Package org.jquantlib.helpers

Examples of org.jquantlib.helpers.CRREuropeanDividendOptionHelper.gamma()

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                divDates, divAmounts,
                calendar, dc);

        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
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