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MonteCarlo.SetCustomOptionPayoutFunction 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
Syntax
C#
public void SetCustomOptionPayoutFunction(
	MonteCarlo.ExercisePayout exercisePayout
)

Parameters

exercisePayout
Type: FinMath.Derivatives.MonteCarlo.ExercisePayout
Exercise payout function.
See Also