Package org.jquantlib.helpers

Examples of org.jquantlib.helpers.FDEuropeanDividendOptionHelper.theta()


                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();

        // market price: simply guess something 10% higher than theoretical
        //FIXME
View Full Code Here

TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.