Uses of Enum
net.finmath.modelling.products.CallOrPut
Packages that use CallOrPut
Package
Description
Product valuation code for models using backward propagation.
Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
Interface and base classes related to products.
Products which may be valued using an
AssetModelMonteCarloSimulationModel.-
Uses of CallOrPut in net.finmath.finitedifference.products
Methods in net.finmath.finitedifference.products that return CallOrPutConstructors in net.finmath.finitedifference.products with parameters of type CallOrPutModifierConstructorDescriptionEuropeanOption(double maturity, double strike, CallOrPut callOrPutSign)Construct a product representing an European option on an asset S (where S the asset with index 0 from the model - single asset case).EuropeanOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign)Construct a product representing an European option on an asset S (where S the asset with indexunderlyingIndexfrom the model - single asset case). -
Uses of CallOrPut in net.finmath.fouriermethod.products
Constructors in net.finmath.fouriermethod.products with parameters of type CallOrPutModifierConstructorDescriptionEuropeanOption(double maturity, double strike, CallOrPut callOrPutSign)Construct a product representing an European option on an asset S (where S the asset with index 0 from the model - single asset case).EuropeanOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign)Construct a product representing an European option on an asset S (where S the asset with indexunderlyingIndexfrom the model - single asset case). -
Uses of CallOrPut in net.finmath.modelling.products
Methods in net.finmath.modelling.products that return CallOrPut -
Uses of CallOrPut in net.finmath.montecarlo.assetderivativevaluation.products
Methods in net.finmath.montecarlo.assetderivativevaluation.products that return CallOrPutConstructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type CallOrPutModifierConstructorDescriptionEuropeanOption(double maturity, double strike, CallOrPut callOrPutSign)Construct a product representing an European option on an asset S (where S the asset with index 0 from the model - single asset case).EuropeanOption(double maturity, double strike, CallOrPut callOrPutSign, int underlyingIndex)Construct a product representing an European option on an asset S (where S the asset with index 0 from the model - single asset case).EuropeanOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign)Construct a product representing an European option on an asset S (where S the asset with indexunderlyingIndexfrom the model - single asset case).