Class

virtufin.finance.product

EuropeanPlainVanillaOption

Related Doc: package product

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case class EuropeanPlainVanillaOption(notional: Cash, callPut: CallPut, strike: Double, underlying: MarketObservable[Double], settlementDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier) extends Instrument with EuropeanOption with SingleFixingDerivative[Double] with Striking with Product with Serializable

Linear Supertypes
Serializable, Serializable, Product, Equals, Striking, SingleFixingDerivative[Double], SingleMarketObservableDerivative[Double], Derivative[Double], EuropeanOption, BilateralContract, EuropeanExercise, Optional, SingleSettling, Maturing, Feature, Instrument, Asset, AnyRef, Any
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Inherited
  1. EuropeanPlainVanillaOption
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. Striking
  7. SingleFixingDerivative
  8. SingleMarketObservableDerivative
  9. Derivative
  10. EuropeanOption
  11. BilateralContract
  12. EuropeanExercise
  13. Optional
  14. SingleSettling
  15. Maturing
  16. Feature
  17. Instrument
  18. Asset
  19. AnyRef
  20. Any
Implicitly
  1. by any2stringadd
  2. by StringFormat
  3. by Ensuring
  4. by ArrowAssoc
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new EuropeanPlainVanillaOption(notional: Cash, callPut: CallPut, strike: Double, underlying: MarketObservable[Double], settlementDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier)

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Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. def +(other: String): String

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    Implicit information
    This member is added by an implicit conversion from EuropeanPlainVanillaOption to any2stringadd[EuropeanPlainVanillaOption] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd

  4. def ->[B](y: B): (EuropeanPlainVanillaOption, B)

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    Implicit information
    This member is added by an implicit conversion from EuropeanPlainVanillaOption to ArrowAssoc[EuropeanPlainVanillaOption] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc
    Annotations
    @inline()

  5. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  6. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  7. val buyerPortfolio: PortfolioIdentifier

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    Definition Classes
    EuropeanPlainVanillaOption → BilateralContract

  8. val callPut: CallPut

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  9. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  10. def ensuring(cond: (EuropeanPlainVanillaOption) ⇒ Boolean, msg: ⇒ Any): EuropeanPlainVanillaOption

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    Implicit information
    This member is added by an implicit conversion from EuropeanPlainVanillaOption to Ensuring[EuropeanPlainVanillaOption] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  11. def ensuring(cond: (EuropeanPlainVanillaOption) ⇒ Boolean): EuropeanPlainVanillaOption

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    Implicit information
    This member is added by an implicit conversion from EuropeanPlainVanillaOption to Ensuring[EuropeanPlainVanillaOption] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  12. def ensuring(cond: Boolean, msg: ⇒ Any): EuropeanPlainVanillaOption

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    Implicit information
    This member is added by an implicit conversion from EuropeanPlainVanillaOption to Ensuring[EuropeanPlainVanillaOption] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  13. def ensuring(cond: Boolean): EuropeanPlainVanillaOption

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    Implicit information
    This member is added by an implicit conversion from EuropeanPlainVanillaOption to Ensuring[EuropeanPlainVanillaOption] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  14. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  15. val exerciseDate: Time

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    Definition Classes
    EuropeanPlainVanillaOption → EuropeanExercise

  16. final lazy val exerciseDates: SortedSet[Time]

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    Definition Classes
    EuropeanExercise → Optional

  17. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  18. val fixing: Fixing[Double]

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    Definition Classes
    EuropeanPlainVanillaOption → SingleFixingDerivative

  19. def fixingDates: SortedSet[Time]

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    Definition Classes
    SingleFixingDerivative → SingleMarketObservableDerivative → Derivative

  20. def fixings: Set[Fixing[Double]]

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    Definition Classes
    SingleMarketObservableDerivative → Derivative

  21. def formatted(fmtstr: String): String

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    Implicit information
    This member is added by an implicit conversion from EuropeanPlainVanillaOption to StringFormat[EuropeanPlainVanillaOption] performed by method StringFormat in scala.Predef.
    Definition Classes
    StringFormat
    Annotations
    @inline()

  22. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any

  23. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  24. def marketObservable: MarketObservable[Double]

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    Definition Classes
    SingleFixingDerivative → SingleMarketObservableDerivative

  25. def marketObservables: Set[MarketObservable[Double]]

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    Definition Classes
    SingleMarketObservableDerivative → Derivative

  26. def maturityDate: Time

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    Definition Classes
    SingleSettling → Maturing

  27. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  28. final def notify(): Unit

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    Definition Classes
    AnyRef

  29. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  30. val notional: Cash

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  31. val sellerPortfolio: PortfolioIdentifier

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    Definition Classes
    EuropeanPlainVanillaOption → BilateralContract

  32. val settlementDate: Time

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    Definition Classes
    EuropeanPlainVanillaOption → SingleSettling

  33. def settlementDates: SortedSet[Time]

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    Definition Classes
    SingleSettling

  34. val strike: Double

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    Definition Classes
    EuropeanPlainVanillaOption → Striking

  35. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef

  36. val underlying: MarketObservable[Double]

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  37. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  38. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  39. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  40. def →[B](y: B): (EuropeanPlainVanillaOption, B)

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    Implicit information
    This member is added by an implicit conversion from EuropeanPlainVanillaOption to ArrowAssoc[EuropeanPlainVanillaOption] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from Striking

Inherited from SingleFixingDerivative[Double]

Inherited from SingleMarketObservableDerivative[Double]

Inherited from Derivative[Double]

Inherited from EuropeanOption

Inherited from BilateralContract

Inherited from EuropeanExercise

Inherited from Optional

Inherited from SingleSettling

Inherited from Maturing

Inherited from Feature

Inherited from Instrument

Inherited from Asset

Inherited from AnyRef

Inherited from Any

Inherited by implicit conversion any2stringadd from EuropeanPlainVanillaOption to any2stringadd[EuropeanPlainVanillaOption]

Inherited by implicit conversion StringFormat from EuropeanPlainVanillaOption to StringFormat[EuropeanPlainVanillaOption]

Inherited by implicit conversion Ensuring from EuropeanPlainVanillaOption to Ensuring[EuropeanPlainVanillaOption]

Inherited by implicit conversion ArrowAssoc from EuropeanPlainVanillaOption to ArrowAssoc[EuropeanPlainVanillaOption]

Ungrouped