C# Class QLNet.Option

Inheritance: QLNet.Instrument

Show file Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Property	Type	Description
exercise_	Exercise
payoff_	QLNet.Payoff

Public Methods

Method	Description
Option ( QLNet.Payoff payoff, Exercise exercise ) : System
exercise ( ) : Exercise
payoff ( ) : QLNet.Payoff
setupArguments ( IPricingEngineArguments args ) : void

Method Details

Option() public method

public Option ( QLNet.Payoff payoff, Exercise exercise ) : System
payoff	QLNet.Payoff
exercise	Exercise
return	System

exercise() public method

public exercise ( ) : Exercise
return	Exercise

payoff() public method

public payoff ( ) : QLNet.Payoff
return	QLNet.Payoff

setupArguments() public method

public setupArguments ( IPricingEngineArguments args ) : void
args	IPricingEngineArguments
return	void

Property Details

exercise_ protected property

protected Exercise,QLNet exercise_
return	Exercise

payoff_ protected property

protected Payoff,QLNet payoff_
return	QLNet.Payoff