What is the literary device that involves a figure of speech in which contradictory terms appear side by side?

Oxymoron: 
- A figure of speech in which apparently contradictory words are put together.
- A word or group of words that is self-contradicting, as in bittersweet or plastic glass.
- পরস্পরবিরোধী দুটি অর্থ একসাথে মিলে একটি অর্থ প্রকাশ করলে সেটি oxymoron-এর উদাহরণ।
- One of the most famous examples of the use of oxymorons is the following speech by Romeo from William Shakespeare’s Romeo and Juliet:
Why, then, O brawling love! O loving hate!
O any thing, of nothing first create!
O heavy lightness! serious vanity!
Mis-shapen chaos of well-seeming forms!
Feather of lead, bright smoke, cold fire, sick health!
Still-waking sleep, that is not what it is!
This love feel I, that feel no love in this. 

Other options, 
Metaphor - A figure of speech that implies an implicit comparison between two unlike entities signed by the words like or as. 
Irony - A linguistic and literary device, in spoken or written form, in which real meaning is concealed or contradicted. 
Allegory - It is a literary term in which one story is told in the guise of another story.

Source: 
1. Encyclopedia Britannica. 
2. An ABC of English Literature by Dr. M Mofizar Rahman.