QLNet.StrikedTypePayoff.strike C# (CSharp) Метод

strike() публичный Метод

public strike ( ) : double
Результат double
        public double strike()
        {
            return strike_;
        }

Usage Example

Пример #1
0
 public void REPORT_FAILURE(string greekName, Average.Type averageType,
     double runningAccumulator, int pastFixings,
     List<Date> fixingDates, StrikedTypePayoff payoff,
     Exercise exercise, double s, double q, double r,
     Date today, double v, double expected,
     double calculated, double tolerance)
 {
     Assert.Fail(exercise + " "
     + exercise
     + " Asian option with "
     + averageType + " and "
     + payoff + " payoff:\n"
     + "    running variable: "
     + runningAccumulator + "\n"
     + "    past fixings:     "
     + pastFixings + "\n"
     + "    future fixings:   " + fixingDates.Count() + "\n"
     + "    underlying value: " + s + "\n"
     + "    strike:           " + payoff.strike() + "\n"
     + "    dividend yield:   " + q + "\n"
     + "    risk-free rate:   " + r + "\n"
     + "    reference date:   " + today + "\n"
     + "    maturity:         " + exercise.lastDate() + "\n"
     + "    volatility:       " + v + "\n\n"
     + "    expected   " + greekName + ": " + expected + "\n"
     + "    calculated " + greekName + ": " + calculated + "\n"
     + "    error:            " + Math.Abs(expected - calculated)
     + "\n"
     + "    tolerance:        " + tolerance);
 }
All Usage Examples Of QLNet.StrikedTypePayoff::strike