C# Class QLNet.VanillaOption

Inheritance: OneAssetOption

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Méthodes publiques

Méthode	Description
VanillaOption ( StrikedTypePayoff payoff, Exercise exercise ) : System
impliedVolatility ( double targetValue, QLNet.GeneralizedBlackScholesProcess process, double accuracy, int maxEvaluations, double minVol, double maxVol ) : double

Method Details

VanillaOption() public méthode

public VanillaOption ( StrikedTypePayoff payoff, Exercise exercise ) : System
payoff	StrikedTypePayoff
exercise	Exercise
Résultat	System

impliedVolatility() public méthode

public impliedVolatility ( double targetValue, QLNet.GeneralizedBlackScholesProcess process, double accuracy, int maxEvaluations, double minVol, double maxVol ) : double
targetValue	double
process	QLNet.GeneralizedBlackScholesProcess
accuracy	double
maxEvaluations	int
minVol	double
maxVol	double
Résultat	double