type, underlying, strike, riskFreeRate, dividendYield, volatility,
settlementDate, maturityDate,
divDates, divAmounts,
calendar, dc);
final double value = option.NPV();
final double delta = option.delta();
final double gamma = option.gamma();
final double theta = option.theta();
final double vega = option.vega();
final double rho = option.rho();