Docs / nablatensor-quant / com.nablatensor.quant

enum

OptionType

Call or put.

Enum constants

CALL

Right to buy the underlying at the strike; payoff max(S - K, 0).

PUT

Right to sell the underlying at the strike; payoff max(K - S, 0).

Methods

double sign()

+1 for a call, -1 for a put; the payoff sign on (underlying - strike).