OptionValuationModelInputs Enumeration

Enum used to specify set of option input parameters.

Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

[FlagsAttribute]
public enum ModelInputs

Members

Member name	Value	Description
StockPrice	1	Stock price of the underlying asset.
StrikePrice	2	Strike price of the underlying asset.
OptionPrice	4	Value of the option.
Volatility	8	Volatility of the underlying asset.

OptionValuationAddLanguageSpecificTextSet("LST89F5797F_0?cpp=::|nu=.");ModelInputs Enumeration