QLNet.CapFloorTermVolatilityStructure.volatility C# (CSharp) Метод

public volatility ( Date end, double strike ) : double
end	Date
strike	double
Результат	double

        public double volatility(Date end, double strike)
        {
            return volatility(end, strike, false);
        }

Same methods

CapFloorTermVolatilityStructure::volatility ( Date end, double strike, bool extrapolate ) : double
CapFloorTermVolatilityStructure::volatility ( Period length, double strike ) : double
CapFloorTermVolatilityStructure::volatility ( Period length, double strike, bool extrapolate ) : double
CapFloorTermVolatilityStructure::volatility ( double t, double strike ) : double
CapFloorTermVolatilityStructure::volatility ( double t, double strike, bool extrapolate ) : double

CapFloorTermVolatilityStructure