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OptionValuationUpdateByVolatility Method (Double, Double)

Updates option parameters.

Namespace:  FinMath.Derivatives
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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