Package org.jquantlib.instruments

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

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            public final void visit(final Payoff o) {
                final CashOrNothingPayoff payoff = (CashOrNothingPayoff)o;
                black.alpha = black.dAlpha_dD1 = 0.0;
                black.x = payoff.getCashPayoff();
                black.dx_dStrike = 0.0;
                final Option.Type optionType = payoff.optionType();
                if (optionType == Option.Type.Call) {
                    black.beta = black.cum_d2;
                    black.dBeta_dD2 = black.n_d2;
                } else if (optionType == Option.Type.Put) {
                    black.beta = 1.0 - black.cum_d2;
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            public final void visit(final Payoff o) {
                final CashOrNothingPayoff payoff = (CashOrNothingPayoff)o;
                black.alpha = black.dAlpha_dD1 = 0.0;
                black.x = payoff.getCashPayoff();
                black.dx_dStrike = 0.0;
                final Option.Type optionType = payoff.optionType();
                if (optionType == Option.Type.Call) {
                    black.beta = black.cum_d2;
                    black.dBeta_dD2 = black.n_d2;
                } else if (optionType == Option.Type.Put) {
                    black.beta = 1.0 - black.cum_d2;
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