Instruments

Listed options

CommodityFutureOption	A class implementing commodity future option instruments.
EquityIndexOption	A class implementing equity index option instruments.

OTC options

CommodityFutureOTCDigitalOption	A class implementing an OTC commodity future digital option.
CommodityFutureOTCOption	A class implementing OTC commodity future options.
EquityIndexOTCDigitalOption	A class implementing an OTC equity index digital option.
EquityIndexOTCOption	A class implementing OTC equity index option instruments.
VolatilityIndexOTCDigitalOption	A class implementing an OTC vol index digital option.
VolatilityIndexOTCOption	Wrapper class of EquityIndexOTCOption to have logical separation for VolatilityIndex options.
FXOTCDigitalOption	A class implementing an OTC FX digital option.
FXOTCOption	A class implementing OTC FX option instruments.
Swaption	A class representing a swaption.
OISSwaption	A class representing a swaption with OIS swap as an underlying.
VarianceSwap	A class implementing a variance swap.
SwapIndex	A class representing swap indices.
VolatilityIndex	A class representing volatility indices.
OTCOption	A class implementing OTC option instruments.
CommodityFutureListedAsOTCOption	A class implementing listed OTC commodity future option instruments.
EquityIndexListedAsOTCOption	A class implementing listed OTC equity index option instruments.
ExchangeTradedOption	Class to represent a listed, exchange-traded option contract.
VarianceSwapReplicator	Legacy class implementing a variance swap replicator.