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OptionValuationSetAccelerationGranularity Method

Sets acceleration granularity. Clears all computed values.

Namespace:  FinMath.Derivatives
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public void SetAccelerationGranularity(
	double stockPriceGranularity,
	double strikePriceGranularity,
	double timeToMaturityGranularity,
	double optionPriceGranularity,
	double volatilityGranularity
)

Parameters

stockPriceGranularity
Type: SystemDouble
Stock prices that differ less then this value may be considered as equal. Default value is 1e-5.
strikePriceGranularity
Type: SystemDouble
Strike prices that differ less then this value may be considered as equal. Default value is 1e-5.
timeToMaturityGranularity
Type: SystemDouble
Time to maturity granularity. Times that differ less then this value may be considered as equal. Default value is 1e-5.
optionPriceGranularity
Type: SystemDouble
Option prices that differ less then this value may be considered as equal. Default value is 1e-5.
volatilityGranularity
Type: SystemDouble
Volatilities that differ less then this value may be considered as equal. Default value is 1e-5.
See Also