QLNet.DigitalCoupon.callOptionRate C# (CSharp) Метод

callOptionRate() публичный Метод

public callOptionRate ( ) : double
Результат double
        public double callOptionRate()
        {
            double callOptionRate = 0.0;
             if (hasCallStrike_)
             {
            // Step function
            callOptionRate = isCallCashOrNothing_ ? callDigitalPayoff_ : callStrike_;
            CappedFlooredCoupon next = new CappedFlooredCoupon(underlying_, callStrike_ + callRightEps_);
            CappedFlooredCoupon previous = new CappedFlooredCoupon(underlying_, callStrike_ - callLeftEps_);
            callOptionRate *= (next.rate() - previous.rate()) / (callLeftEps_ + callRightEps_);
            if (!isCallCashOrNothing_)
            {
               // Call
               CappedFlooredCoupon atStrike = new CappedFlooredCoupon(underlying_, callStrike_);
               double call = underlying_.rate() - atStrike.rate();
               // Sum up
               callOptionRate += call;
            }
             }
             return callOptionRate;
        }