Uses of Enum
net.finmath.modelling.products.CallOrPut

Packages that use CallOrPut

Package	Description
net.finmath.finitedifference.assetderivativevaluation.boundaries	Package net.finmath.finitedifference.assetderivativevaluation.boundaries.
net.finmath.finitedifference.assetderivativevaluation.products	Package net.finmath.finitedifference.assetderivativevaluation.products.
net.finmath.finitedifference.interestrate.products	Package net.finmath.finitedifference.interestrate.products.
net.finmath.fouriermethod.products	Provides characteristic functions of payoffs / values (products) and their numerical integration against a given model (valuation).
net.finmath.functions	Provides some static functions, e.g., analytic valuation formulas or functions from linear algebra.
net.finmath.modelling.products	Interface and base classes related to products.
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.

Uses of CallOrPut in net.finmath.finitedifference.assetderivativevaluation.boundaries

Methods in net.finmath.finitedifference.assetderivativevaluation.boundaries with parameters of type CallOrPut

Modifier and Type	Method	Description
static TwoStateActiveBoundaryProvider	ActiveBoundaryProviderFactory.createProvider(FiniteDifferenceEquityModel model, double strike, double maturity, CallOrPut callOrPut)	Performs the operation.

Constructors in net.finmath.finitedifference.assetderivativevaluation.boundaries with parameters of type CallOrPut

Modifier	Constructor	Description
	BachelierActiveBoundaryProvider(FiniteDifferenceEquityModel model, double strike, double maturity, CallOrPut callOrPut)	Performs the operation.
	BlackScholesActiveBoundaryProvider(FiniteDifferenceEquityModel model, double strike, double maturity, CallOrPut callOrPut)	Performs the operation.
	CevActiveBoundaryProvider(FiniteDifferenceEquityModel model, double strike, double maturity, CallOrPut callOrPut)	Performs the operation.

Uses of CallOrPut in net.finmath.finitedifference.assetderivativevaluation.products

Methods in net.finmath.finitedifference.assetderivativevaluation.products that return CallOrPut

Modifier and Type	Method	Description
CallOrPut	AmericanOption.getCallOrPut()	Returns whether the option is a call or put.
CallOrPut	AsianOption.getCallOrPut()	Returns the value.
CallOrPut	BarrierOption.getCallOrPut()	Returns the value.
CallOrPut	BasketOption.getCallOrPut()	Returns the option type.
CallOrPut	BermudanOption.getCallOrPut()	Returns the value.
CallOrPut	BestOfOption.getCallOrPut()	Returns the option type.
CallOrPut	DigitalBarrierOption.getCallOrPut()	Returns the value.
CallOrPut	DigitalBasketOption.getCallOrPut()	Returns the option type.
CallOrPut	DigitalOption.getCallOrPut()	Returns call/put type.
CallOrPut	DoubleBarrierOption.getCallOrPut()	Returns the call/put sign.
CallOrPut	EuropeanOption.getCallOrPut()	Returns whether the option is a call or put.
CallOrPut	FloatingStrikeSwingOption.getCallOrPut()	Returns the call/put flag.
CallOrPut	ShoutOption.getCallOrPut()	Returns the call/put flag.
CallOrPut	SwingOption.getCallOrPut()	Returns the call/put indicator.
CallOrPut	WorstOfOption.getCallOrPut()	Returns the option type.

Methods in net.finmath.finitedifference.assetderivativevaluation.products with parameters of type CallOrPut

Modifier and Type	Method	Description
static DigitalBasketOption	DigitalBasketOption.bestOf(String[] underlyingNames, double maturity, double strike, double cashPayoff, CallOrPut callOrPut)	Creates a best-of digital option.
static DigitalBasketOption	DigitalBasketOption.linearCombination(String[] underlyingNames, double maturity, double[] quantities, double strike, double cashPayoff, CallOrPut callOrPut)	Creates a linear-combination digital option.
static DigitalBasketOption	DigitalBasketOption.worstOf(String[] underlyingNames, double maturity, double strike, double cashPayoff, CallOrPut callOrPut)	Creates a worst-of digital option.

Constructors in net.finmath.finitedifference.assetderivativevaluation.products with parameters of type CallOrPut

Modifier	Constructor	Description
	AmericanOption(double maturity, double strike, CallOrPut callOrPutSign)	Creates an American option (single-asset case, unnamed underlying).
	AmericanOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign)	Creates an American option for a named underlying.
	AsianOption(double maturity, double strike, CallOrPut callOrPutSign)	Performs the operation.
	AsianOption(double maturity, CallOrPut callOrPutSign, AsianStrike asianStrike)	Performs the operation.
	AsianOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign)	Performs the operation.
	AsianOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign, AsianStrike asianStrike, Exercise exercise)	Performs the operation.
	AsianOption(String underlyingName, double maturity, CallOrPut callOrPutSign, AsianStrike asianStrike)	Performs the operation.
	BarrierOption(double maturity, double strike, double barrierValue, double rebate, CallOrPut callOrPutSign, BarrierType barrierType)	Performs the operation.
	BarrierOption(double maturity, double strike, double barrierValue, double rebate, CallOrPut callOrPutSign, BarrierType barrierType, Exercise exercise)	Performs the operation.
	BarrierOption(double maturity, double strike, double barrierValue, double rebate, CallOrPut callOrPutSign, BarrierType barrierType, Exercise exercise, MonitoringType monitoringType, double[] monitoringTimes)	Performs the operation.
	BarrierOption(String underlyingName, double maturity, double strike, double barrierValue, double rebate, CallOrPut callOrPutSign, BarrierType barrierType)	Performs the operation.
	BarrierOption(String underlyingName, double maturity, double strike, double barrierValue, double rebate, CallOrPut callOrPutSign, BarrierType barrierType, Exercise exercise)	Performs the operation.
	BarrierOption(String underlyingName, double maturity, double strike, double barrierValue, double rebate, CallOrPut callOrPutSign, BarrierType barrierType, Exercise exercise, MonitoringType monitoringType, double[] monitoringTimes)	Performs the operation.
	BarrierOption(String underlyingName, double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType)	Performs the operation.
	BarrierOption(String underlyingName, double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType, Exercise exercise)	Performs the operation.
	BasketOption(double maturity, double[] quantities, double strike, CallOrPut callOrPut)	Creates a European linear basket option.
	BasketOption(String[] underlyingNames, double maturity, double[] quantities, double strike, CallOrPut callOrPut)	Creates a European linear basket option.
	BermudanOption(double[] exerciseTimes, double strike, CallOrPut callOrPutSign)	Performs the operation.
	BermudanOption(String underlyingName, double[] exerciseTimes, double strike, CallOrPut callOrPutSign)	Performs the operation.
	BestOfOption(double maturity, double strike, CallOrPut callOrPut)	Creates a European best-of option with unnamed underlyings.
	BestOfOption(String firstUnderlyingName, String secondUnderlyingName, double maturity, double strike, CallOrPut callOrPut)	Creates a European best-of option for two named underlyings.
	DigitalBarrierOption(double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType, DigitalPayoffType digitalPayoffType, double cashPayoff)	Performs the operation.
	DigitalBarrierOption(double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType, DigitalPayoffType digitalPayoffType, double cashPayoff, Exercise exercise)	Performs the operation.
	DigitalBarrierOption(double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType, DigitalPayoffType digitalPayoffType, double cashPayoff, Exercise exercise, MonitoringType monitoringType, double[] monitoringTimes)	Performs the operation.
	DigitalBarrierOption(String underlyingName, double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType, DigitalPayoffType digitalPayoffType, double cashPayoff)	Performs the operation.
	DigitalBarrierOption(String underlyingName, double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType, DigitalPayoffType digitalPayoffType, double cashPayoff, Exercise exercise)	Performs the operation.
	DigitalBarrierOption(String underlyingName, double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType, DigitalPayoffType digitalPayoffType, double cashPayoff, Exercise exercise, MonitoringType monitoringType, double[] monitoringTimes)	Performs the operation.
	DigitalBarrierOption(String underlyingName, double maturity, double strike, double barrierValue, CallOrPut callOrPutSign, BarrierType barrierType, DigitalPayoffType digitalPayoffType, double cashPayoff, MonitoringType monitoringType, double[] monitoringTimes)	Performs the operation.
	DigitalBasketOption(double maturity, DigitalBasketOption.BasketDigitalType basketDigitalType, double[] quantities, double strike, double cashPayoff, CallOrPut callOrPut)	Creates a digital basket option.
	DigitalBasketOption(String[] underlyingNames, double maturity, DigitalBasketOption.BasketDigitalType basketDigitalType, double[] quantities, double strike, double cashPayoff, CallOrPut callOrPut)	Creates a digital basket option.
	DigitalOption(double maturity, double strike, CallOrPut callOrPutSign, DigitalPayoffType digitalPayoffType, double cashPayoff)	Creates a European digital option.
	DigitalOption(double maturity, double strike, CallOrPut callOrPutSign, DigitalPayoffType digitalPayoffType, double cashPayoff, Exercise exercise)	Creates a digital option with explicit exercise specification.
	DigitalOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign, DigitalPayoffType digitalPayoffType, double cashPayoff)	Creates a European digital option.
	DigitalOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign, DigitalPayoffType digitalPayoffType, double cashPayoff, Exercise exercise)	Creates a digital option with explicit exercise specification.
	DoubleBarrierOption(double maturity, double strike, double lowerBarrier, double upperBarrier, CallOrPut callOrPutSign, DoubleBarrierType doubleBarrierType)	Creates a European double-barrier option with anonymous underlying.
	DoubleBarrierOption(double maturity, double strike, double lowerBarrier, double upperBarrier, CallOrPut callOrPutSign, DoubleBarrierType doubleBarrierType, Exercise exercise)	Creates a double-barrier option with anonymous underlying.
	DoubleBarrierOption(double maturity, double strike, double lowerBarrier, double upperBarrier, CallOrPut callOrPutSign, DoubleBarrierType doubleBarrierType, Exercise exercise, MonitoringType monitoringType, double[] monitoringTimes)	Creates a double-barrier option with anonymous underlying.
	DoubleBarrierOption(double maturity, double strike, double lowerBarrier, double upperBarrier, CallOrPut callOrPutSign, DoubleBarrierType doubleBarrierType, MonitoringType monitoringType, double[] monitoringTimes)	Creates a European double-barrier option with anonymous underlying.
	DoubleBarrierOption(String underlyingName, double maturity, double strike, double lowerBarrier, double upperBarrier, CallOrPut callOrPutSign, DoubleBarrierType doubleBarrierType)	Creates a European double-barrier option.
	DoubleBarrierOption(String underlyingName, double maturity, double strike, double lowerBarrier, double upperBarrier, CallOrPut callOrPutSign, DoubleBarrierType doubleBarrierType, Exercise exercise)	Creates a double-barrier option.
	DoubleBarrierOption(String underlyingName, double maturity, double strike, double lowerBarrier, double upperBarrier, CallOrPut callOrPutSign, DoubleBarrierType doubleBarrierType, Exercise exercise, MonitoringType monitoringType, double[] monitoringTimes)	Creates a double-barrier option.
	DoubleBarrierOption(String underlyingName, double maturity, double strike, double lowerBarrier, double upperBarrier, CallOrPut callOrPutSign, DoubleBarrierType doubleBarrierType, MonitoringType monitoringType, double[] monitoringTimes)	Creates a European double-barrier option.
	EuropeanOption(double maturity, double strike, CallOrPut callOrPutSign)	Creates a European option (single-asset case, unnamed underlying).
	EuropeanOption(String underlyingName, double maturity, double strike, CallOrPut callOrPutSign)	Creates a European option for a named underlying.
	FloatingStrikeSwingOption(double[] decisionTimes, double[] fixingTimes, double[] fixingWeights, double strikeShift, double strikeScale, double[] accumulatorGrid, double[] localMinQuantity, double[] localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep, SwingStrikeFixingConvention fixingConvention)	Creates a floating-strike swing option with anonymous underlying.
	FloatingStrikeSwingOption(double[] decisionTimes, double[] fixingTimes, double[] fixingWeights, double strikeShift, double strikeScale, double[] accumulatorGrid, double localMinQuantity, double localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep, SwingStrikeFixingConvention fixingConvention)	Creates a floating-strike swing option with anonymous underlying and time-homogeneous local quantity bounds.
	FloatingStrikeSwingOption(String underlyingName, double[] decisionTimes, double[] fixingTimes, double[] fixingWeights, double strikeShift, double strikeScale, double[] accumulatorGrid, double[] localMinQuantity, double[] localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep, SwingStrikeFixingConvention fixingConvention)	Creates a floating-strike swing option.
	FloatingStrikeSwingOption(String underlyingName, double[] decisionTimes, double[] fixingTimes, double[] fixingWeights, double strikeShift, double strikeScale, double[] accumulatorGrid, double localMinQuantity, double localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep, SwingStrikeFixingConvention fixingConvention)	Creates a floating-strike swing option with time-homogeneous local quantity bounds.
	ShoutOption(double maturity, double initialStrike, double[] strikeGrid, int maximumNumberOfShouts, CallOrPut callOrPut)	Creates a shout option with zero shout cash adjustment.
	ShoutOption(String underlyingName, double maturity, double initialStrike, double[] strikeGrid, int maximumNumberOfShouts, CallOrPut callOrPut, double shoutCashAdjustment)	Creates a shout option.
	SwingOption(double[] decisionTimes, double strike, double[] localMinQuantity, double[] localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep)	Creates a generalized swing option with anonymous underlying.
	SwingOption(double[] decisionTimes, double strike, double localMinQuantity, double localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep)	Creates a generalized swing option with anonymous underlying and time- homogeneous local bounds.
	SwingOption(String underlyingName, double[] decisionTimes, double strike, double[] localMinQuantity, double[] localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep)	Creates a generalized swing option.
	SwingOption(String underlyingName, double[] decisionTimes, double strike, double localMinQuantity, double localMaxQuantity, double globalMinQuantity, double globalMaxQuantity, CallOrPut callOrPut, SwingQuantityMode quantityMode, double quantityGridStep)	Creates a generalized swing option with time-homogeneous local bounds.
	WorstOfOption(double maturity, double strike, CallOrPut callOrPut)	Creates a European worst-of option with unnamed underlyings.
	WorstOfOption(String firstUnderlyingName, String secondUnderlyingName, double maturity, double strike, CallOrPut callOrPut)	Creates a European worst-of option for two named underlyings.

Uses of CallOrPut in net.finmath.finitedifference.interestrate.products

Methods in net.finmath.finitedifference.interestrate.products that return CallOrPut

Modifier and Type	Method	Description
CallOrPut	OptionOnBond.getCallOrPut()	Returns the call/put indicator.

Constructors in net.finmath.finitedifference.interestrate.products with parameters of type CallOrPut

Modifier	Constructor	Description
	OptionOnBond(Bond underlyingBond, double exerciseDate, double strike, CallOrPut callOrPut)	Creates a European option on a deterministic-cashflow bond.

Uses of CallOrPut in net.finmath.fouriermethod.products

Constructors in net.finmath.fouriermethod.products with parameters of type CallOrPut

Modifier	Constructor	Description
	EuropeanOption(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 index underlyingIndex from the model - single asset case).

Uses of CallOrPut in net.finmath.functions

Methods in net.finmath.functions with parameters of type CallOrPut

Modifier and Type	Method	Description
static double	AsianOption.blackPrice(CallOrPut optionType, double forward, double strike, double stdDev, double discountFactor)	Black-style price using forward, strike, std-dev and discount factor.
static double	AsianOption.priceContinuousArithmeticAveragePriceLevy(CallOrPut optionType, double spot, double strike, double riskFreeRate, double dividendYield, double volatility, double averagingStartTime, double maturity, double currentAverage)	Levy approximation for a continuous arithmetic-average price Asian option.
static double	AsianOption.priceContinuousGeometricAveragePrice(CallOrPut optionType, double spot, double strike, double riskFreeRate, double dividendYield, double volatility, double maturity)	Exact Black-Scholes price for a continuous geometric-average Asian option.
static double	AsianOption.priceDiscreteArithmeticAveragePriceTurnbullWakeman(CallOrPut optionType, double spot, double strike, double riskFreeRate, double dividendYield, double volatility, double exerciseTime, double[] futureFixingTimes, int pastFixings, double runningSum)	Turnbull-Wakeman approximation for a discrete arithmetic-average price Asian option.
static double	AsianOption.priceDiscreteGeometricAveragePrice(CallOrPut optionType, double spot, double strike, double riskFreeRate, double dividendYield, double volatility, double maturity, double[] futureFixingTimes, int pastFixings, double runningProduct)	Exact Black-Scholes price for a discrete geometric-average price Asian option.
static double	AsianOption.priceDiscreteGeometricAverageStrike(CallOrPut optionType, double spot, double riskFreeRate, double dividendYield, double volatility, double residualTime, double[] fixingTimesFromStart, int pastFixings, double runningProduct)	Exact Black-Scholes price for a discrete geometric-average strike Asian option.

Uses of CallOrPut in net.finmath.modelling.products

Subclasses with type arguments of type CallOrPut in net.finmath.modelling.products

Modifier and Type	Class	Description
enum	CallOrPut	Defines once and for all for the library how we treat calls and puts via EuropeanOption classes.

Methods in net.finmath.modelling.products that return CallOrPut

Modifier and Type	Method	Description
static CallOrPut	CallOrPut.valueOf(String name)	Returns the enum constant of this type with the specified name.
static CallOrPut[]	CallOrPut.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Uses of CallOrPut in net.finmath.montecarlo.assetderivativevaluation.products

Methods in net.finmath.montecarlo.assetderivativevaluation.products that return CallOrPut

Modifier and Type	Method	Description
CallOrPut	EuropeanOption.getCallOrPut()

Constructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type CallOrPut

Modifier	Constructor	Description
	EuropeanOption(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 index underlyingIndex from the model - single asset case).