org.jquantlib.instruments

Class Option

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Option

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

OneAssetOption

public abstract class Option
extends Instrument

Abstract base class for Options

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	Option.Arguments basic option arguments
static class	Option.ArgumentsImpl Keeps arguments used by PricingEngines and necessary for Option valuation
static interface	Option.Greeks additional option results
static class	Option.GreeksImpl This class keeps Greeks and other Results calculated by a PricingEngine
static interface	Option.MoreGreeks more additional option results
static class	Option.MoreGreeksImpl This class keeps additional Greeks and other Results calculated by a PricingEngine
static class	Option.Type This enumeration represents options types: CALLs and PUTs.

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

Instrument.Results, Instrument.ResultsImpl

Constructor Summary

Constructors

Constructor and Description
Option(Payoff payoff, Exercise exercise)

Method Summary

Methods inherited from class org.jquantlib.instruments.Instrument

errorEstimate, isExpired, 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

Option

public Option(Payoff payoff,
              Exercise exercise)