MonteCarlo Methods |
The MonteCarlo type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetAnnualDividendYield | Get annual dividend yield. (Inherited from OptionValuation.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetRiskFreeRate | Get risk-free interest rate. (Inherited from OptionValuation.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| InitByVolatility | Initializes object by option parameters. |
| RecomputeValue | Forces to compute value of option using new prices paths. |
| SetAccelerationGranularity | Sets acceleration granularity. Clears all computed values. (Inherited from OptionValuation.) |
| SetAccelerationMemoryUsage | Changes acceleration RAM usage. Clears all computed values. |
| SetAnnualDividendYield |
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.
(Inherited from OptionValuation.) |
| SetCustomOptionPayoutFunction |
Sets custom option payout function.
This function is used if and only if option style is OptionStyle.Other.
Clears all computed values.
|
| SetCustomPriceModelFunctions |
Sets custom price model functions.
This functions are used if and only if price model is PriceModel.Other.
Clears all computed values.
|
| SetRiskFreeRate |
Set risk-free interest rate (e.g. value 0.02 means that yearly risk-free income equals to 2 % of initial money amount
if there is no capitalization of interest).
All computed values are forgotten after this change.
(Inherited from OptionValuation.) |
| SpecifyExpectedReturn |
Sets custom expected return for geometric brownian price model.
Clears all computed values.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| Update | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
See Also