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QLNet
EuropeanOption
C# Class QLNet.EuropeanOption
Inheritance:
VanillaOption
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Open project: ammachado/QLNet
Class Usage Examples
Méthodes publiques
Méthode
Description
EuropeanOption
(
StrikedTypePayoff
payoff
,
Exercise
exercise
) :
System
Method Details
EuropeanOption()
public
méthode
public
EuropeanOption
(
StrikedTypePayoff
payoff
,
Exercise
exercise
) :
System
payoff
StrikedTypePayoff
exercise
Exercise
Résultat
System