C# Class QLNet.PercentageStrikePayoff

Payoff with strike expressed as percentage

Inheritance: StrikedTypePayoff

Show file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
PercentageStrikePayoff ( Option type, double moneyness ) : System
name ( ) : string
value ( double price ) : double

Method Details

PercentageStrikePayoff() public method

public PercentageStrikePayoff ( Option type, double moneyness ) : System
type	Option
moneyness	double
return	System

name() public method

public name ( ) : string
return	string

value() public method

public value ( double price ) : double
price	double
return	double