I cannot seem to find it. Thanks!
Example:
$(\"#MySelect\").append(new Option(\"MyOption\", \"MyOption\", true, true));
The syntax you have looks like it might be jQuery - is it? If so, then append takes an HTML string. You don't have to create HTMLElement subclasses for it.
This reference from Mozilla will be helpful in understanding the HTML DOM elements.
This site provides javadoc style documentation on the HTMLElement class and its subclasses.