BlackScholes Constructor (OptionValuationModelInputs, OptionValuationModelOutputs, Int32)

Enables advanced acceleration mode for specified option properties.

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

Syntax

public BlackScholes(
	OptionValuationModelInputs variables,
	OptionValuationModelOutputs properties,
	int allowedDataSets
)

variables: Type: FinMath.DerivativesOptionValuationModelInputs
Option arguments that may be changed significantly. Default granularity for this arguments is 1e-3.
properties: Type: FinMath.DerivativesOptionValuationModelOutputs
Option properties with advanced acceleration. Allowed properties are: OptionValue, Volatility, Delta.
allowedDataSets: Type: SystemInt32
Maximum number of data sets allowed to be memorized.

BlackScholes Constructor (OptionValuationAddLanguageSpecificTextSet("LST9BBCB572_0?cpp=::|nu=.");ModelInputs, OptionValuationAddLanguageSpecificTextSet("LST9BBCB572_1?cpp=::|nu=.");ModelOutputs, Int32)