C# Class QLNet.ImpliedVolatilityHelper

Mostra file Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method Description
calculate ( QLNet.Instrument instrument, IPricingEngine engine, SimpleQuote volQuote, double targetValue, double accuracy, int maxEvaluations, double minVol, double maxVol ) : double
clone ( QLNet.GeneralizedBlackScholesProcess process, SimpleQuote volQuote ) : QLNet.GeneralizedBlackScholesProcess

Method Details

calculate() public static method

public static calculate ( QLNet.Instrument instrument, IPricingEngine engine, SimpleQuote volQuote, double targetValue, double accuracy, int maxEvaluations, double minVol, double maxVol ) : double
instrument QLNet.Instrument
engine IPricingEngine
volQuote SimpleQuote
targetValue double
accuracy double
maxEvaluations int
minVol double
maxVol double
return double

clone() public static method

public static clone ( QLNet.GeneralizedBlackScholesProcess process, SimpleQuote volQuote ) : QLNet.GeneralizedBlackScholesProcess
process QLNet.GeneralizedBlackScholesProcess
volQuote SimpleQuote
return QLNet.GeneralizedBlackScholesProcess