Package org.jquantlib.instruments

Examples of org.jquantlib.instruments.AssetOrNothingPayoff.optionType()

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            @Override
            public void visit(final Payoff o) {
                final AssetOrNothingPayoff payoff = (AssetOrNothingPayoff)o;
                black.beta = black.dBeta_dD2 = 0.0;
                final Option.Type optionType = payoff.optionType();
                if (optionType == Option.Type.Call) {
                    black.alpha = black.cum_d1;
                    black.dAlpha_dD1 = black.n_d1;
                } else if (optionType == Option.Type.Put) {
                    black.alpha = 1.0 - black.cum_d1;
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            @Override
            public void visit(final Payoff o) {
                final AssetOrNothingPayoff payoff = (AssetOrNothingPayoff)o;
                black.beta = black.dBeta_dD2 = 0.0;
                final Option.Type optionType = payoff.optionType();
                if (optionType == Option.Type.Call) {
                    black.alpha = black.cum_d1;
                    black.dAlpha_dD1 = black.n_d1;
                } else if (optionType == Option.Type.Put) {
                    black.alpha = 1.0 - black.cum_d1;
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