Class: Option::Call

Inherits:

Model

• Object
• Model
• Option::Call

Defined in:

lib/options_library/option_call.rb

Constant Summary

Constants inherited from Model

Model::CALC_DELTA_METHODS, Model::CALC_PRICE_METHODS, Model::IMPLIED_VOL_METHODS, Model::KNOWN_OPTION_TYPES

Instance Attribute Summary

Attributes inherited from Model

#dividend, #interest, #option_type, #sigma, #strike, #time, #underlying

Instance Method Summary

• #initialize ⇒ Call constructor

  A new instance of Call.

Methods inherited from Model

#calc_delta, #calc_gamma, #calc_implied_vol, #calc_price, #calc_vega

Constructor Details

#initialize ⇒ Call

Returns a new instance of Call.

# File 'lib/options_library/option_call.rb', line 8

def initialize
  super(:call)
end