OptionValuationUpdateByVolatility Method (Double, Double)
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Updates option parameters.
Namespace:
FinMath.Derivatives
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public void UpdateByVolatility(
double stockPrice,
double volatility
)
Parameters
- stockPrice
- Type: SystemDouble
Stock price of the underlying asset. - volatility
- Type: SystemDouble
Volatility of the underlying asset.
See Also