Package org.jquantlib.helpers

Examples of org.jquantlib.helpers.CRRAmericanDividendOptionHelper.rho()


        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(); //TODO
        final double rho   = option.rho()//TODO

        // market price: simply guess something 10% higher than theoretical
        //FIXME final double ivol = option.impliedVolatility(value*1.10);

        if (!quiet) {
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