| org.unizone.finance.derivative | |
org.unizone.0.5419
Instance of Type
Inheriting from Debt
| Type data | Value |
| org.uninode.Type.displayPattern | {att:org.unizone.finance.Ticker.tickerId} |
| org.unizone.source.Source.valueAttribute | org.unizone.finance.Index.last |
| org.uninode.Listable.resources | Reference[org.uninode.Listable.resources] of org.unizone.finance.derivative.Option |
| Attribute summary | Defined in | Uninode® Id | Properties | Default | |
| Boolean | call If call is true, the issuer is obligated to buy the underlying instrument at the strike price. Otherwise, the option is a put, and the issuer is obligated to sell. | Option | org.unizone.0.5412 | essential | Y |
| Boolean | cashSettlement CashSettlement is false if the underlying can be bought at the strike price at the maturity date. Otherwise the cash difference between the strike and the close price is paid instead, if beneficial for the buyer. | Option | org.unizone.0.5414 | Y | |
| Real | impliedVolatility hedgeVolatility is the volatility based on the prices of the option and the underlying instrument last midnight. It is used for calculating selta, gamma, theta, vega and rho. | Option | org.unizone.0.5415 | ||
| Real | marketVolatility The market volatility is based on the current prices of the option and the underlying instrument. It is not used for any calculations. Use hedgeVolatility instead. | Option | org.unizone.0.5416 | ||
| OptionModel | model The model determines which set of mathematics is used to calculate the indicator values (delta, gamma...), e.g. european option, Black76 mathematics | Option | org.unizone.0.5411 | ||
| Real | optionPrice The hedgePrice is the price of the option based on the current price of the underlying instrument and the hedgeVolatility of the option. It is used for calculating open price. | Option | org.unizone.0.5417 | ||
| Real | strike The strike is the price that the buyer can make the trade at. | Option | org.unizone.0.5413 | essential | |
| Reference[org.uninode.Listable.resources] | resources | Listable | org.uninode.0.2001 | type | |
| String | toString This is the display string. | Node | org.uninode.0.102 | ||
| Type | type The type of an object determines the behaviour and attributes of the object. | Node | org.uninode.0.101 | ||
| String | uri | Node | org.uninode.0.103 | ||
| Ticker | underlying This is the index that determines the theoretical price of the derivative. | Derivative | org.unizone.0.5031 | essential | |
| Real | closeMidnight This is the yesterday closing index. | Index | org.unizone.0.5002 | ||
| Real | high | Index | org.unizone.0.5003 | ||
| Real | last This is the index value. | Index | org.unizone.0.5001 | ||
| Real | low | Index | org.unizone.0.5004 | ||
| TickerLeaf | product | Ticker | org.unizone.0.10765 | ||
| String | tickerId This is the id of a ticker. The selection attribute determines the current selection from all products with the same tickerLeafId as this tickerId. | Ticker | org.unizone.0.5121 | ||
| DateTime | maturity This is the date when the debt may be collected. | Debt | org.unizone.0.5401 | ||
| String | displayName The display name is the name that is shown in lists, displays and graphs. | Source | org.unizone.0.4001 | essential | |
| Attribute | valueAttribute The value attribute is used for determining the default value that should be used for displaying this source in a graph. | Source | org.unizone.0.4011 | type inheritValue | |
| Signature | valueType The value type determines which axes should be used in graphs. | Source | org.unizone.0.4002 | inheritValue | |
| Method summary | Defined in | Overrides | Properties | |
| void | activate | Listable | ||
| void | checkRange | Source | ||
| void | collectSteps(List steps, Dimension dimensionType) | Source | ||
| void | collectValues(List steps, List values, Type dimensionType) | Source | ||
| void | designEditor(WidgetWorkspace ws) | Listable | ||
| Real | evaluate | Source | ||
| void | generateScript(ScriptGenerationInfo info) | Source | ScriptGenerator | |
| Boolean | isResourceOf(Listable listable, Signature aspect) | Mixable | type | |
| Listable | mixOn(Mixable mix) | Mixable | ||
| Listable | mixWith(Mixable mix) | Mixable | ||
| String | resourceString | Listable | introspection | |
| Real | timeseries(Signature aspect) | Source | ||
| Signature | valueType | Source | introspection | |
| void | com.nodelab.java.source.Activate | Source | Listable | |
| Listable | com.nodelab.java.source.MixWithMi | Source | Mixable | |