Utilities

Utilities#

CommodityOTCOptionsGroup

A class representing OTC commodity option groups.

EquityIndexOTCOptionsGroup

A class representing OTC equity index option groups.

ETFOTCOptionsGroup

A class representing OTC ETF option groups.

FXOTCOptionsGroup

A class representing OTC FX option groups.

VolatilityIndexOTCOptionsGroup

A class representing Volatility Index option groups.

FXVolSurfaceIterator

Class implementing an iterator for FX vol surfaces.

StrikeValues

Possible values for strike inputs.

SwaptionGroup

A class representing a swaption group.

OISSwaptionGroup

A class representing an OIS swaption group.

VarianceSwapCurveGroup

A class implementing a variance swap group based on an underlying and a variance curve.

VarianceSwapSurfaceGroup

A class implementing a variance swap group based on an option group.

ExchangeTradedOptionGroup

A class representing exchange traded option groups.

OTCOptionGroup

A class representing OTC option groups.

OTCVolBasedBase

A base class implementing volatility-based OTC instruments.

VolsurfaceBasedGroup

A class representing vol surface based groups.

OptionBase

Base class for option instruments.

OptionGroup

Base option group class.

ListedAsOTCOptionBase

A base class implementing listed OTC option instruments.

OptionsStrategyBase

Base strategy class for trading options in a single options group.

OTCInstrument

A class implementing an OTC instrument.

DigitalOptionBase

A base class implementing digital options.

SwaptionGroupBase

A class representing a base for swaption group (either IBOR or OIS).

VarianceSwapGroupBase

Base class for variance swap groups.