OptionValuation Methods |
The OptionValuation type exposes the following members.
Name | Description | |
---|---|---|
![]() | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
![]() | GetAnnualDividendYield | Get annual dividend yield. |
![]() | GetHashCode | Serves as the default hash function. (Inherited from Object.) |
![]() | GetRiskFreeRate | Get risk-free interest rate. |
![]() | GetType | Gets the Type of the current instance. (Inherited from Object.) |
![]() | SetAccelerationGranularity | Sets acceleration granularity. Clears all computed values. |
![]() | SetAnnualDividendYield |
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.
|
![]() | SetRiskFreeRate |
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.
|
![]() | ToString | Returns a string that represents the current object. (Inherited from Object.) |
![]() | Update | Updates option parameters. |
![]() | UpdateByOptionPrice(Double, Double) | Updates option parameters. |
![]() | UpdateByOptionPrice(Double, Double, Double) | Updates option parameters. |
![]() | UpdateByOptionPrice(Double, Double, Double, Double) | Updates option parameters. |
![]() | UpdateByVolatility(Double, Double) | Updates option parameters. |
![]() | UpdateByVolatility(Double, Double, Double) | Updates option parameters. |
![]() | UpdateByVolatility(Double, Double, Double, Double) | Updates option parameters. |