Class/Object

virtufin.finance.simulation

EuropeanPlainVanillaOption

Related Docs: object EuropeanPlainVanillaOption | package simulation

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class EuropeanPlainVanillaOption extends StatefulCompositeSimulatedFeature with EuropeanOption with SingleMarketObservableDerivative[Double]

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Inherited
  1. EuropeanPlainVanillaOption
  2. SingleMarketObservableDerivative
  3. SingleMarketObservableDerivative
  4. Derivative
  5. Derivative
  6. EuropeanOption
  7. Maturing
  8. EuropeanExercise
  9. EuropeanExercise
  10. Optional
  11. SingleSettling
  12. SingleSettling
  13. Maturing
  14. OptionalSettling
  15. Settling
  16. Optional
  17. StatefulCompositeSimulatedFeature
  18. StatefulSimulatedFeature
  19. AbstractCompositeSimulatedFeature
  20. CompositeSimulatedFeature
  21. SimulatedFeature
  22. Feature
  23. Simulatable
  24. Simulatable
  25. AnyRef
  26. 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(option: product.EuropeanPlainVanillaOption)(implicit portfolioHierarchyAgent: AgentIdentifier, es: ExerciseStrategy[EuropeanPlainVanillaOption], timeout: Timeout)

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Type Members

  1. type AgentType = StatefulAgent[ValueType]

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  2. type SettlementType = Transfer[Currency]

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    Definition Classes
    EuropeanPlainVanillaOptionSettling
  3. type StateType = Quotes

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    Definition Classes
    Simulatable
  4. type TimeType = Day

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    Definition Classes
    Simulatable
  5. type ValueType = EuropeanExerciseState with FixingValue[Double]

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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. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  8. def createAgent(triggerFactory: (AgentType) ⇒ Trigger, transactionsGeneratorFactory: (AgentType) ⇒ TransactionsGenerator, messageProcessorFactory: (AgentType) ⇒ MessageProcessor): AgentType

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  9. final def createAgent(): AgentType

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    Definition Classes
    CompositeSimulatedFeatureSimulatable
  10. def createMessageProcessor(agent: AgentType): MessageProcessor

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  11. def createSettlementsOnExerciseTransactionsGenerator(agent: AgentType): (SettlementEvent) ⇒ Iterable[Payment]

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  12. final def createSettlementsTransactionsGenerator(agent: AgentType): (SettlementEvent) ⇒ Iterable[SettlementType]

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    This method returns a function, which is called at a settlement date.

    This method returns a function, which is called at a settlement date. The function returns

    Definition Classes
    OptionalSettlingSettling
  13. def createState(agent: StatefulAgent[EuropeanExerciseState with FixingValue[Double]]): EuropeanExerciseState with FixingValue[Double]

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  14. def createTransactionsGenerator(agent: AgentType): TransactionsGenerator

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  15. def createTrigger(agent: AgentType): Trigger

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  16. def doSettle(state: ValueType, settlementEvent: SettlementEvent): Boolean

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    Determines, if a settlement should occur

    Determines, if a settlement should occur

    Definition Classes
    EuropeanOptionOptionalSettling
  17. 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
  18. 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
  19. 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
  20. 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
  21. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  22. def equals(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  23. def exerciseDate: Time

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  24. final lazy val exerciseDates: SortedSet[Time]

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    Definition Classes
    EuropeanExerciseOptional
  25. def exerciseStrategy: ExerciseStrategy[EuropeanPlainVanillaOption.this.type]

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    Definition Classes
    EuropeanPlainVanillaOptionOptional
  26. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  27. def fixingDates: SortedSet[Time]

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

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  29. 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()
  30. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any
  31. def hashCode(): Int

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    Definition Classes
    AnyRef → Any
  32. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any
  33. def marketObservable: MarketObservable[Double]

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

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  35. def maturityDate: Time

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    Definition Classes
    SingleSettlingMaturing
  36. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  37. final def notify(): Unit

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    Definition Classes
    AnyRef
  38. final def notifyAll(): Unit

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    Definition Classes
    AnyRef
  39. implicit val portfolioHierarchyAgent: AgentIdentifier

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    Definition Classes
    EuropeanPlainVanillaOptionSettling
  40. def settlementDate: Time

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  41. def settlementDates: SortedSet[Time]

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    Definition Classes
    SingleSettling
  42. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef
  43. def toString(): String

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    Definition Classes
    EuropeanPlainVanillaOption → AnyRef → Any
  44. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  45. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  46. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  47. 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 Derivative[Double]

Inherited from Derivative[Double]

Inherited from EuropeanOption

Inherited from Maturing

Inherited from EuropeanExercise

Inherited from EuropeanExercise

Inherited from Optional

Inherited from SingleSettling

Inherited from SingleSettling

Inherited from Maturing

Inherited from OptionalSettling

Inherited from Settling

Inherited from Optional

Inherited from StatefulSimulatedFeature

Inherited from CompositeSimulatedFeature

Inherited from SimulatedFeature

Inherited from Feature

Inherited from Simulatable

Inherited from simulation.Simulatable

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