C# 클래스 QLNet.ImpliedVolatilityHelper

파일 보기 프로젝트 열기: ammachado/QLNet 1 사용 예제들

공개 메소드들

메소드 설명
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

메소드 상세

calculate() 공개 정적인 메소드

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
리턴 double

clone() 공개 정적인 메소드

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