FinMath User Guide
FinMath User Guide
API Reference
FinMath.Derivatives
Binomial Class
BlackScholes Class
Dividend Structure
MonteCarlo Class
MonteCarlo.ExercisePayout Delegate
MonteCarlo.NextPrice Delegate
MonteCarlo.NextVolatility Delegate
OptionStyle Enumeration
OptionType Enumeration
OptionValuation Class
OptionValuation.ModelInputs Enumeration
OptionValuation.ModelOutputs Enumeration
PriceModel Enumeration
OptionType Enumeration
Type of option.
Namespace:
FinMath.Derivatives
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public
enum
OptionType
Members
Member name
Value
Description
Call
1
Call option.
Put
-1
Put option.
See Also
Reference
FinMath.Derivatives Namespace
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