org.jquantlib.instruments

Class EuropeanOption

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Option

org.jquantlib.instruments.OneAssetOption

org.jquantlib.instruments.VanillaOption

org.jquantlib.instruments.EuropeanOption

All Implemented Interfaces:

Observable, Observer

public class EuropeanOption
extends VanillaOption

European option on a single asset

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.instruments.VanillaOption

VanillaOption.Engine, VanillaOption.EngineImpl

Nested classes/interfaces inherited from class org.jquantlib.instruments.OneAssetOption

OneAssetOption.Arguments, OneAssetOption.ArgumentsImpl, OneAssetOption.Results, OneAssetOption.ResultsImpl

Nested classes/interfaces inherited from class org.jquantlib.instruments.Option

Option.Greeks, Option.GreeksImpl, Option.MoreGreeks, Option.MoreGreeksImpl, Option.Type

Constructor Summary

Constructors

Constructor and Description
EuropeanOption(Payoff payoff, Exercise exercise)

Method Summary

Methods inherited from class org.jquantlib.instruments.VanillaOption

impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility, impliedVolatility

Methods inherited from class org.jquantlib.instruments.OneAssetOption

delta, deltaForward, dividendRho, elasticity, fetchResults, gamma, isExpired, itmCashProbability, rho, setupExpired, strikeSensitivity, theta, thetaPerDay, vega

Methods inherited from class org.jquantlib.instruments.Instrument

errorEstimate, NPV, setPricingEngine

Methods inherited from class org.jquantlib.util.LazyObject

addObserver, countObservers, deleteObserver, deleteObservers, freeze, getObservers, notifyObservers, notifyObservers, recalculate, unfreeze, update

Methods inherited from class java.lang.Object

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

Constructor Detail

EuropeanOption

public EuropeanOption(Payoff payoff,
                      Exercise exercise)