C# Class QLNet.Option

Inheritance: QLNet.Instrument

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

Protected Properties

Свойство	Type	Description
exercise_	Exercise
payoff_	QLNet.Payoff

Méthodes publiques

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

Method Details

Option() public méthode

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

exercise() public méthode

public exercise ( ) : Exercise
Résultat	Exercise

payoff() public méthode

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

setupArguments() public méthode

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

Property Details

exercise_ protected_oe property

protected Exercise,QLNet exercise_
Résultat	Exercise

payoff_ protected_oe property

protected Payoff,QLNet payoff_
Résultat	QLNet.Payoff