Uses of Class
com.github.vonrosen.quantlib.Option.Type

Uses of Option.Type in com.github.vonrosen.quantlib

Fields in com.github.vonrosen.quantlib declared as Option.Type

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

Methods in com.github.vonrosen.quantlib that return Option.Type

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

Methods in com.github.vonrosen.quantlib with parameters of type Option.Type

Modifier and Type	Method and Description
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 com.github.vonrosen.quantlib with parameters of type Option.Type

Constructor and Description
AssetOrNothingPayoff(Option.Type type, double strike)
CashOrNothingPayoff(Option.Type type, double strike, double payoff)
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)