FinMath User Guide
FinMath User Guide
API Reference
FinMath.Derivatives
MonteCarlo Class
MonteCarlo Properties
BasisFunctions Property
ExercisePayoutFunction Property
ExpectedReturn Property
nextPrice Property
nextVolatility Property
PriceModel Property
PricePaths Property
RandomGenerator Property
Steps Property
MonteCarlo
Steps Property
Number of time steps.
Namespace:
FinMath.Derivatives
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public
int
Steps
{
get
;
set
; }
Property Value
Type:
Int32
See Also
Reference
MonteCarlo Class
FinMath.Derivatives Namespace
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