Uses of Package
org.jquantlib.instruments

Packages that use org.jquantlib.instruments

org.jquantlib.cashflow
org.jquantlib.indexes
org.jquantlib.instruments
org.jquantlib.instruments.bonds
org.jquantlib.methods.finitedifferences
org.jquantlib.methods.lattices
org.jquantlib.model
org.jquantlib.model.shortrate.onefactormodels
org.jquantlib.model.shortrate.twofactormodels
org.jquantlib.pricingengines
org.jquantlib.pricingengines.asian
org.jquantlib.pricingengines.barrier
org.jquantlib.pricingengines.bond
org.jquantlib.pricingengines.hybrid
org.jquantlib.pricingengines.swap
org.jquantlib.pricingengines.vanilla
org.jquantlib.pricingengines.vanilla.finitedifferences
org.jquantlib.termstructures.yieldcurves

Classes in org.jquantlib.instruments used by org.jquantlib.cashflow

Option.Type
This enumeration represents options types: CALLs and PUTs.

Classes in org.jquantlib.instruments used by org.jquantlib.indexes

VanillaSwap
Plain-vanilla swap

Classes in org.jquantlib.instruments used by org.jquantlib.instruments

AverageType
Average/Asian option type.

BarrierType
Barrier type

Bond.Arguments
basic bond arguments

Bond.Engine
basic bond price engine

Bond.Results
basic bond results

CapFloor.Type

DiscretizedAsset
Discretized asset class used by numerical methods

Forward
Abstract base forward class

ForwardTypePayoff
Class for forward type payoffs

Instrument
This is an abstract Instrument class which is able to use a PricingEngine implemented internally or externally to it.

Instrument.Arguments
basic instrument arguments

Instrument.Results
Results from instrument calculation

Instrument.ResultsImpl
Results are used by PricingEngines in order to store results of calculations relative to new-style Instruments

MakeVanillaSwap
This class provides a more comfortable way to instantiate standard market swap.

OneAssetOption
Base class for options on a single asset

OneAssetOption.Arguments
basic option arguments

OneAssetOption.ArgumentsImpl

OneAssetOption.Engine

OneAssetOption.EngineImpl
The pricing engine for one-asset options

OneAssetOption.Results
Results from single-asset option calculation

OneAssetOption.ResultsImpl
Results from single-asset option calculation

Option
Abstract base class for Options

Option.Arguments
basic option arguments

Option.ArgumentsImpl
Keeps arguments used by PricingEngines and necessary for Option valuation

Option.Greeks
additional option results

Option.GreeksImpl
This class keeps Greeks and other Results calculated by a PricingEngine

Option.MoreGreeks
more additional option results

Option.MoreGreeksImpl
This class keeps additional Greeks and other Results calculated by a PricingEngine

Option.Type
This enumeration represents options types: CALLs and PUTs.

Payoff
Abstract base class for option payoffs

Position

Settlement.Type

StrikedTypePayoff
Intermediate class for typed payoffs (CALL/PUT) with a fixed strike price

Swap
Interest rate swap

Swap.Arguments
Basic swap arguments

Swap.ArgumentsImpl

Swap.Results
Basic swap results

Swap.ResultsImpl

TypePayoff
Intermediate class for typed payoffs (CALL/PUT)

VanillaOption
Vanilla option (no discrete dividends, no barriers) on a single asset

VanillaOption.Engine

VanillaOption.EngineImpl
Vanilla option engine base class

VanillaSwap
Plain-vanilla swap

VanillaSwap.Arguments

VanillaSwap.Results

VanillaSwap.Type

Classes in org.jquantlib.instruments used by org.jquantlib.instruments.bonds

Bond
Base bond class Derived classes must fill the uninitialized data members.

CallabilitySchedule

DividendSchedule

Instrument
This is an abstract Instrument class which is able to use a PricingEngine implemented internally or externally to it.

Instrument.Arguments
basic instrument arguments

Instrument.Results
Results from instrument calculation

Instrument.ResultsImpl
Results are used by PricingEngines in order to store results of calculations relative to new-style Instruments

OneAssetOption
Base class for options on a single asset

OneAssetOption.Arguments
basic option arguments

OneAssetOption.ArgumentsImpl

OneAssetOption.Results
Results from single-asset option calculation

OneAssetOption.ResultsImpl
Results from single-asset option calculation

Option
Abstract base class for Options

Option.Arguments
basic option arguments

Option.ArgumentsImpl
Keeps arguments used by PricingEngines and necessary for Option valuation

Option.Greeks
additional option results

Option.MoreGreeks
more additional option results

Classes in org.jquantlib.instruments used by org.jquantlib.methods.finitedifferences

Option.Type
This enumeration represents options types: CALLs and PUTs.

Payoff
Abstract base class for option payoffs

Classes in org.jquantlib.instruments used by org.jquantlib.methods.lattices

DiscretizedAsset
Discretized asset class used by numerical methods

Classes in org.jquantlib.instruments used by org.jquantlib.model

Option.Type
This enumeration represents options types: CALLs and PUTs.

Classes in org.jquantlib.instruments used by org.jquantlib.model.shortrate.onefactormodels

Option.Type
This enumeration represents options types: CALLs and PUTs.

Classes in org.jquantlib.instruments used by org.jquantlib.model.shortrate.twofactormodels

Option.Type
This enumeration represents options types: CALLs and PUTs.

Classes in org.jquantlib.instruments used by org.jquantlib.pricingengines

Instrument.Arguments
basic instrument arguments

Instrument.Results
Results from instrument calculation

OneAssetOption.Engine

OneAssetOption.EngineImpl
The pricing engine for one-asset options

Option.Type
This enumeration represents options types: CALLs and PUTs.

PlainVanillaPayoff
Plain-vanilla payoff

StrikedTypePayoff
Intermediate class for typed payoffs (CALL/PUT) with a fixed strike price

Classes in org.jquantlib.instruments used by org.jquantlib.pricingengines.asian

ContinuousAveragingAsianOption.EngineImpl
Asian option on a single asset

DiscreteAveragingAsianOption.EngineImpl
Asian option on a single asset

Instrument.Results
Results from instrument calculation

OneAssetOption.Results
Results from single-asset option calculation

Option.Greeks
additional option results

Option.MoreGreeks
more additional option results

Classes in org.jquantlib.instruments used by org.jquantlib.pricingengines.barrier

BarrierOption.EngineImpl
Barrier-option engine base class

Classes in org.jquantlib.instruments used by org.jquantlib.pricingengines.bond

Bond.Engine
basic bond price engine

Bond.EngineImpl
The pricing engine for bonds

Classes in org.jquantlib.instruments used by org.jquantlib.pricingengines.hybrid

DiscretizedAsset
Discretized asset class used by numerical methods

Classes in org.jquantlib.instruments used by org.jquantlib.pricingengines.swap

Swap.EngineImpl

Classes in org.jquantlib.instruments used by org.jquantlib.pricingengines.vanilla

DiscretizedAsset
Discretized asset class used by numerical methods

DividendVanillaOption.EngineImpl

OneAssetOption.Arguments
basic option arguments

OneAssetOption.Engine

OneAssetOption.EngineImpl
The pricing engine for one-asset options

VanillaOption.Engine

VanillaOption.EngineImpl
Vanilla option engine base class

Classes in org.jquantlib.instruments used by org.jquantlib.pricingengines.vanilla.finitedifferences

OneAssetOption.Engine

OneAssetOption.EngineImpl
The pricing engine for one-asset options

Payoff
Abstract base class for option payoffs

VanillaOption.Engine

Classes in org.jquantlib.instruments used by org.jquantlib.termstructures.yieldcurves

VanillaSwap
Plain-vanilla swap