C# Class QLNet.CashOrNothingPayoff

Inheritance: StrikedTypePayoff
显示文件 Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method Description
CashOrNothingPayoff ( Option type, double strike, double cashPayoff ) : System
cashPayoff ( ) : double
description ( ) : string
name ( ) : string
value ( double price ) : double

Method Details

CashOrNothingPayoff() public method

public CashOrNothingPayoff ( Option type, double strike, double cashPayoff ) : System
type Option
strike double
cashPayoff double
return System

cashPayoff() public method

public cashPayoff ( ) : double
return double

description() public method

public description ( ) : string
return string

name() public method

public name ( ) : string
return string

value() public method

public value ( double price ) : double
price double
return double