• 홈
• FastQuant
• Quant
• FinMath

C# 클래스 FastQuant.Quant.FinMath

파일 보기 프로젝트 열기: fastquant/fastquant.dll 1 사용 예제들

공개 메소드들

메소드	설명
BM ( double S, double X, double t, double s, double r, EPutCall PutCall ) : double
BM ( double S, double X, double t, double s, double r, EPutCall PutCall, int n ) : double
BS ( double S, double X, double t, double s, double r, EPutCall PutCall ) : double
BinarySearch ( int n, double SearchArray, double SearchValue ) : int
BinarySearch ( int n, int SearchArray, int SearchValue ) : int
Binom ( int m, int n, double p ) : double
C ( int m, int n ) : double
Call ( double s, double x ) : double
Delta ( double S, double X, double t, double s, double r, EPutCall PutCall ) : double
Distance ( double X1, double Y1, double X2, double Y2 ) : double
Distance ( double X1, double Y1, double Z1, double X2, double Y2, double Z2 ) : double
FV1 ( double p, double r, double n ) : double
FV2 ( double p, double r, double n ) : double
FV3 ( double p, double r, double n, double m ) : double
FV4 ( double p, double r, double n ) : double
Fact ( int n ) : double
FuturesPrice ( double S, double t, double r ) : double
FuturesPrice ( double S, double t, double r, double I ) : double
Gamma ( double S, double X, double t, double s, double r ) : double
GetNDays ( System.DateTime date1, System.DateTime date2 ) : int
ImpliedVolatility ( double S, double X, double t, double r, double P, EOptionType OptionType, EPutCall PutCall, EOptionPrice Method ) : double
ImpliedVolatility ( double S, double X, double t, double r, double P, EOptionType OptionType, EPutCall PutCall, EOptionPrice Method, int n, double Eps ) : double
MC ( double S, double X, double t, double s, double r, EPutCall PutCall ) : double
MC ( double S, double X, double t, double s, double r, EPutCall PutCall, int n ) : double
Max ( System.DateTime dateTime1, System.DateTime dateTime2 ) : System.DateTime
Max ( System.DateTime dateTime1, System.DateTime dateTime2, System.DateTime dateTime3 ) : System.DateTime
Max ( double value1, double value2, double value3 ) : double
Max ( int value1, int value2, int value3 ) : int
Min ( System.DateTime dateTime1, System.DateTime dateTime2 ) : System.DateTime
Min ( System.DateTime dateTime1, System.DateTime dateTime2, System.DateTime dateTime3 ) : System.DateTime
Min ( double value1, double value2, double value3 ) : double
Min ( int value1, int value2, int value3 ) : int
N ( double z ) : double
PV1 ( double f, double r, double n ) : double
PV2 ( double f, double r, double n ) : double
PV3 ( double f, double r, double n, double m ) : double
PV4 ( double f, double r, double n ) : double
Parity ( double p, double s, double x, double t, double r, EPutCall putcall ) : double
Payoff ( double s, double x, EPutCall putcall ) : double
Percent ( double P, double Base ) : double
Percentile ( double Level, double Data ) : double
Put ( double s, double x ) : double
Rho ( double S, double X, double t, double s, double r, EPutCall PutCall ) : double
Theta ( double S, double X, double t, double s, double r, EPutCall PutCall ) : double
Vega ( double S, double X, double t, double s, double r ) : double
d ( double t, double s, int n ) : double
d1 ( double S, double X, double t, double s, double r ) : double
d2 ( double S, double X, double t, double s, double r ) : double
d2PV2 ( double f, double r, double n ) : double
dPV2 ( double f, double r, double n ) : double
n ( double z ) : double
p ( double t, double s, int n, double r ) : double
u ( double t, double s, int n ) : double

메소드 상세