MonteCarloNextPrice Delegate |
Delegate type for sampling asset price change during timeStep time.
Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public delegate double NextPrice( double currentPrice, double currentVolatility, double timeStep )
Parameters
- currentPrice
- Type: SystemDouble
Actual asset price. - currentVolatility
- Type: SystemDouble
Actual asset volatility. - timeStep
- Type: SystemDouble
Time interval between actual and next prices.
Return Value
Type: DoubleAsset price in timeStep time.
See Also