C# Class QLNet.EuropeanOption

Inheritance: VanillaOption
Show file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method Description
EuropeanOption ( StrikedTypePayoff payoff, Exercise exercise ) : System

Method Details

EuropeanOption() public method

public EuropeanOption ( StrikedTypePayoff payoff, Exercise exercise ) : System
payoff StrikedTypePayoff
exercise Exercise
return System