Uses of Enum Class
com.quantfinlib.pricing.BlackScholes.OptionType

Packages that use BlackScholes.OptionType

Package	Description
com.quantfinlib.crb	The central risk book — one netted view of the firm's risk across desks and products, and the machinery that monetizes it.
com.quantfinlib.hedging	Hedging algorithms across asset classes: DeltaHedger (dynamic delta hedging with bands and costs) and HedgingSimulator (Monte Carlo hedging-error distributions), GreekHedger (delta-gamma-vega neutralization), OptionsBook (book-level Greeks, scenario grids, P&L explain), MinimumVarianceHedge (optimal ratios, futures sizing), FxHedger (exposure netting, forward carry), PairsHedger (spread construction, half-life), CointegrationTest (Engle-Granger — the statistical gate before a pairs trade) and WhalleyWilmott (the OPTIMAL no-trade band around delta — the width the band hedgers take as configuration SHOULD come from here, with the hedge-to-nearest-edge policy).
com.quantfinlib.pricing	Fair value and derivatives pricing: BlackScholes (Greeks with continuous carry — equities and Garman-Kohlhagen FX — plus implied vol), BinomialTree (CRR American/European), VolSurface (pillar smiles, total-variance term interpolation), SabrModel (Hagan 2002 + calibration), FairValueEngine (microprice and latency-adjusted true mid), TriangularArbitrage (executable FX round-trip edge), ForwardCurve (FX forwards with covered-interest-parity checks), the exotics (DigitalOption, TouchOption, BarrierOption, VannaVolga) and Autocallable (the flagship equity structured product: memory coupons, autocall observations, European knock-in — Monte Carlo with antithetic variates under documented GBM simplifications; RFQ market structure for trading it lives in rfq).

Uses of BlackScholes.OptionType in com.quantfinlib.crb

Methods in com.quantfinlib.crb with parameters of type BlackScholes.OptionType

Modifier and Type	Method	Description
void	CentralRiskBook.bookEquityOption(String desk, String symbol, BlackScholes.OptionType type, double contracts, double multiplier, double spot, double strike, double rate, double carry, double vol, double timeYears)	Listed equity option: contracts signed, multiplier shares per contract (100 for US listed).
void	CentralRiskBook.bookFxOption(String desk, String pair, BlackScholes.OptionType type, double baseNotional, double spotRate, double strike, double domesticRate, double foreignRate, double vol, double timeYears)	FX option via Garman-Kohlhagen (BlackScholes with carry = foreign rate): baseNotional signed (long calls on base).

Uses of BlackScholes.OptionType in com.quantfinlib.hedging

Methods in com.quantfinlib.hedging that return BlackScholes.OptionType

Modifier and Type	Method	Description
BlackScholes.OptionType	OptionsBook.OptionPosition.type()	Returns the value of the type record component.

Methods in com.quantfinlib.hedging with parameters of type BlackScholes.OptionType

Modifier and Type	Method	Description
OptionsBook	OptionsBook.addOption(String label, BlackScholes.OptionType type, double strike, double expiryYears, double quantity, double impliedVol)
HedgingErrorDistribution	HedgingSimulator.simulate(BlackScholes.OptionType type, double spot, double strike, double expiryYears, double rate, double carry, double hedgeVol, double realizedVol, int stepsPerPath, int numPaths, DeltaHedger.Config hedgeConfig)
static DeltaHedger.HedgeReport	DeltaHedger.simulateShortOption(BlackScholes.OptionType type, double strike, double expiryYears, double rate, double carry, double hedgeVol, double[] path, double dtYears, DeltaHedger.Config config)	Simulates a short option delta-hedged along the given path.

Constructors in com.quantfinlib.hedging with parameters of type BlackScholes.OptionType

Modifier	Constructor	Description
	OptionPosition(String label, BlackScholes.OptionType type, double strike, double expiryYears, double quantity, double impliedVol)	Creates an instance of a OptionPosition record class.

Uses of BlackScholes.OptionType in com.quantfinlib.pricing

Subclasses with type arguments of type BlackScholes.OptionType in com.quantfinlib.pricing

Modifier and Type	Class	Description
static enum	BlackScholes.OptionType

Methods in com.quantfinlib.pricing that return BlackScholes.OptionType

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

Methods in com.quantfinlib.pricing with parameters of type BlackScholes.OptionType

Modifier and Type	Method	Description
VolSurface.Builder	VolSurface.Builder.addFromPrice(BlackScholes.OptionType type, double marketPrice, double spot, double strike, double rate, double carry, double expiryYears)	Adds a pillar from a market option price via implied-vol inversion.
static double	AsianOption.arithmeticPrice(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears, int averagingPoints)	Arithmetic-average Asian price via Turnbull-Wakeman two-moment lognormal matching (see class doc; O(n^2) in the fixing count).
static double	DigitalOption.assetOrNothing(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)	Pays one unit of the underlying if the option finishes in the money.
static double	DigitalOption.cashOrNothing(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears, double payout)	Fixed payout if spot finishes beyond the strike (call: above, put: below).
static double	BinomialTree.delta(BlackScholes.OptionType type, BinomialTree.ExerciseStyle style, double spot, double strike, double rate, double carry, double vol, double timeYears, int steps)	Delta from the first tree step (central difference at t=dt).
static double	Black76.delta(BlackScholes.OptionType type, double forward, double strike, double rate, double vol, double timeYears)	Sensitivity to the FORWARD (not spot): df·Φ(d₁) for calls.
static double	BlackScholes.delta(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)
static double	BinomialTree.earlyExercisePremium(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears, int steps)	Early-exercise premium: American price minus European price.
double	DividendSchedule.europeanPrice(BlackScholes.OptionType type, double spot, double strike, double rate, double borrow, double vol, double timeYears)	European price under the escrowed model: Black-Scholes on the adjusted spot, with borrow as the carry.
static double	AsianOption.geometricPrice(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears, int averagingPoints)	Exact discrete geometric-average Asian price (Kemna-Vorst).
static BlackScholes.Greeks	BlackScholes.greeks(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)
static double	Black76.impliedVol(BlackScholes.OptionType type, double marketPrice, double forward, double strike, double rate, double timeYears)	Black-76 implied vol from a price, via bisection (NaN if unattainable).
static double	BlackScholes.impliedVol(BlackScholes.OptionType type, double marketPrice, double spot, double strike, double rate, double carry, double timeYears)	Implied volatility by bisection.
static double	BlackScholes.intrinsic(BlackScholes.OptionType type, double spot, double strike)
static double	BinomialTree.price(BlackScholes.OptionType type, BinomialTree.ExerciseStyle style, double spot, double strike, double rate, double carry, double vol, double timeYears, int steps)
static double	Black76.price(BlackScholes.OptionType type, double forward, double strike, double rate, double vol, double timeYears)	Discounted Black-76 price of a call/put on a forward.
static double	BlackScholes.price(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)
static double	QuantoOption.price(BlackScholes.OptionType type, double spot, double strike, double domesticRate, double assetYield, double assetVol, double fxVol, double rho, double timeYears)	Quanto vanilla priced in domestic currency per unit of the fixed conversion rate: Black-Scholes with the carry shifted by ρ·σ_S·σ_FX.
double	VannaVolga.price(BlackScholes.OptionType type, double spot, double strike)	Smile-consistent price of a vanilla at any strike.
double	VolSurface.price(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double expiryYears)	Option price using the surface vol at (expiry, strike).
void	IncrementalGreeks.reprice(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)	Full reprice: re-anchors the expansion.
static double	BlackScholes.rho(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)	Per 1.00 change in the domestic rate.
static double	BlackScholes.theta(BlackScholes.OptionType type, double spot, double strike, double rate, double carry, double vol, double timeYears)	Per year (divide by 365 for per-calendar-day).