Uses of Class
com.opengamma.strata.product.common.PutCall

Packages that use PutCall

Package	Description
com.opengamma.strata.loader	Tools for loading data from files.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.option	Internal implementations of option pricing.
com.opengamma.strata.pricer.impl.tree
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.common	Entity objects shared between other packages.
com.opengamma.strata.product.etd	Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fxopt	Entity objects describing options in the foreign exchange market.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.

Uses of PutCall in com.opengamma.strata.loader

Methods in com.opengamma.strata.loader that return PutCall

Modifier and Type	Method	Description
static PutCall	LoaderUtils.parsePutCall(String str)	Parses put/call from the input string.

Uses of PutCall in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor with parameters of type PutCall

Modifier and Type	Method	Description
double	BlackIborCapletFloorletExpiryFlatVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryStrikeVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	IborCapletFloorletVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)	Calculates the price.
double	NormalIborCapletFloorletExpiryFlatVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalIborCapletFloorletExpiryStrikeVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalSabrParametersIborCapletFloorletVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersIborCapletFloorletVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryFlatVolatilities.priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryStrikeVolatilities.priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	IborCapletFloorletVolatilities.priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility)	Calculates the price delta.
double	NormalIborCapletFloorletExpiryFlatVolatilities.priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalIborCapletFloorletExpiryStrikeVolatilities.priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalSabrParametersIborCapletFloorletVolatilities.priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersIborCapletFloorletVolatilities.priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.priceDelta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryFlatVolatilities.priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryStrikeVolatilities.priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	IborCapletFloorletVolatilities.priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility)	Calculates the price gamma.
double	NormalIborCapletFloorletExpiryFlatVolatilities.priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalIborCapletFloorletExpiryStrikeVolatilities.priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalSabrParametersIborCapletFloorletVolatilities.priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersIborCapletFloorletVolatilities.priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.priceGamma(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryFlatVolatilities.priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryStrikeVolatilities.priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	IborCapletFloorletVolatilities.priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility)	Calculates the price theta.
double	NormalIborCapletFloorletExpiryFlatVolatilities.priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalIborCapletFloorletExpiryStrikeVolatilities.priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalSabrParametersIborCapletFloorletVolatilities.priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersIborCapletFloorletVolatilities.priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.priceTheta(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryFlatVolatilities.priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackIborCapletFloorletExpiryStrikeVolatilities.priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	IborCapletFloorletVolatilities.priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility)	Calculates the price vega.
double	NormalIborCapletFloorletExpiryFlatVolatilities.priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalIborCapletFloorletExpiryStrikeVolatilities.priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	NormalSabrParametersIborCapletFloorletVolatilities.priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersIborCapletFloorletVolatilities.priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.priceVega(double expiry, PutCall putCall, double strike, double forward, double volatility)

Uses of PutCall in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt with parameters of type PutCall

Modifier and Type	Method	Description
double	BlackFxOptionFlatVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackFxOptionSmileVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	BlackFxOptionSurfaceVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)
double	FxOptionVolatilities.price(double expiry, PutCall putCall, double strike, double forward, double volatility)	Calculates the price.

Uses of PutCall in com.opengamma.strata.pricer.impl.option

Methods in com.opengamma.strata.pricer.impl.option with parameters of type PutCall

Modifier and Type	Method	Description
static double	NormalFormulaRepository.delta(double forward, double strike, double timeToExpiry, double normalVol, PutCall putCall)	Computes the delta.
static double	NormalFormulaRepository.gamma(double forward, double strike, double timeToExpiry, double normalVol, PutCall putCall)	Computes the gamma.
static double	NormalFormulaRepository.impliedVolatility(double optionPrice, double forward, double strike, double timeToExpiry, double initialNormalVol, double numeraire, PutCall putCall)	Computes the implied volatility.
static double	NormalFormulaRepository.price(double forward, double strike, double timeToExpiry, double normalVol, PutCall putCall)	Computes the forward price.
double	SabrExtrapolationRightFunction.price(double strike, PutCall putCall)	Computes the option price with numeraire=1.
static ValueDerivatives	NormalFormulaRepository.priceAdjoint(double forward, double strike, double timeToExpiry, double normalVol, double numeraire, PutCall putCall)	Computes the price and first order derivatives.
ValueDerivatives	SabrExtrapolationRightFunction.priceAdjointSabr(double strike, PutCall putCall)	Computes the option price derivative with respect to the SABR parameters.
double	SabrExtrapolationRightFunction.priceDerivativeForward(double strike, PutCall putCall)	Computes the option price derivative with respect to the forward.
double	SabrExtrapolationRightFunction.priceDerivativeStrike(double strike, PutCall putCall)	Computes the option price derivative with respect to the strike.
static double	NormalFormulaRepository.theta(double forward, double strike, double timeToExpiry, double normalVol, PutCall putCall)	Computes the theta.
static double	NormalFormulaRepository.vega(double forward, double strike, double timeToExpiry, double normalVol, PutCall putCall)	Computes the vega.

Uses of PutCall in com.opengamma.strata.pricer.impl.tree

Methods in com.opengamma.strata.pricer.impl.tree with parameters of type PutCall

Modifier and Type	Method	Description
static ConstantContinuousSingleBarrierKnockoutFunction	ConstantContinuousSingleBarrierKnockoutFunction.of(double strike, double timeToExpiry, PutCall putCall, int numberOfSteps, BarrierType barrierType, double barrierLevel, DoubleArray rebate)	Obtains an instance.
static EuropeanVanillaOptionFunction	EuropeanVanillaOptionFunction.of(double strike, double timeToExpiry, PutCall putCall, int numberOfSteps)	Obtains an instance.

Uses of PutCall in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption with parameters of type PutCall

Modifier and Type	Method	Description
double	BlackSwaptionExpiryTenorVolatilities.price(double expiry, double tenor, PutCall putCall, double strike, double forwardRate, double volatility)
double	NormalSwaptionExpirySimpleMoneynessVolatilities.price(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryStrikeVolatilities.price(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryTenorVolatilities.price(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersSwaptionVolatilities.price(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SwaptionVolatilities.price(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)	Calculates the price.
double	BlackSwaptionExpiryTenorVolatilities.priceDelta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpirySimpleMoneynessVolatilities.priceDelta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryStrikeVolatilities.priceDelta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryTenorVolatilities.priceDelta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersSwaptionVolatilities.priceDelta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SwaptionVolatilities.priceDelta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)	Calculates the price delta.
double	BlackSwaptionExpiryTenorVolatilities.priceGamma(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpirySimpleMoneynessVolatilities.priceGamma(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryStrikeVolatilities.priceGamma(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryTenorVolatilities.priceGamma(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersSwaptionVolatilities.priceGamma(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SwaptionVolatilities.priceGamma(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)	Calculates the price gamma.
double	BlackSwaptionExpiryTenorVolatilities.priceTheta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpirySimpleMoneynessVolatilities.priceTheta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryStrikeVolatilities.priceTheta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryTenorVolatilities.priceTheta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersSwaptionVolatilities.priceTheta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SwaptionVolatilities.priceTheta(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)	Calculates the price theta.
double	BlackSwaptionExpiryTenorVolatilities.priceVega(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpirySimpleMoneynessVolatilities.priceVega(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryStrikeVolatilities.priceVega(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	NormalSwaptionExpiryTenorVolatilities.priceVega(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SabrParametersSwaptionVolatilities.priceVega(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)
double	SwaptionVolatilities.priceVega(double expiry, double tenor, PutCall putCall, double strike, double forward, double volatility)	Calculates the price vega.

Uses of PutCall in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return PutCall

Modifier and Type	Method	Description
PutCall	BondFutureOption.getPutCall()	Gets whether the option is put or call.
PutCall	BondFutureOptionSecurity.getPutCall()	Gets whether the option is put or call.
PutCall	ResolvedBondFutureOption.getPutCall()	Gets whether the option is put or call.

Methods in com.opengamma.strata.product.bond that return types with arguments of type PutCall

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<PutCall>	BondFutureOption.Meta.putCall()	The meta-property for the putCall property.
org.joda.beans.MetaProperty<PutCall>	BondFutureOptionSecurity.Meta.putCall()	The meta-property for the putCall property.
org.joda.beans.MetaProperty<PutCall>	ResolvedBondFutureOption.Meta.putCall()	The meta-property for the putCall property.

Methods in com.opengamma.strata.product.bond with parameters of type PutCall

Modifier and Type	Method	Description
BondFutureOption.Builder	BondFutureOption.Builder.putCall(PutCall putCall)	Sets whether the option is put or call.
BondFutureOptionSecurity.Builder	BondFutureOptionSecurity.Builder.putCall(PutCall putCall)	Sets whether the option is put or call.
ResolvedBondFutureOption.Builder	ResolvedBondFutureOption.Builder.putCall(PutCall putCall)	Sets whether the option is put or call.

Uses of PutCall in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return PutCall

Modifier and Type	Method	Description
PutCall	IborCapletFloorletBinaryPeriod.getPutCall()	Gets put or call.
PutCall	IborCapletFloorletPeriod.getPutCall()	Gets put or call.
PutCall	OvernightInArrearsCapletFloorletBinaryPeriod.getPutCall()	Gets put or call.
PutCall	OvernightInArrearsCapletFloorletPeriod.getPutCall()	Gets put or call.

Uses of PutCall in com.opengamma.strata.product.common

Methods in com.opengamma.strata.product.common that return PutCall

Modifier and Type	Method	Description
static PutCall	PutCall.of(String name)	Obtains an instance from the specified name.
static PutCall	PutCall.ofPut(boolean isPut)	Converts a boolean "is put" flag to the enum value.
PutCall	PutCall.opposite()	Supplies the opposite of this value.
static PutCall	PutCall.valueOf(String name)	Returns the enum constant of this type with the specified name.
static PutCall[]	PutCall.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Uses of PutCall in com.opengamma.strata.product.etd

Methods in com.opengamma.strata.product.etd that return PutCall

Modifier and Type	Method	Description
PutCall	EtdOptionSecurity.getPutCall()	Gets whether the option is a put or call.
PutCall	SplitEtdOption.getPutCall()	Gets whether the option is a put or call.

Methods in com.opengamma.strata.product.etd that return types with arguments of type PutCall

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<PutCall>	EtdOptionSecurity.Meta.putCall()	The meta-property for the putCall property.

Methods in com.opengamma.strata.product.etd with parameters of type PutCall

Modifier and Type	Method	Description
EtdOptionSecurity	EtdContractSpec.createOption(YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice)	Creates an option security based on this contract specification.
EtdOptionSecurity	EtdContractSpec.createOption(YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)	Creates an option security based on this contract specification.
static EtdOptionSecurity	EtdOptionSecurity.of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice)	Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
static EtdOptionSecurity	EtdOptionSecurity.of(EtdContractSpec spec, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)	Obtains an instance from a contract specification, expiry year-month, variant, version, put/call, strike price and underlying expiry.
static SplitEtdOption	SplitEtdOption.of(int version, PutCall putCall, double strikePrice)	Obtains an instance.
static SplitEtdOption	SplitEtdOption.of(int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)	Obtains an instance.
static SecurityId	EtdIdUtils.optionId(ExchangeId exchangeId, EtdContractCode contractCode, YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice)	Creates an identifier for an ETD option instrument.
static SecurityId	EtdIdUtils.optionId(ExchangeId exchangeId, EtdContractCode contractCode, YearMonth expiryMonth, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)	Creates an identifier for an ETD option instrument.
EtdOptionSecurity.Builder	EtdOptionSecurity.Builder.putCall(PutCall putCall)	Sets whether the option is a put or call.

Uses of PutCall in com.opengamma.strata.product.fxopt

Methods in com.opengamma.strata.product.fxopt that return PutCall

Modifier and Type	Method	Description
PutCall	ResolvedFxVanillaOption.getPutCall()	Returns the put/call flag.

Methods in com.opengamma.strata.product.fxopt with parameters of type PutCall

Modifier and Type	Method	Description
static FxVanillaOption	FxVanillaOption.of(LongShort longShort, ZonedDateTime expiry, CurrencyPair currencyPair, PutCall putCall, double strike, double baseNotional, LocalDate paymentDate)	Creates an equivalent FxVanillaOption using currency pair, option expiry, call/put flag, strike, base currency notional, and underlying payment date.

Uses of PutCall in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return PutCall

Modifier and Type	Method	Description
PutCall	IborFutureOption.getPutCall()	Gets whether the option is put or call.
PutCall	IborFutureOptionSecurity.getPutCall()	Gets whether the option is put or call.
PutCall	ResolvedIborFutureOption.getPutCall()	Gets whether the option is put or call.

Methods in com.opengamma.strata.product.index that return types with arguments of type PutCall

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<PutCall>	IborFutureOption.Meta.putCall()	The meta-property for the putCall property.
org.joda.beans.MetaProperty<PutCall>	IborFutureOptionSecurity.Meta.putCall()	The meta-property for the putCall property.
org.joda.beans.MetaProperty<PutCall>	ResolvedIborFutureOption.Meta.putCall()	The meta-property for the putCall property.

Methods in com.opengamma.strata.product.index with parameters of type PutCall

Modifier and Type	Method	Description
IborFutureOption.Builder	IborFutureOption.Builder.putCall(PutCall putCall)	Sets whether the option is put or call.
IborFutureOptionSecurity.Builder	IborFutureOptionSecurity.Builder.putCall(PutCall putCall)	Sets whether the option is put or call.
ResolvedIborFutureOption.Builder	ResolvedIborFutureOption.Builder.putCall(PutCall putCall)	Sets whether the option is put or call.