QLNet.EarlyExercise.payoffAtExpiry C# (CSharp) Méthode

        public bool payoffAtExpiry()
        {
            return payoffAtExpiry_;
        }

        protected override LongstaffSchwartzPathPricer <IPath> lsmPathPricer()
        {
            GeneralizedBlackScholesProcess process = process_ as GeneralizedBlackScholesProcess;

            Utils.QL_REQUIRE(process != null, () => "generalized Black-Scholes process required");

            EarlyExercise exercise = arguments_.exercise as EarlyExercise;

            Utils.QL_REQUIRE(exercise != null, () => "wrong exercise given");
            Utils.QL_REQUIRE(!exercise.payoffAtExpiry(), () => "payoff at expiry not handled");

            AmericanPathPricer earlyExercisePathPricer = new AmericanPathPricer(arguments_.payoff, polynomOrder_, polynomType_);

            return(new LongstaffSchwartzPathPricer <IPath>(timeGrid(), earlyExercisePathPricer, process.riskFreeRate()));
        }