FinanceModels.Option API Reference

Exported API

Unexported API

FinanceModels.Option.EuroCall — Type
EuroCall(contract,strike,maturity)

A European call option on the given contract with the given strike and maturity.

Arguments

  • contract::AbstractContract - The underlying contract.
  • strike::Real - The strike price.
  • maturity::Union{Real,Date} - The maturity of the option.

Supertype Hierarchy ≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡

EuroCall{S,K,M} <: FinanceCore.AbstractContract <: Any
FinanceModels.Option.EuroPut — Type
EuroPut(contract,strike,maturity)

A European put option on the given contract with the given strike and maturity.

Arguments

  • contract::AbstractContract - The underlying contract.
  • strike::Real - The strike price.
  • maturity::Union{Real,Date} - The maturity of the option.

Supertype Hierarchy ≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡≡

EuroPut{S,K,M} <: FinanceCore.AbstractContract <: Any

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