OptionValuationSetRiskFreeRate Method

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.

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

Syntax

Copy

public void SetRiskFreeRate(
	double riskFreeRate
)

Parameters

riskFreeRate: Type: SystemDouble
Risk-free interest rate.

Reference

OptionValuation Class

FinMath.Derivatives Namespace

OptionValuationAddLanguageSpecificTextSet("LST9C630C3E_0?cpp=::|nu=.");SetRiskFreeRate Method

Parameters

Reference

OptionValuationSetRiskFreeRate Method