Package org.jquantlib.instruments

Interface Summary

Interface	Description
Bond.Arguments	basic bond arguments
Bond.Engine	basic bond price engine
Bond.Results	basic bond results
Instrument.Arguments	basic instrument arguments
Instrument.Results	Results from instrument calculation
OneAssetOption.Arguments	basic option arguments
OneAssetOption.Engine
OneAssetOption.Results	Results from single-asset option calculation
Option.Arguments	basic option arguments
Option.Greeks	additional option results
Option.MoreGreeks	more additional option results
Swap.Arguments	Basic swap arguments
Swap.Results	Basic swap results
VanillaOption.Engine
VanillaSwap.Arguments
VanillaSwap.Results

Class Summary

Class	Description
AssetOrNothingPayoff	Binary asset-or-nothing payoff which pays off nothing if the underlying asset price finishes below/above the strike price , or pays out the asset price itself if the underlying asset finishes above/below the strike price.
BarrierOption	Barrier option on a single asset.
BarrierOption.ArgumentsImpl	This class defines validation for option arguments
BarrierOption.EngineImpl	Barrier-option engine base class
BarrierOption.ResultsImpl
BMASwap	BMA Swap swap paying Libor against BMA coupons
Bond	Base bond class Derived classes must fill the uninitialized data members.
Bond.ArgumentsImpl
Bond.EngineImpl	The pricing engine for bonds
Bond.ResultsImpl
Bond.YieldFinder
CallabilitySchedule
CapFloor	Base class for cap-like instruments
CashOrNothingPayoff	Binary cash-or-nothing payoff which pays off nothing if the underlying asset price finishes below/above the strike price , or pays out a predetermined constant amount if the underlying asset finishes above/below the strike price.
ContinuousAveragingAsianOption	Description of the terms and conditions of a discrete average out fixed strike option.
ContinuousAveragingAsianOption.ArgumentsImpl
ContinuousAveragingAsianOption.EngineImpl	Asian option on a single asset
ContinuousAveragingAsianOption.ResultsImpl
DiscreteAveragingAsianOption	Discrete-averaging Asian option
DiscreteAveragingAsianOption.ArgumentsImpl	Description of the terms and conditions of a discrete average out fixed strike option.
DiscreteAveragingAsianOption.EngineImpl	Asian option on a single asset
DiscreteAveragingAsianOption.ResultsImpl
DiscretizedAsset	Discretized asset class used by numerical methods
DiscretizedDiscountBond	Useful discretized discount bond asset
DiscretizedOption	Discretized option on a given asset
DividendSchedule
DividendVanillaOption	Single-asset vanilla option (no barriers) with discrete dividends
DividendVanillaOption.ArgumentsImpl
DividendVanillaOption.EngineImpl
DividendVanillaOption.ResultsImpl
EarlierThanCashFlowComparator
EuropeanOption	European option on a single asset
Forward	Abstract base forward class
ForwardRateAgreement	Forward rate agreement (FRA) class
ForwardTypePayoff	Class for forward type payoffs
GapPayoff	Binary gap payoff which is equivalent of being: long a PlainVanillaPayoff at the first strike (same CALL/PUT type) and short a CashOrNothingPayoff at the first strike (same CALL/PUT type) with cash payoff equal to the difference between the second and the first strike.
ImpliedVolatilityHelper	Helper class for one-asset implied-volatility calculation
Instrument	This is an abstract Instrument class which is able to use a PricingEngine implemented internally or externally to it.
Instrument.ResultsImpl	Results are used by PricingEngines in order to store results of calculations relative to new-style Instruments
MakeVanillaSwap	This class provides a more comfortable way to instantiate standard market swap.
NullPayoff	Dummy payoff class.
OneAssetOption	Base class for options on a single asset
OneAssetOption.ArgumentsImpl
OneAssetOption.EngineImpl	The pricing engine for one-asset options
OneAssetOption.ResultsImpl	Results from single-asset option calculation
Option	Abstract base class for Options
Option.ArgumentsImpl	Keeps arguments used by PricingEngines and necessary for Option valuation
Option.GreeksImpl	This class keeps Greeks and other Results calculated by a PricingEngine
Option.MoreGreeksImpl	This class keeps additional Greeks and other Results calculated by a PricingEngine
Payoff	Abstract base class for option payoffs
PlainVanillaPayoff	Plain-vanilla payoff
PriceError
Settlement
Stock	Simple stock class
StrikedTypePayoff	Intermediate class for typed payoffs (CALL/PUT) with a fixed strike price
Swap	Interest rate swap
Swap.ArgumentsImpl
Swap.EngineImpl
Swap.ResultsImpl
Swaption
TypePayoff	Intermediate class for typed payoffs (CALL/PUT)
VanillaOption	Vanilla option (no discrete dividends, no barriers) on a single asset
VanillaOption.EngineImpl	Vanilla option engine base class
VanillaSwap	Plain-vanilla swap

Enum Summary

Enum	Description
AverageType	Average/Asian option type.
BarrierType	Barrier type
BMASwap.Type
CapFloor.Type
Option.Type	This enumeration represents options types: CALLs and PUTs.
Position
Settlement.Type
VanillaSwap.Type