MonteCarlonextVolatility Property

Next volatility function. Used for custom price model.

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

Syntax

public MonteCarloNextVolatility nextVolatility { get; set; }

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MonteCarloAddLanguageSpecificTextSet("LST22D5DCDD_0?cpp=::|nu=.");nextVolatility Property