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QLNet
PercentageStrikePayoff
C# Class QLNet.PercentageStrikePayoff
Payoff with strike expressed as percentage
Inheritance:
StrikedTypePayoff
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Open project: ammachado/QLNet
Class Usage Examples
Public Methods
Method
Description
PercentageStrikePayoff
(
Option
type
,
double
moneyness
) :
System
name
( ) :
string
value
(
double
price
) :
double
Method Details
PercentageStrikePayoff()
public
method
public
PercentageStrikePayoff
(
Option
type
,
double
moneyness
) :
System
type
Option
moneyness
double
return
System
name()
public
method
public
name
( ) :
string
return
string
value()
public
method
public
value
(
double
price
) :
double
price
double
return
double