OptionValuationUpdate Method |
Updates option parameters.
Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public void Update( double stockPrice, double timeToMaturity )
Parameters
- stockPrice
- Type: SystemDouble
Stock price of the underlying asset. - timeToMaturity
- Type: SystemDouble
Time to the expiration date measured in years.
See Also