Uses of Package
com.quantfinlib.pricing

Packages that use com.quantfinlib.pricing

Package	Description
com.quantfinlib.crb	The central risk book: one netted view of the firm's risk across desks and products, with internalization, routing and hedging.
com.quantfinlib.fx	FX market conventions and instruments, from spot dates to NDFs.
com.quantfinlib.hedging	Hedging algorithms across asset classes.
com.quantfinlib.pricing	Option and derivatives pricing models, implied volatility and volatility surfaces.
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Classes in com.quantfinlib.pricing used by com.quantfinlib.crb

Class	Description
BlackScholes.OptionType

Classes in com.quantfinlib.pricing used by com.quantfinlib.fx

Class	Description
VannaVolga	Vanna-volga pricing: the FX desk's standard smile-consistent adjustment built from exactly three market pillars (in practice the 25Δ put, ATM and 25Δ call that fx.FxVolSurface solves from broker RR/BF quotes).

Classes in com.quantfinlib.pricing used by com.quantfinlib.hedging

Class	Description
BlackScholes.OptionType

Classes in com.quantfinlib.pricing used by com.quantfinlib.pricing

Class	Description
BarrierOption.Direction	Barrier direction relative to spot.
BarrierOption.Knock	Whether the barrier activates or extinguishes the option.
BinomialTree.ExerciseStyle
BlackScholes.Greeks	Full Greek set for one option.
BlackScholes.OptionType
DividendSchedule	Discrete (cash) dividends for equity derivatives — the forward-looking counterpart to data.CorporateActions' historical back-adjustment.
DupireLocalVol	Dupire (1994) local volatility from an implied total-variance surface, in Gatheral's form (Gatheral 2006, The Volatility Surface, equation 1.10):
ForwardCurve	Implied FX forward curve from market outright forwards, with interpolation, implied rate differentials, and covered-interest-parity checks against deposit rates.
Heston.Params	Model parameters.
HestonCalibrator.Result	Calibration outcome.
LocalVolMonteCarlo.Result	Price and its Monte Carlo standard error.
SabrModel.Params	Calibrated SABR parameters.
SsviSurface	Surface SVI (Gatheral and Jacquier 2014, "Arbitrage-free SVI volatility surfaces", Quantitative Finance 14(1), definition 4.1):
SviSlice	One expiry of the raw SVI parametrisation (Gatheral 2004, "A parsimonious arbitrage-free implied volatility parameterization", Global Derivatives; Gatheral and Jacquier 2014, "Arbitrage-free SVI volatility surfaces", Quantitative Finance 14(1), equation 3.1):
SviSurface	A surface of raw SVI slices (SviSlice), one per pillar expiry, interpolated linearly in total variance at fixed log-moneyness k = ln(K/F(t)).
TotalVarianceSurface	An implied volatility surface expressed as total implied variance w(T, k) = σ_BS(T, K)²·T against log-moneyness k = ln(K/F(T)), on a market with flat continuously compounded rate r and carry (dividend or foreign) yield q, so F(T) = S·e^{(r−q)T}.
TriangularArbitrage.Quote
VannaVolga	Vanna-volga pricing: the FX desk's standard smile-consistent adjustment built from exactly three market pillars (in practice the 25Δ put, ATM and 25Δ call that fx.FxVolSurface solves from broker RR/BF quotes).
VolSurface	Implied volatility surface built from (expiry, strike, vol) pillar quotes — or directly from market option prices via implied-vol inversion.
VolSurface.Builder
VolSurface.CalendarViolation	Total variance falls between two expiries at this log-moneyness.

Classes in com.quantfinlib.pricing used by com.quantfinlib.rates

Class	Description
BlackScholes.OptionType