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OptionValuation Methods

The OptionValuation type exposes the following members.

Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetAnnualDividendYield
Get annual dividend yield.
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetRiskFreeRate
Get risk-free interest rate.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodSetAccelerationGranularity
Sets acceleration granularity. Clears all computed values.
Public methodSetAnnualDividendYield
Set annual dividend yield (e.g. value 0.02 means that yearly dividends income equals to 2 % of the underlying asset stock price). All computed values are forgotten after this change.
Public methodSetRiskFreeRate
Set risk-free interest rate (e.g. value 0.02 means that yearly risk-free income equals to 2 % of initial money amount if there is no capitalization of interest). All computed values are forgotten after this change.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Public methodUpdate
Updates option parameters.
Public methodUpdateByOptionPrice(Double, Double)
Updates option parameters.
Public methodUpdateByOptionPrice(Double, Double, Double)
Updates option parameters.
Public methodUpdateByOptionPrice(Double, Double, Double, Double)
Updates option parameters.
Public methodUpdateByVolatility(Double, Double)
Updates option parameters.
Public methodUpdateByVolatility(Double, Double, Double)
Updates option parameters.
Public methodUpdateByVolatility(Double, Double, Double, Double)
Updates option parameters.
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