C# Class QLNet.PercentageStrikePayoff

Payoff with strike expressed as percentage
Inheritance: StrikedTypePayoff
Datei anzeigen 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