QLNet.CashOrNothingPayoff.cashPayoff C# (CSharp) Метод

cashPayoff() публичный Метод

public cashPayoff ( ) : double
Результат double
        public double cashPayoff()
        {
            return _cashPayoff;
        }

Usage Example

Пример #1
0
            public void visit(CashOrNothingPayoff payoff)
            {
                black_.alpha_     = black_.DalphaDd1_ = 0.0;
                black_.X_         = payoff.cashPayoff();
                black_.DXDstrike_ = 0.0;
                switch (payoff.optionType())
                {
                case Option.Type.Call:
                    black_.beta_     = black_.cum_d2_;
                    black_.DbetaDd2_ = black_.n_d2_;
                    break;

                case Option.Type.Put:
                    black_.beta_     = 1.0 - black_.cum_d2_;
                    black_.DbetaDd2_ = -black_.n_d2_;
                    break;

                default:
                    throw new ArgumentException("invalid option type");
                }
            }
All Usage Examples Of QLNet.CashOrNothingPayoff::cashPayoff