Class: Rupee::Call

Inherits:

Option

• Object
• Security
• Option
• Rupee::Call

Defined in:

lib/rupee/option.rb

Overview

The same thing as Rupee::Option, but with the :type flag set to "call"

Instance Attribute Summary

Attributes inherited from Option

#div_yield, #price, #rate, #strike, #time, #type, #underlying, #volatility

Instance Method Summary

• #initialize(opts = {}) ⇒ Call constructor

  :nodoc:.

Methods inherited from Option

black76, #black_scholes, black_scholes, charm, color, delta, dual_delta, dual_gamma, dvega_dtime, gamma, generalized_black_scholes, implied_volatility, rho, speed, theta, vanna, vega, vomma, zomma

Methods inherited from Security

attr_alias

Constructor Details

#initialize(opts = {}) ⇒ Call

:nodoc:

# File 'lib/rupee/option.rb', line 43

def initialize(opts = {}) # :nodoc:
  @type = "call"
  super
end