackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev, double displacement)static doubleQuantLib. blackFormulaCashItmProbability(Option.Type optionType, double strike, double forward, double stdDev)static doubleQuantLib. blackFormulaCashItmProbability(Option.Type optionType, double strike, double forward, double stdDev, double displacement)static doubleQuantLib. blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice)static doubleQuantLib. blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount)static doubleQuantLib. blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement)static doubleQuantLib. blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess)static doubleQuantLib. blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double accuracy)static doubleQuantLib. blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double accuracy, long maxIterations)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy)static doubleQuantLib. blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy, long maxIterations)doubleSmileSection. digitalOptionPrice(double strike, Option.Type type)doubleSmileSection. digitalOptionPrice(double strike, Option.Type type, double discount)doubleSmileSection. digitalOptionPrice(double strike, Option.Type type, double discount, double gap)doubleAndreasenHugeVolatilityInterpl. optionPrice(double t, double strike, Option.Type optionType)doubleSmileSection. optionPrice(double strike, Option.Type type)doubleSmileSection. optionPrice(double strike, Option.Type type, double discount)doubleGaussian1dModel. zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike)doubleGaussian1dModel. zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate)doubleGaussian1dModel. zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y)doubleGaussian1dModel. zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts)doubleGaussian1dModel. zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs)doubleGaussian1dModel. zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints)doubleGaussian1dModel. zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff)doubleGaussian1dModel. 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)
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