C# Class QLNet.AmericanExercise

Inheritance: EarlyExercise
Afficher le fichier Open project: ammachado/QLNet Class Usage Examples

Méthodes publiques

Méthode Description
AmericanExercise ( Date earliestDate, Date latestDate ) : System
AmericanExercise ( Date earliestDate, Date latestDate, bool payoffAtExpiry ) : System
AmericanExercise ( Date latest, bool payoffAtExpiry ) : System

Method Details

AmericanExercise() public méthode

public AmericanExercise ( Date earliestDate, Date latestDate ) : System
earliestDate Date
latestDate Date
Résultat System

AmericanExercise() public méthode

public AmericanExercise ( Date earliestDate, Date latestDate, bool payoffAtExpiry ) : System
earliestDate Date
latestDate Date
payoffAtExpiry bool
Résultat System

AmericanExercise() public méthode

public AmericanExercise ( Date latest, bool payoffAtExpiry ) : System
latest Date
payoffAtExpiry bool
Résultat System