QLNet.PercentageStrikePayoff.value C# (CSharp) Метод

        public override double value(double price)
        {
            switch (type_)
            {
                case Option.Type.Call:
                    return price * Math.Max(1.0 - strike_, 0.0);

                case Option.Type.Put:
                    return price * Math.Max(strike_ - 1.0, 0.0);

                default:
                    throw new ArgumentException("unknown/illegal option type");
            }
        }