MonteCarloSetCustomOptionPayoutFunction Method |
Sets custom option payout function.
This function is used if and only if option style is OptionStyle.Other.
Clears all computed values.
Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public void SetCustomOptionPayoutFunction( MonteCarloExercisePayout exercisePayout )
Parameters
- exercisePayout
- Type: FinMath.DerivativesMonteCarloExercisePayout
Exercise payout function.
See Also