OptionValuationSetAnnualDividendYield Method
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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.
Namespace:
FinMath.Derivatives
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public void SetAnnualDividendYield(
double annualDividendYield
)
Parameters
- annualDividendYield
- Type: SystemDouble
Annual dividend yield of the underlying asset.
See Also