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MonteCarloExercisePayout Delegate
Delegate type for calculating payout of option in case of exercise after timeToMaturity*continuations/steps time.

Namespace:  FinMath.Derivatives
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public delegate double ExercisePayout(
	double[] prices,
	int continuations
)

Parameters

prices
Type: SystemDouble
Prices of asset at each step, i.e. prices[i] is price of asset at time timeToMaturity*i/steps. Use only elements with indices between 0 and continuations. Don't modify any element of this array!
continuations
Type: SystemInt32
Number of steps option wasn't exercised

Return Value

Type: Double
Payout of option exercise. If option is not exercisable at this time return zero
See Also