C# Class QLNet.StrikedTypePayoff

Inheritance: QLNet.TypePayoff
Mostra file Open project: ammachado/QLNet Class Usage Examples

Protected Properties

Property Type Description
strike_ double

Public Methods

Method Description
StrikedTypePayoff ( Option type, double strike )
description ( ) : string
strike ( ) : double

Method Details

StrikedTypePayoff() public method

public StrikedTypePayoff ( Option type, double strike )
type Option
strike double

description() public method

public description ( ) : string
return string

strike() public method

public strike ( ) : double
return double

Property Details

strike_ protected_oe property

protected double strike_
return double