/** * Obtains an instance. * * @param strike the strike * @param timeToExpiry the time to expiry, year fraction * @param putCall whether the option is put or call. * @return the option definition */ public static EuropeanVanillaOption of(double strike, double timeToExpiry, PutCall putCall) { return new EuropeanVanillaOption(strike, timeToExpiry, putCall); }